Browsing Artykuły (WNEZ) by Subject "inflation"

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Browsing Artykuły (WNEZ) by Subject "inflation"

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  • Kwiatkowski, Jacek (2009-11-15)
    The paper presents various types of local level model, which are based on Stock and Watson’s model, recently proposed forU.S.inflation. The main purpose is to use many different local level model specifications, especially ...
  • Kwiatkowski, Jacek (2010-07-17)
    This paper aims to use the local level models with GARCH and SV errors to predict Polish inflation. The series to be forecast, measured monthly, is consumer price index (CPI) in Poland during 1992-2008. We selected three ...

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