Inflation forecasting using autoregressive distributed lag (ARDL) models
This study attempts to evaluate and compare the inflation-predicting performance of several ARDL models. Since there was no cointegration, the ARDL model does not employ an error correction term. Subsequently, model development showed that ARDL(2,2) should be used. Besides the formally developed mod...
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| Format: | Article |
| Language: | English |
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Universitas Muhammadiyah Yogyakarta
2023-10-01
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| Series: | Jurnal Ekonomi & Studi Pembangunan |
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| Online Access: | https://journal.umy.ac.id/index.php/esp/article/view/17620 |