Matches in SemOpenAlex for { <https://semopenalex.org/work/W1990807887> ?p ?o ?g. }
- W1990807887 endingPage "313" @default.
- W1990807887 startingPage "282" @default.
- W1990807887 abstract "Under inflation targeting in South Africa, it is important to monitor and forecast changes in prices, not only for aggregate measures of the consumer price index, but also its underlying sub-components. Hypotheses about sectoral transmission of policy and shocks are often more specific than hypotheses about overall transmission. This study employs a stochastic framework to estimate richly specified equilibrium correction models, four-quarters-ahead, for the 10 sub-components of the first targeted measure of the consumer price index, CPIX. The stochastic trends are estimated by the Kalman filter, and interpreted as capturing structural breaks and institutional change, a frequent cause of forecast failure. The trends suggest the design of deterministic split trends for use in recursive forecasting models, towards more accurate overall inflation forecasting. This research also has practical use for monetary policy in allowing identification of sectoral sources of inflation." @default.
- W1990807887 created "2016-06-24" @default.
- W1990807887 creator A5001518053 @default.
- W1990807887 creator A5019195796 @default.
- W1990807887 creator A5086672835 @default.
- W1990807887 date "2009-06-01" @default.
- W1990807887 modified "2023-09-25" @default.
- W1990807887 title "A STOCHASTIC ESTIMATION FRAMEWORK FOR COMPONENTS OF THE SOUTH AFRICAN CONSUMER PRICE INDEX" @default.
- W1990807887 cites W1587141723 @default.
- W1990807887 cites W1984717679 @default.
- W1990807887 cites W1988783174 @default.
- W1990807887 cites W2017158809 @default.
- W1990807887 cites W2019459021 @default.
- W1990807887 cites W2073965920 @default.
- W1990807887 cites W2076287473 @default.
- W1990807887 cites W2078955346 @default.
- W1990807887 cites W2116388354 @default.
- W1990807887 cites W2134383774 @default.
- W1990807887 cites W2151162832 @default.
- W1990807887 cites W2153562738 @default.
- W1990807887 cites W2168547832 @default.
- W1990807887 cites W2170083522 @default.
- W1990807887 cites W2500194502 @default.
- W1990807887 cites W2506980732 @default.
- W1990807887 cites W3121328226 @default.
- W1990807887 cites W4230841866 @default.
- W1990807887 cites W4297691338 @default.
- W1990807887 doi "https://doi.org/10.1111/j.1813-6982.2009.01214.x" @default.
- W1990807887 hasPublicationYear "2009" @default.
- W1990807887 type Work @default.
- W1990807887 sameAs 1990807887 @default.
- W1990807887 citedByCount "2" @default.
- W1990807887 countsByYear W19908078872012 @default.
- W1990807887 countsByYear W19908078872014 @default.
- W1990807887 crossrefType "journal-article" @default.
- W1990807887 hasAuthorship W1990807887A5001518053 @default.
- W1990807887 hasAuthorship W1990807887A5019195796 @default.
- W1990807887 hasAuthorship W1990807887A5086672835 @default.
- W1990807887 hasConcept C105795698 @default.
- W1990807887 hasConcept C109913693 @default.
- W1990807887 hasConcept C116834253 @default.
- W1990807887 hasConcept C121332964 @default.
- W1990807887 hasConcept C126285488 @default.
- W1990807887 hasConcept C136764020 @default.
- W1990807887 hasConcept C139719470 @default.
- W1990807887 hasConcept C149782125 @default.
- W1990807887 hasConcept C157286648 @default.
- W1990807887 hasConcept C159985019 @default.
- W1990807887 hasConcept C162324750 @default.
- W1990807887 hasConcept C178131030 @default.
- W1990807887 hasConcept C185824701 @default.
- W1990807887 hasConcept C187736073 @default.
- W1990807887 hasConcept C192562407 @default.
- W1990807887 hasConcept C200941418 @default.
- W1990807887 hasConcept C2777382242 @default.
- W1990807887 hasConcept C33332235 @default.
- W1990807887 hasConcept C33923547 @default.
- W1990807887 hasConcept C41008148 @default.
- W1990807887 hasConcept C4679612 @default.
- W1990807887 hasConcept C59822182 @default.
- W1990807887 hasConcept C761482 @default.
- W1990807887 hasConcept C76155785 @default.
- W1990807887 hasConcept C86803240 @default.
- W1990807887 hasConcept C96250715 @default.
- W1990807887 hasConceptScore W1990807887C105795698 @default.
- W1990807887 hasConceptScore W1990807887C109913693 @default.
- W1990807887 hasConceptScore W1990807887C116834253 @default.
- W1990807887 hasConceptScore W1990807887C121332964 @default.
- W1990807887 hasConceptScore W1990807887C126285488 @default.
- W1990807887 hasConceptScore W1990807887C136764020 @default.
- W1990807887 hasConceptScore W1990807887C139719470 @default.
- W1990807887 hasConceptScore W1990807887C149782125 @default.
- W1990807887 hasConceptScore W1990807887C157286648 @default.
- W1990807887 hasConceptScore W1990807887C159985019 @default.
- W1990807887 hasConceptScore W1990807887C162324750 @default.
- W1990807887 hasConceptScore W1990807887C178131030 @default.
- W1990807887 hasConceptScore W1990807887C185824701 @default.
- W1990807887 hasConceptScore W1990807887C187736073 @default.
- W1990807887 hasConceptScore W1990807887C192562407 @default.
- W1990807887 hasConceptScore W1990807887C200941418 @default.
- W1990807887 hasConceptScore W1990807887C2777382242 @default.
- W1990807887 hasConceptScore W1990807887C33332235 @default.
- W1990807887 hasConceptScore W1990807887C33923547 @default.
- W1990807887 hasConceptScore W1990807887C41008148 @default.
- W1990807887 hasConceptScore W1990807887C4679612 @default.
- W1990807887 hasConceptScore W1990807887C59822182 @default.
- W1990807887 hasConceptScore W1990807887C761482 @default.
- W1990807887 hasConceptScore W1990807887C76155785 @default.
- W1990807887 hasConceptScore W1990807887C86803240 @default.
- W1990807887 hasConceptScore W1990807887C96250715 @default.
- W1990807887 hasIssue "2" @default.
- W1990807887 hasLocation W19908078871 @default.
- W1990807887 hasOpenAccess W1990807887 @default.
- W1990807887 hasPrimaryLocation W19908078871 @default.
- W1990807887 hasRelatedWork W1488887282 @default.
- W1990807887 hasRelatedWork W1963384469 @default.
- W1990807887 hasRelatedWork W1987202804 @default.
- W1990807887 hasRelatedWork W2056455344 @default.