Browsing BI Research Centre's Series by Author "Guo, Na"
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Time-Varying Trend Models for Forecasting Inflation in Australia
Cross, Jamie; Zhang, Bo; Guo, Na (CAMP Working Paper Series;09/2020, Working paper, 2020-11-18)We investigate whether a class of trend models with various error term structures can improve upon the forecast performance of commonly used time series models when forecasting CPI inflation in Australia. The main result ...