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Which variables predict Indonesia's inflation?

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journal contribution
posted on 01.01.2019, 00:00 authored by Susan SharmaSusan Sharma
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.

History

Journal

Buletin ekonomi moneter dan perbankan

Volume

22

Issue

1

Pagination

87 - 102

Publisher

Bank Indonesia / Bank Indonesia, Economics & Statistics Department

Location

Jakarta, Indonesia

ISSN

1410-8046

eISSN

2460-9196

Language

ind

Notes

Bulletin of Monetary Economics and Banking

Publication classification

C1 Refereed article in a scholarly journal

Copyright notice

2019, Buletin Ekonomi Moneter dan Perbankan

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