Forecasting performance of the P-star model: The case of Indonesia

This paper investigated the linkage between money supply and inflation in Indonesia by adopting the PStar model. Both the simple-sum and Divisia monetary aggregates were employed to compare their relative performance in terms of inflation forecasting. The empirical findings revealed that the P-Star...

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Bibliographic Details
Main Authors: Tang, M.M.-J., Puah, Chin-Hong, Affendy Arip, M., Dayang Affizzah, Awang Marikan
Format: Article
Published: International Academy of Business and Economics 2015
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Online Access:http://ir.unimas.my/id/eprint/12711/
https://www.scopus.com/record/display.uri?eid=2-s2.0-84943525778&origin=inward&txGid=0
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Institution: Universiti Malaysia Sarawak