Forecasting inflation in Sudan /

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Bibliographic Details
Author / Creator:Moriyama, Kenji, author.
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
Hidden Bibliographic Details
Other authors / contributors:Naseer, Abdul, author.
International Monetary Fund. Middle East and Central Asia Department.
ISBN:1451917082
9781451917086
1462340636
9781462340637
1452738971
9781452738970
1451872798
9781451872798
9786612843464
6612843462
128284346X
9781282843462
Digital file characteristics:text file
Notes:Includes bibliographical references (page 25).
Restrictions unspecified
Electronic reproduction. [Place of publication not identified] : HathiTrust Digital Library, 2011.
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. http://purl.oclc.org/DLF/benchrepro0212
English.
digitized 2011 HathiTrust Digital Library committed to preserve
Print version record.
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.
Other form:Print version: Moriyama, Kenji. Forecasting inflation in Sudan. [Washington, D.C.] : International Monetary Fund, ©2009
Standard no.:10.5089/9781451917086.001
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 macroeconomic policies are maintained.
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
;