Forecasting inflation in Malaysia

DOI10.1002/FOR.1154MaRDI QIDQ3065545zbMATHOpenAlexFDO

Authors Jarita Duasa, Nursilah Ahmad, Mansor H. Ibrahim, Mohd Pisal Zainal

Publication date 6 January 2011

Published in Journal of Forecasting (Search for Journal in Brave)

Full work available at URL http://psasir.upm.edu.my/id/eprint/14799/1/Forecasting%20inflation%20in%20Malaysia.pdf

zbMATH Keywords

VECM modelinflation forecasterMalaysian economy

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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Cites work

• Statistical analysis of cointegration vectors
• Testing for a unit root in time series regression

Cited in

(1)

• Forecasting inflation using commodity price aggregates

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