Forecasting inflation in Sudan /

This paper forecasts inflation in Sudan following two methodologies: the Autoregressive Moving Average (ARMA) model and by looking at the leading indicators of inflation. The estimated ARMA model remarkably tracks the actual inflation during the sample period. The Granger causality test suggests tha...

Full description

Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Moriyama, Kenji (Author), Naseer, Abdul (Author)
Corporate Author: International Monetary Fund. Middle East and Central Asia Department
Format: Electronic eBook
Language:Inglés
Published: [Washington, D.C.] : International Monetary Fund, ©2009.
Series:IMF working paper ; WP/09/132.
Subjects:
Inflation (Finance) > Sudan > Forecasting.
Inflation > Soudan > Prévision.
Inflation (Finance) > Forecasting
Inflation.
Prognoseverfahren.
ARMA-Modell.
Kausalanalyse.
Sudan.
Sudan
Online Access:Texto completo
Description
Summary:This paper forecasts inflation in Sudan following two methodologies: the Autoregressive Moving Average (ARMA) model and by looking at the leading indicators of inflation. The estimated ARMA model remarkably tracks the actual inflation during the sample period. The Granger causality test suggests that private sector credit and world wheat prices are the leading indicators explaining inflation in Sudan. Inflation forecasts based on both approaches suggest that inflationary pressures for 2009 and 2010 will be modest and that inflation will remain in single-digits, assuming that prudent macroecono.
Physical Description:1 online resource (25 pages) : color illustrations
Bibliography:Includes bibliographical references (page 25).
ISBN:1451917082
9781451917086
1462340636
9781462340637
1452738971
9781452738970
1451872798
9781451872798
9786612843464
6612843462
128284346X
9781282843462
ISSN:2227-8885 ;

Similar Items