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Forecasting inflation with dynamic factor model – the case of Poland
(2008-02-24)The purpose of the article is to evaluate the forecasting performance of dynamic factor models in forecasting inflation in the Polish economy. The factor models are based on the assumption that the behavior of most ... -
Financial crisis influence on the BUX index of Hungarian stock exchange. Long memory measures: 1991-2008
(2010-09-23)We analyze daily quotes of the BUX index, main index of the Budapest stock exchange, for period 2nd Jan. 1991–30th Sept. 2008, checking nonstationarity of series, stationarity of returns, applying the ARCH tests to the ... -
Inflation forecasting using dynamic factor analysis. SAS 4GL programming approach
(2012-08)The purpose of this article is to introduce an original macro code written in SAS 4GL. This macro is used to automate the process of forecasting with dynamic factor analysis. Automation of the process helps to save ...
