Search found 1 match
- Wed Jan 24, 2024 10:32 pm
- Forum: Econometric Discussions
- Topic: Estimating the Expected Inflation
- Replies: 0
- Views: 62916
Estimating the Expected Inflation
I am implementing a Vector Error Correction Model (VECM) to analyse the determinants of inflation in India. One of the variables in the Cointegrating Equation is the "expected inflation". I have the time series data of CPI (Industrial Workers) for India from 1971M1 to 2022M1. The way autho...