文章基本信息

标题：WHICH VARIABLES PREDICT INDONESIA'S INFLATION?
本地全文：下载
作者：Susan Sunila Sharma
期刊名称：Bulletin Ekonomi Moneter dan Perbankan
印刷版ISSN：1410-8046
电子版ISSN：2460-9196
出版年度：2019
卷号：22
期号：1
页码：87-102
DOI：10.21098/bemp.v22i1.1038
出版社：Bank Indonesia
摘要：We use an exhaustive list of Indonesia’s macroeconomic variables in a comparative analysis to determine which predictor variables are most important in forecasting Indonesia’s inflation rate. We use monthly time-series data for 30 macroeconomic variables. Using both in-sample and out-of-sample predictability evaluations, we report consistent evidence of inflation rate predictability using 11 out of 30 macroeconomic variables.
关键词：Macroeconomic variables; Inflation; Time-series; Predictability