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by nida mir
Sun Aug 21, 2011 1:37 pm
Forum: Programming
Topic: multistep ahead forecasts BGARCH
Replies: 1
Views: 2296

Re: multistep ahead forecasts BGARCH

how do i calculate one step ahead inflation??

my vairables are

interest rate = i

inflation = inflation

output gap = output_gap

S&P 500= asset

i used taylor rule

thank you
by nida mir
Sun Aug 21, 2011 11:47 am
Forum: Estimation
Topic: One step ahead inflation
Replies: 0
Views: 1483

One step ahead inflation

How do I calculate one step ahead inflation and output for forecasting? Need immediate help, please help. Many thanks.

How do i calculate the residuals to subtract from the inflation to get one step ahead inflation???

Thank you

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