Forecasting Interest Rates in Transition Countries: Croatian Case (CROSBI ID 524726)
Prilog sa skupa u zborniku | sažetak izlaganja sa skupa | međunarodna recenzija
Podaci o odgovornosti
Rozga, Ante : Banović Željko
engleski
Forecasting Interest Rates in Transition Countries: Croatian Case
The main variables used to forecast interest rates are: money supply, country ranking and the presence of foreign banks. It is particularly interesting for transition countries since they previously had mostly socialist economies without foreign banks at all. We used econometric model with log transformations both for interest rates and money supply and also presence of foreign banks as a dummy variable. The presence of foreign banks has substantially reduced interest rates. We also compared these results with ARIMA forecasting and seasonal adjustment methods such as X-12-ARIMA and TRAMO/SEATS.
Forecasting; Seasonal Adjustment; Interest Rates
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Podaci o prilogu
46-47-x.
2006.
objavljeno
Podaci o matičnoj publikaciji
21 st European Conference on Operational Research
Reykjavík:
Podaci o skupu
21 st European Conference on Operational Research
predavanje
01.07.2006-08.07.2006
Reykjavík, Island