Forecasting inflation in Malaysia
This paper aims to identify the best indicator in forecasting inflation in Malaysia. In methodology, the study constructs a simple forecasting model that incorporates the indicator/variable using the vector error correction (VECM) model of quasi‐tradable inflation index and selected indicators: comm...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
John Wiley & Sons
2010
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| Online Access: | http://psasir.upm.edu.my/id/eprint/14799/1/Forecasting%20inflation%20in%20Malaysia.pdf |