Forecasting inflation in Sudan /
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Author / Creator: | Moriyama, Kenji, author. |
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Imprint: | [Washington, D.C.] : International Monetary Fund, ©2009. |
Description: | 1 online resource (25 pages) : color illustrations |
Language: | English |
Series: | IMF working paper, 2227-8885 ; WP/09/132 IMF working paper ; WP/09/132. |
Subject: | |
Format: | E-Resource Book |
URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/12497939 |
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 macroeconomic policies are maintained. |
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Physical Description: | 1 online resource (25 pages) : color illustrations |
Format: | Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. |
Bibliography: | Includes bibliographical references (page 25). |
ISBN: | 1451917082 9781451917086 1462340636 9781462340637 1452738971 9781452738970 1451872798 9781451872798 9786612843464 6612843462 128284346X 9781282843462 |
ISSN: | 2227-8885 ; |