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Citation Indices from GS

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:: Volume 25, Issue 1 (9-2014) ::
مجله‌ی بررسی‌ها 2014, 25(1): 31-45 Back to browse issues page
Inflation Forecasting Using Time Series Approach
A. AllahRaee * , N. Hakimipour , M. Alipour , M. Yazdankhah
Abstract:   (5009 Views)

Forecasting of macroeconomic variables such as inflation, has a special importance for policy making planning. For this purpose, various forecasting models have developed in recent decades. In this paper based on time series approach, it is shown that the best model for inflation rate is ARIMA(2,2,3). Within-sample forecast has been done after model determination and then the inflation rate for next three months forecasted by using inflation series calculated by statistical center of Iran. The results show that the decreasing trend of inflation rate that had been started from November 2013 is continued.

Keywords: Forecasting, inflation, time series, stationary.
Full-Text [PDF 280 kb]   (3738 Downloads)    
Type of Study: Research | Subject: General
Received: 2014/07/22 | Accepted: 2015/06/15 | Published: 2015/12/3
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AllahRaee A, Hakimipour N, Alipour M, Yazdankhah M. Inflation Forecasting Using Time Series Approach. مجله‌ی بررسی‌ها 2014; 25 (1) :31-45
URL: http://ijoss.srtc.ac.ir/article-1-25-en.html


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Volume 25, Issue 1 (9-2014) Back to browse issues page
مجله‌ی بررسی‌های آمار رسمی ایران Ijoss Iranian Journal of Official Statistics Studies
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