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
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Washington, D.C. : , : International Monetary Fund, , 2009 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
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Forecasting Inflation in Sudan / / Kenji Moriyama, Abdul Naseer |
Autore | Moriyama Kenji |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 1 online resource (27 p.) |
Disciplina | 338.9624 |
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-9910827476303321 |
Moriyama Kenji
![]() |
||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|