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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
Agricultural prices
Agriculture: Aggregate Supply and Demand Analysis
Business cycles
Cyclical indicators
Deflation
Economic Forecasting
Economic forecasting
Economic growth
Forecasting and Other Model Applications
Forecasting
Inflation
Macroeconomics
Monetary base
Monetary economics
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Money and Monetary Policy
Money supply
Price Level
Prices
Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data)
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