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Author

D. Prastyo

2 papers indexed here

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Conference Aug 2026

Zero Restricted GSTAR Modeling for Regional Inflation Forecasting in East Java

The Generalized Space-Time Autoregressive (GSTAR) model is a spatial-temporal time series model that captures both temporal dynamics and spatial interactions among multiple locations while allowing heterogeneous parameters across regions. However, as the number of locations and lag orders increases, GSTAR often suffers...

Y. W. A. Nanlohy, Irhamah, D. Prastyo · 0 citations
Open access Aug 2026

Reverse mixed data sampling based on expectile regression for inflation at risk and economic growth modeling

This study proposes a Reverse Mixed Data Sampling based on Expectile Regression (R-MIDAS-ER) framework for modeling Inflation at Risk and examining the role of economic growth in inflation risk dynamics. The proposed model addresses two central challenges in macroeconomic risk modeling: the mixed-frequency structure be...

Muhammad Sjahid Akbar, Wisnowan Hendy Saputra, D. Prastyo et al. · 0 citations

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