Addition of Subset and Dummy Variables in the Threshold Spatial Vector Autoregressive with Exogenous Variables Model to Forecast Inflation and Money Outflow

Addition of Subset and Dummy Variables in the Threshold Spatial Vector Autoregressive with Exogenous Variables Model to Forecast Inflation and Money Outflow

The TSpVARX model can be used in inflation and money outflow forecasting by accommodating the reciprocal relationship among endogenous variables, the influence of exogenous variables, inter-regional linkages, and the nonlinearity of the relationship between endogenous and predetermined variables. Ho...

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Bibliographic Details
Main Authors: Setiawan Setiawan, Gama Putra Danu Sohibien, Dedy Dwi Prastyo, Muhammad Sjahid Akbar, Anton Abdulbasah Kamil
Format: Article
Language:English
Published: MDPI AG 2024-12-01
Series:Economies
Subjects:
nonlinear time series
threshold spatial
SpVAR
inflation
subset variable
TSpVARX
Online Access:https://www.mdpi.com/2227-7099/12/12/352
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