COMPARES THE PREDICTIVE POWER OF ARIMA MODELS AND HYBRID NEW KEYNESIAN PHILLIPS CURVE OF INFLATION

Q: How can I download an article?

To download an article from SID, first log in to the site, search for the article title, and click on the 'Download Article' option.

Q: How can I download an ISI article?

To download an ISI article on SID, enter the keyword or article title in the search bar, view the relevant results, click on the desired article, and select the 'Download Article' option.

Q: How can I access the SID database?

To access the SID database, visit SID.ir, create an account, and log in to access scientific resources.

Q: Is downloading articles from SID free?

Some articles on SID are available for free, while others require payment. Details are specified on the article's page.

AFSHARI ZAHRA; BAYAT MARZIYEH

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Journal Paper

Paper Information

Journal: Financial Economics Year:2014 | Volume:8 | Issue:26 Page(s): 1-11

Download Full-Text

Persian Verion

View:

976

Download:

Cites:

Information Journal Paper

Title

COMPARES THE PREDICTIVE POWER OF ARIMA MODELS AND HYBRID NEW KEYNESIAN PHILLIPS CURVE OF INFLATION

Author(s)

AFSHARI ZAHRA | BAYAT MARZIYEH | Issue Writer Certificate

Keywords

NEW KEYNESIAN PHILLIPS CURVEQ1

FORECASTINGQ2

ARMAQ3

Abstract

Hybrid NEW KEYNESIAN PHILLIPS CURVE in the present study, using quarterly data over the period to 4q1389 1q1375 based on GMM is estimated, using the criteria stipulated Kayyk an ARIMA model was In the end, inflation, using both models, in both four and eight-period horizon, and the root mean square error of prediction models were compared HNKPC estimation results indicate that past prices influence future prices more than the rate of inflation and the output gap was positive and significant. Shows that increasing the level of potential output gap, inflation increased by 41%, ie expansionary policies to enhance product will lead to inflation. Then specify a model ARMA (4, 4) and inflation forecasts, the results show that both forecast horizons, NEW KEYNESIAN PHILLIPS CURVE, the root mean square error (RMSE) is less than the ARMA model and better able to predict inflation.

Cites

No record.

References

Cite

APA: Copy

AFSHARI, ZAHRA, & BAYAT, MARZIYEH. (2014). COMPARES THE PREDICTIVE POWER OF ARIMA MODELS AND HYBRID NEW KEYNESIAN PHILLIPS CURVE OF INFLATION. JOURNAL OF FINANCIAL ECONOMICS (FINANCIAL ECONOMICS AND DEVELOPMENT), 8(26), 1-11. SID. https://sid.ir/paper/229006/en

Vancouver: Copy

AFSHARI ZAHRA, BAYAT MARZIYEH. COMPARES THE PREDICTIVE POWER OF ARIMA MODELS AND HYBRID NEW KEYNESIAN PHILLIPS CURVE OF INFLATION. JOURNAL OF FINANCIAL ECONOMICS (FINANCIAL ECONOMICS AND DEVELOPMENT)[Internet]. 2014;8(26):1-11. Available from: https://sid.ir/paper/229006/en

IEEE: Copy

ZAHRA AFSHARI, and MARZIYEH BAYAT, “COMPARES THE PREDICTIVE POWER OF ARIMA MODELS AND HYBRID NEW KEYNESIAN PHILLIPS CURVE OF INFLATION,” JOURNAL OF FINANCIAL ECONOMICS (FINANCIAL ECONOMICS AND DEVELOPMENT), vol. 8, no. 26, pp. 1–11, 2014, [Online]. Available: https://sid.ir/paper/229006/en

Related Journal Papers