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Hasil Pencarian

Ditemukan 2 dokumen yang sesuai dengan query
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Solikin M. Juhro
Forecasting Indonesian inflation within an inflation-targeting framework: Do large-scale models pay off?
" We examine the usefulness of large-scale inflation forecasting models in Indonesia within an inflation-targeting framework. Using a dynamic model averaging approach to address three issues the policymaker faces when forecasting inflation, namely, parameter, predictor, and model uncertainties, we show that large-scale models have significant payoffs. Our in-sample forecasts suggest that 60% of 15 exogenous predictors significantly forecast inflation, given a posterior inclusion probability cut-off of approximately 50%. We show that nearly 87% of the predictors ... "
Jakarta: Bank Indonesia Institute, 2019
332 BEMP 22:4 (2019)
Artikel Jurnal  Universitas Indonesia Library
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Ronny Wicaksono
Memprediksi dan memodelkan inflasi di Indonesia dengan metode autoregresif moving average (ARMA), calendar variation dan feedforward neural networks (FFANN)
" The feed forward neural network (FFANN) model has been the most popular form of artificial neural network model used for forecasting, particularly in economics and finance. In this paper, we elucidate the application of FFANN as a means of modeling financial data. We particularly focus on the model building of FFANN as time series model and use inflation rates in Indonesia as a case study. A comparison is drawn between FFANN model and the best ... "
Depok: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2006
T18415
UI - Tesis Membership  Universitas Indonesia Library