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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Egile Nagusiak:	Setiawan Setiawan, Gama Putra Danu Sohibien, Dedy Dwi Prastyo, Muhammad Sjahid Akbar, Anton Abdulbasah Kamil
Formatua:	Artigo
Hizkuntza:	Inglês
Argitaratua:	MDPI AG 2024-12-01
Saila:	Economies
Gaiak:	nonlinear time series threshold spatial SpVAR inflation subset variable TSpVARX
Sarrera elektronikoa:	https://www.mdpi.com/2227-7099/12/12/352
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