Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series

Pami Dua and Lokendra Kumawat

Working Papers from eSocialSciences

Abstract: This paper models the univariate dynamics of seasonally unadjusted quarterly macroeconomic time series for the Indian economy including industrial production, money supply (broad and narrow measures) and consumer price index. The seasonal integration-cointegration and the periodic models are employed. The ‘best’ model is selected on the basis of a battery of econometric tests including comparison of out-of sample forecast performance. [Working Paper No. 136]

Keywords: Seasonality; Integration; Periodic Integration; Forecast Performance (search for similar items in EconPapers)
Date: 2010-10
New Economics Papers: this item is included in nep-for and nep-mac
Note: Institutional Papers
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.esocialsciences.org/Download/repecDownl ... &AId=3005&fref=repec

Related works:
Working Paper: Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series (2005)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ess:wpaper:id:3005

Access Statistics for this paper

More papers in Working Papers from eSocialSciences
Bibliographic data for series maintained by Padma Prakash ().