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...

Полное описание

Библиографические подробности
Главный автор: Moriyama, Kenji
Другие авторы: Naseer, Abdul
Формат: Журнал
Язык:English
Опубликовано: Washington, D.C. : International Monetary Fund, 2009.
Серии:IMF Working Papers; Working Paper ; No. 2009/132
Online-ссылка:Full text available on IMF