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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
Opac: Controlla la disponibilità qui
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
Opac: Controlla la disponibilità qui
Forecasting Inflation in Sudan / / Kenji Moriyama, Abdul Naseer
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui