Browsing ECO Working Papers by Subject "log transformation"

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Title: Forecasting Annual Inflation with Seasonal Monthly Data: Using Levels versus Logs of the Underlying Price Index Author(s): LUETKEPOHL, Helmut; XU, Fang Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI MWP Abstract: This paper investigates whether using natural logarithms (logs) of price indices for forecasting inflation rates is preferable to employing the original series. Univariate forecasts for annual inflation rates for a number ...

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