INFLATION AND COMPETITIVENESS, A VAR MODELLING APPROACH

Cosmin Fratostiteanu
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Cosmin Fratostiteanu: University of Craiova

Management and Marketing Journal, 2010, vol. VIII, issue 2, 404-410

Abstract: VAR modeling in inflation forecasting has been widely used, and rather successful, even if there have been several critiques of its exactness or accuracy. This paper is structured into two sections. The first one accomplishes a general presentation of VAR modeling in forecasting inflation, and the second is focused on the results of this econometric approach for inflation in Romania. Even if we considered methodologies containing inflation measured using CPI, CORE1 and CORE2, testing will only be performed for the CPI Inflation.

Keywords: competitiveness; inflation; VAR models; forecast (search for similar items in EconPapers)
JEL-codes: M20 (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:aio:manmar:v:viii:y:2010:i:2:p:404-410

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