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Forecasting inflation in Sudan [[electronic resource] /] / Kenji Moriyama and Abdul Naseer
| Forecasting inflation in Sudan [[electronic resource] /] / Kenji Moriyama and Abdul Naseer |
| Autore | Moriyama Kenji |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, 2009 |
| Descrizione fisica | 1 online resource (27 p.) |
| Collana | IMF working paper |
| Soggetto topico |
Inflation (Finance) - Sudan
Economic forecasting - Sudan |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-4063-6
1-4527-3897-1 1-4518-7279-8 9786612843464 1-282-84346-X |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Recent Developments; Figures; 1. Average and Standard Deviation of Inflation, 2000-08; 2. Monthly Inflation (12-Month) in Sudan, January 2000-October 2008; III. Methodology; A. Which Inflation Should Be Forecasted?; 3. Overall Inflation, 2000-08; B. Autoregressive Moving Average (ARMA) Model; 4. Cumulative Spectral Distribution of Inflation, 2000-08; C. Leading Indicators; 5. Currency Holding and Islamic Dummies, 2005-08; 6. Candidates of Leading Indicators; IV. Results; A. ARMA Model; 7. Actual and Projected Inflation Based on the Estimated ARMA Models
B. Granger Causality Tests for Leading IndicatorsV. Implications-What Can be said from the Estimated Model and the Tests?; A. Can the Estimated Model Explain the Surge of Inflation in 2007 and 2008?; 8. Forecasted Inflation, July 2007-December 2008; 9. Forecast Errors of the Model and Bread Contribution to Inflation, July 2007-October 2008; B. Forecasting Inflation for 2009 and 2010; 10. Forecasted Inflation; 11. Inflation Forecast Based on ARMA (4,5), July 2008-December 2010; C. Leading Indicators (Private Sector Credit Growth and Wheat Price Inflation) 12. Oil Price Projections, World Economic Outlook, 2000-1013. Wheat Price Projections, World Economic Outlook, 2000-10; VI. Conclusions; Tables; 1. Estimated ARMA Model of Inflation; 2. Main Statistics of Various ARMA Models, 2000-08; 3. Granger Causality Tests Between Inflation and Leading Indicators, 2000-08; Appendices; I. The Schwartz Information Criterion; II. Estimated ARMA Model for main Monetary Aggregates; Appendix Tables; A1. Estimated ARMA Model of Broad money, 2000-08; References |
| Record Nr. | UNINA-9910464006503321 |
Moriyama Kenji
|
||
| [Washington, D.C.], : International Monetary Fund, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Forecasting Inflation in Sudan / / Kenji Moriyama, Abdul Naseer
| Forecasting Inflation in Sudan / / Kenji Moriyama, Abdul Naseer |
| Autore | Moriyama Kenji |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (27 p.) |
| Altri autori (Persone) | NaseerAbdul |
| Collana | IMF Working Papers |
| Soggetto topico |
Inflation (Finance) - Sudan
Economic forecasting - Sudan Inflation Macroeconomics Money and Monetary Policy Forecasting Price Level Deflation Forecasting and Other Model Applications Agriculture: Aggregate Supply and Demand Analysis Prices Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Monetary Policy, Central Banking, and the Supply of Money and Credit: General Economic Forecasting Economic growth Monetary economics Economic forecasting Agricultural prices Cyclical indicators Monetary base Business cycles Money supply |
| ISBN |
1-4623-4063-6
1-4527-3897-1 1-4518-7279-8 9786612843464 1-282-84346-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Recent Developments; Figures; 1. Average and Standard Deviation of Inflation, 2000-08; 2. Monthly Inflation (12-Month) in Sudan, January 2000-October 2008; III. Methodology; A. Which Inflation Should Be Forecasted?; 3. Overall Inflation, 2000-08; B. Autoregressive Moving Average (ARMA) Model; 4. Cumulative Spectral Distribution of Inflation, 2000-08; C. Leading Indicators; 5. Currency Holding and Islamic Dummies, 2005-08; 6. Candidates of Leading Indicators; IV. Results; A. ARMA Model; 7. Actual and Projected Inflation Based on the Estimated ARMA Models
