Forecasting Inflation in Sudan / Kenji Moriyama, Abdul Naseer.

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 tha...

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Bibliographic Details
Online Access: Full Text (via IMF e-Library)
Main Author: Moriyama, Kenji
Other Authors: Naseer, Abdul
Format: eBook
Language:English
Published: Washington, D.C. : International Monetary Fund, 2009.
Series:IMF working paper ; WP/2009/132.