Prognozowanie inflacji w Polsce na podstawie modeli autoregresji wektorowej
Forecasting inflation in Poland based on vector autoregressive models

Summary/Abstract: The article presents a usage of vector autoregressive models in forecasting Polish consumer price index. Macroeconomic variables used in this paper are considered to reflect particular economic theories describing causes of inflation. Out-of-sample methodology was used in forecasting process. Accuracy of results was diagnosed by using ex post forecasting errors.

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