Coverart for item
The Resource Modeling and forecasting inflation in Japan, Toshitaka Sekine

Modeling and forecasting inflation in Japan, Toshitaka Sekine

Label
Modeling and forecasting inflation in Japan
Title
Modeling and forecasting inflation in Japan
Statement of responsibility
Toshitaka Sekine
Creator
Contributor
Author
Subject
Genre
Language
eng
Summary
This paper estimates an inflation function and forecasts one-year ahead inflation for Japan. It finds that (i) markup relationships, excess money and the output gap are particularly relevant long-run determinants for an equilibrium correction model (EqCM) of inflation; (ii) with intercept corrections, one-year ahead inflation forecast performance of the EqCM is good; and (iii) forecast accuracy can be improved by combining forecasts of the EqCM with those made by rival models. The EqCM obtained would serve for structural model-based inflation forecasting. It also highlights the importance of adjustment to a pure model-based forecast by utilizing information of alternative models. The methodology employed is applicable to a wider range of countries including some emerging market economies
Member of
Action
digitized
Cataloging source
OCLCE
http://bibfra.me/vocab/lite/collectionName
IMF eLibrary
http://library.link/vocab/creatorName
Sekine, Toshitaka
Government publication
international or intergovernmental publication
Illustrations
illustrations
Index
no index present
Language note
English
LC call number
HG3881.5.I58
LC item number
W67 no.01/82 ONLINE
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
International Monetary Fund
Series statement
IMF Working Paper
Series volume
WP/01/82
http://library.link/vocab/subjectName
  • Inflation (Finance)
  • Inflation (Finance)
  • Japan
Label
Modeling and forecasting inflation in Japan, Toshitaka Sekine
Instantiates
Publication
Copyright
Antecedent source
file reproduced from original
Bibliography note
Includes bibliographical references (pages 32-34)
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
black and white
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
648405972
Dimensions
unknown
Extent
1 online resource (34 pages)
Form of item
online
Isbn
9781452719986
Issn
2227-8885
Level of compression
  • lossless
  • lossy
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.5089/9781451896633.001
Other physical details
illustrations
Reformatting quality
  • preservation
  • access
Reproduction note
Electronic reproduction.
Specific material designation
remote
System control number
(OCoLC)648405972
System details
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.
Label
Modeling and forecasting inflation in Japan, Toshitaka Sekine
Publication
Copyright
Antecedent source
file reproduced from original
Bibliography note
Includes bibliographical references (pages 32-34)
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
black and white
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
648405972
Dimensions
unknown
Extent
1 online resource (34 pages)
Form of item
online
Isbn
9781452719986
Issn
2227-8885
Level of compression
  • lossless
  • lossy
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.5089/9781451896633.001
Other physical details
illustrations
Reformatting quality
  • preservation
  • access
Reproduction note
Electronic reproduction.
Specific material designation
remote
System control number
(OCoLC)648405972
System details
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.

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