Exploring the Effectiveness of ARIMA Models in Predicting Interest Rates in Slovakia
Cieľom štúdie je vyplnenie medzery v literatúre a preskúmanie využitia modelu ARIMA v predpovedaní úrokovej sadzby v SR, v krajine podliehajúcej domácim ekonomickým faktorom, ako aj ekonomickým faktorom EÚ.
Na minha lista:
| Autor principal: | |
|---|---|
| Formato: | Capítulo de Livro |
| Idioma: | inglês |
| Assuntos: | |
| Tags: |
Sem tags, seja o primeiro a adicionar uma tag!
|
Registos relacionados: Exploring the Effectiveness of ARIMA Models in Predicting Interest Rates in Slovakia
- Why central bankers should disclose interest rate forecast
- Karachi inter-bank offered rate (KIBOR) forecasting: Box-Jenkins (ARIMA) testing approach
- Interest rate arbitrage in currency baskets forecasting weights and measuring risk
- Interest Rate Pass-Through Asymmetry: Case of Slovakia
- Is the CNB predictable?
- Interest rates, prices and liquidity lessons from the financial crisis