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Forecasting Inflation in Sudan

  • Kenji Moriyama
  • Abdul Naseer
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    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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    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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