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Forecasting Inflation in Sudan

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  • Kenji Moriyama
  • Abdul Naseer
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    Abstract

    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 that private sector credit and world wheat prices are the leading indicators explaining inflation in Sudan. Inflation forecasts based on both approaches suggest that inflationary pressures for 2009 and 2010 will be modest and that inflation will remain in single-digits, assuming that prudent macroeconomic policies are maintained.

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    Bibliographic Info

    Paper provided by International Monetary Fund in its series IMF Working Papers with number 09/132.

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    Length: 25
    Date of creation: 01 Jun 2009
    Date of revision:
    Handle: RePEc:imf:imfwpa:09/132

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    Related research

    Keywords: Commodity price fluctuations; Credit expansion; Data analysis; External shocks; Forecasting models; Inflation targeting; Wheat; inflation; monetary policy; money supply; average inflation; actual inflation; forecasting inflation; central bank; price inflation; inflationary pressures; money growth; inflation forecasts; aggregate demand; monetary aggregates; foreign exchange; monetary fund; inflation dynamics; distribution of inflation; inflation data; optimal monetary policy; monetary policy framework; annual inflation;

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    Blog mentions

    As found by EconAcademics.org, the blog aggregator for Economics research:
    1. How to forecast inflation in Sudan
      by Economic Logician in Economic Logic on 2009-11-09 15:00:00

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    1. Economic Logic blog

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