Forecasting inflation in Tunisia during instability using dynamic factors model a two-step based procedure based on Kalman filter

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Bibliographische Detailangaben
Veröffentlicht in:	International journal of computational economics and econometrics
1. Verfasser:	Ammouri, Bilel (VerfasserIn)
Weitere Verfasser:	Toumi, Hassen (VerfasserIn), Issaoui, Fakhri (VerfasserIn), Zitouna, Habib (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2019
Schlagworte:	inflation forecasting > PCA > principal component analysis > VAR > vector autoregressive > DFM > dynamic factors model > Kalman filter > space-state > instability factor > Aufsatz in Zeitschrift
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