Addition of Subset and Dummy Variables in the Threshold Spatial Vector Autoregressive with Exogenous Variables Model to Forecast Inflation and Money Outflow

The TSpVARX model can be used in inflation and money outflow forecasting by accommodating the reciprocal relationship among endogenous variables, the influence of exogenous variables, inter-regional linkages, and the nonlinearity of the relationship between endogenous and predetermined variables. Ho...

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Hlavní autoři:	Setiawan Setiawan, Gama Putra Danu Sohibien, Dedy Dwi Prastyo, Muhammad Sjahid Akbar, Anton Abdulbasah Kamil
Médium:	Artigo
Jazyk:	Inglês
Vydáno:	MDPI AG 2024-12-01
Edice:	Economies
Témata:	nonlinear time series threshold spatial SpVAR inflation subset variable TSpVARX
On-line přístup:	https://www.mdpi.com/2227-7099/12/12/352
Tagy:	Přidat tag Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!