Modeling and Forecasting Gambia’s Inflation Rates

Modeling and Forecasting Iranian Inflation with Time Varying BVAR Models

This paper investigates the forecasting performance of different time-varying BVAR models for Iranian inflation. Forecast accuracy of a BVAR model with Litterman’s prior compared with a time-varying BVAR model (a version introduced by Doan et al., 1984); and a modified time-varying BVAR model, where the autoregressive coefficients are held constant and only the deterministic components are allo...

modeling and forecasting iranian inflation with time varying bvar models

this paper investigates the forecasting performance of different time-varying bvar models for iranian inflation. forecast accuracy of a bvar model with litterman’s prior compared with a time-varying bvar model (a version introduced by doan et al., 1984); and a modified time-varying bvar model, where the autoregressive coefficients are held constant and only the deterministic components are allo...

Modeling and forecasting duration-dependent mortality rates

Mortality data of disabled individuals are studied and parametric modeling approaches for the force of mortality are discussed. Empirical observations show that the duration since disablement has a strong effect on mortality rates. In order to incorporate duration effects, different generalizations of the Lee–Carter model are proposed. For each proposed model, uniqueness properties and fitting ...

Forecasting medical cost inflation rates: A model comparison approach

a r t i c l e i n f o Due to healthcare costs rising faster than overall cost of living, decision makers (i.e., households, businesses, and governments) must cut back on healthcare utilization or spending elsewhere to be fiscally responsible. Accurate forecasts of future medical costs are critical for efficient planning, budgeting and operating decisions at all levels. This research compares th...

Nonlinearity In Exchange Rates and Forecasting