У цій роботі розглядається набір моделей, які Національний банк України використовує для короткострокового прогнозування компонентів ІСЦ (індекс споживчих цін). Я досліджую точність прогнозування наступних економетричних моделей: одновимірні моделі, VAR, FAVAR, байєсівські VAR моделі та моделі з корекцією помилок. Результати показують, що майже для всіх компонентів існують моделі, які перевершують еталонні AR моделі. Однак, найкраща окрема модель на кожному горизонті для кожного компонента є різною. Комбіновані прогнози, отримані шляхом усереднення прогнозів моделей, дають прийнятні та надійні результати. Зокрема, комбіновані прогнози є найбільш точними для базової інфляції, а для індексу цін на сирі продукти харчування вони частіше, ніж інші типи моделей, можуть перевершувати AR-еталон, коли йдеться про індекс цін на сирі продукти харчування. Це дослідження також описує відповідні обмеження даних у воєнний час та висвітлює шляхи вдосконалення поточного набору моделей для прогнозування ІСЦ.
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