Inflation in Tajikistan : Forecasting Analysis and Monetary Policy Challenges /

This paper attempts to explain short- and long-term dynamics of-and forecast-inflation in Tajikistan using the Vector Error Correction Model (VECM) and Autoregressive Moving Average Model (ARMA). By analyzing different transmission channels through the VECM, we were able to evaluate their relative d...

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Bibliographic Details
Main Author: Vtyurina, Svetlana
Other Authors: Alturki, Fahad
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2010.
Series:IMF Working Papers; Working Paper ; No. 2010/017
Online Access:Full text available on IMF