sharma-whichvariables-2019.pdf (290.13 kB)
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.
History
Journal
Buletin ekonomi moneter dan perbankanVolume
22Issue
1Pagination
87 - 102Publisher
Bank Indonesia / Bank Indonesia, Economics & Statistics DepartmentLocation
Jakarta, IndonesiaPublisher DOI
Link to full text
ISSN
1410-8046eISSN
2460-9196Language
indNotes
Bulletin of Monetary Economics and BankingPublication classification
C1 Refereed article in a scholarly journalCopyright notice
2019, Buletin Ekonomi Moneter dan PerbankanUsage metrics
Categories
No categories selectedLicence
Exports
RefWorks
BibTeX
Ref. manager
Endnote
DataCite
NLM
DC