Forecasting inflation in Malaysia

• Main Authors: Duasa, Jarita, Ahmad, Nursilah, Ibrahim, Mansor, Zainal, Mohd Pisal
• Format: Article
• Language: English
• Published: John Wiley & Sons 2010
• Online Access: http://psasir.upm.edu.my/id/eprint/14799/1/Forecasting%20inflation%20in%20Malaysia.pdf; http://psasir.upm.edu.my/id/eprint/14799/; https://onlinelibrary.wiley.com/doi/abs/10.1002/for.1154
• Institution: Universiti Putra 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...