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Forecasting Interest Rates in Transition Countries: Croatian Case (CROSBI ID 524726)

Prilog sa skupa u zborniku | sažetak izlaganja sa skupa | međunarodna recenzija

Rozga, Ante : Banović Željko Forecasting Interest Rates in Transition Countries: Croatian Case // 21 st European Conference on Operational Research. Reykjavík, 2006. str. 46-47-x

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

Povezanost rada

Ekonomija