Short-Term Forecasting of Inflation in Bangladesh with Seasonal ARIMA Processes
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References listed on IDEAS
- Kenny, Geoff & Meyler, Aidan & Quinn, Terry, 1998. "Forecasting Irish inflation using ARIMA models," Research Technical Papers 3/RT/98, Central Bank of Ireland.
- Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-1072, June.
- Junttila, Juha, 2001. "Structural breaks, ARIMA model and Finnish inflation forecasts," International Journal of Forecasting, Elsevier, vol. 17(2), pages 203-230.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Nazmul Islam, 2017. "Forecasting Bangladesh's Inflation through Econometric Models," American Journal of Economics and Business Administration, Science Publications, vol. 9(3), pages 56-60, November.
More about this item
KeywordsInflation; Forecasting; SARIMA; Bangladesh;
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-FOR-2013-01-26 (Forecasting)
- NEP-MAC-2013-01-26 (Macroeconomics)
- NEP-MON-2013-01-26 (Monetary Economics)
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