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Which variables predict Indonesia?s inflation?

We use an exhaustive list of Indonesia?s macroeconomic variables in a comparative analysis to determine which predictor variables are most important in forecasting Indonesia?s inflation rate. We use monthly time-series data for 30 macroeconomic variables. Using both in-sample and out-of-sample predictability evaluations, we report consistent evidence of inflation rate predictability using 11 out of 30 macroeconomic variables..

Ketersediaan

Call NumberLocationAvailable
PSB lt.2 - Karya Akhir1
Penerbit Bulletin of Monetary Economics and Banking.,
Edisi -
Subjek Inflation
Time
series
Macroeconomic variables
predictability
ISBN/ISSN -
Klasifikasi -
Deskripsi Fisik -
Info Detail Spesifik -
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