B. Granger Causality Tests for Leading IndicatorsV. Implications-What Can be said from the Estimated Model and the Tests?; A. Can the Estimated Model Explain the Surge of Inflation in 2007 and 2008?; 8. Forecasted Inflation, July 2007-December 2008; 9. Forecast Errors of the Model and Bread Contribution to Inflation, July 2007-October 2008; B. Forecasting Inflation for 2009 and 2010; 10. Forecasted Inflation; 11. Inflation Forecast Based on ARMA (4,5), July 2008-December 2010; C. Leading Indicators (Private Sector Credit Growth and Wheat Price Inflation) 12. Oil Price Projections, World Economic Outlook, 2000-1013. Wheat Price Projections, World Economic Outlook, 2000-10; VI. Conclusions; Tables; 1. Estimated ARMA Model of Inflation; 2. Main Statistics of Various ARMA Models, 2000-08; 3. Granger Causality Tests Between Inflation and Leading Indicators, 2000-08; Appendices; I. The Schwartz Information Criterion; II. Estimated ARMA Model for main Monetary Aggregates; Appendix Tables; A1. Estimated ARMA Model of Broad money, 2000-08; References |
| Record Nr. | UNINA-9910788332703321 |
|
Moriyama Kenji
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Investigating inflation dynamics in Sudan / / Kenji Moriyama
| Investigating inflation dynamics in Sudan / / Kenji Moriyama |
| Autore | Moriyama Kenji |
| Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (23 p.) |
| Disciplina | 332.41 |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Inflation (Finance) - Sudan - Econometric models
Monetary policy - Sudan - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-7799-8
1-4527-0872-X 9786612841408 1-4518-7047-7 1-282-84140-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; II. Background; III. Model; IV. Data Issues and Results; A. Single-Equation Model; B. Structural Vector Auto Regression Model (SVAR); C. Vector Error Correction Model (VECM); V. Policy Implications and Conclusions; Appendixes; I. Data Issues; II. Structural Model Assumptions; Tables; 1. Unit Root Tests; 2. Estimated Regressions; 3. Elasticities of Inflation to Money Supply and Nominal Exchange Rate; 4. Schwartz Information Criterion (SIC) and Akaike Information Criterion (AIC); 5. Johansen Co-Integration Tests; References |
| Record Nr. | UNINA-9910463630303321 |
|
Moriyama Kenji
|
||
| [Washington, District of Columbia] : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Investigating Inflation Dynamics in Sudan / / Kenji Moriyama
| Investigating Inflation Dynamics in Sudan / / Kenji Moriyama |
| Autore | Moriyama Kenji |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (23 p.) |
| Disciplina | 332.41 |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Inflation (Finance) - Sudan - Econometric models
Monetary policy - Sudan - Econometric models Econometrics Foreign Exchange Inflation Money and Monetary Policy Monetary Policy, Central Banking, and the Supply of Money and Credit: General Price Level Deflation Multiple or Simultaneous Equation Models Multiple Variables: General Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models Monetary economics Macroeconomics Currency Foreign exchange Econometrics & economic statistics Monetary base Exchange rates Vector error correction models Structural vector autoregression Money supply Prices Econometric models |
| ISBN |
1-4623-7799-8
1-4527-0872-X 9786612841408 1-4518-7047-7 1-282-84140-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; II. Background; III. Model; IV. Data Issues and Results; A. Single-Equation Model; B. Structural Vector Auto Regression Model (SVAR); C. Vector Error Correction Model (VECM); V. Policy Implications and Conclusions; Appendixes; I. Data Issues; II. Structural Model Assumptions; Tables; 1. Unit Root Tests; 2. Estimated Regressions; 3. Elasticities of Inflation to Money Supply and Nominal Exchange Rate; 4. Schwartz Information Criterion (SIC) and Akaike Information Criterion (AIC); 5. Johansen Co-Integration Tests; References |
| Record Nr. | UNINA-9910788232303321 |
|
Moriyama Kenji
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||