The Resource Modeling and forecasting inflation in Japan, Toshitaka Sekine
Modeling and forecasting inflation in Japan, Toshitaka Sekine
Resource Information
The item Modeling and forecasting inflation in Japan, Toshitaka Sekine represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of San Diego Libraries.This item is available to borrow from 1 library branch.
Resource Information
The item Modeling and forecasting inflation in Japan, Toshitaka Sekine represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of San Diego Libraries.
This item is available to borrow from 1 library branch.
- 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
- Language
- eng
- Extent
- 1 online resource (34 pages)
- Isbn
- 9781452719986
- Label
- Modeling and forecasting inflation in Japan
- Title
- Modeling and forecasting inflation in Japan
- Statement of responsibility
- Toshitaka Sekine
- 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
- 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
- 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
- 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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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.sandiego.edu/portal/Modeling-and-forecasting-inflation-in-Japan/iWqgs9iJRKU/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.sandiego.edu/portal/Modeling-and-forecasting-inflation-in-Japan/iWqgs9iJRKU/">Modeling and forecasting inflation in Japan, Toshitaka Sekine</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.sandiego.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.sandiego.edu/">University of San Diego Libraries</a></span></span></span></span></div>