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Optimization
Comparing Inflation Forecasting Models in Iran: New Evidences from ARDL-D-LSTM Model

Hamed Azizi Ganzagh; Ahmad Jafari Samimi; Zahra Mila Elmi; Amir Mansour Tehranchian

Volume 27, Issue 93 , February 2023, , Pages 177-208

https://doi.org/10.22054/ijer.2022.63376.1037

Abstract
  Inflation forecasting is one of the most important issues for the economies of countries, As the existing literature suggests, hybrid models will bring better prediction accuracy due to attention to both linear and non-linear dimensions. Furthermore, the use of ARDL model can include lags of other variables ...  Read More

An Evaluation of Alternative BVAR Models for Forecasting Iranian Inflation

Hassan Heydari

Volume 17, Issue 50 , April 2012, , Pages 65-81

Abstract
  This paper investigates the use of different priors to improve the inflation forecasting performance of BVAR models with Litterman’s prior. A Quasi-Bayesian method, with several different priors, is applied to a VAR model of the Iranian economy from 1981:Q2 to 2007:Q1. A novel feature with this ...  Read More