Forecasting Inflation in Malaysia

• Main Authors: Jarita, Duasa, Nursilah, Ahmad, Mansor H., Ibrahim, Mohd Pisal, Zainal
• Format: Article
• Language: English
• Published: John Wiley & Sons Ltd 2015
• Subjects: Inflation Forecaster; VECM Model; Malaysian Economy
• Online Access: http://ddms.usim.edu.my/handle/123456789/8204
• Institution: Universiti Sains Islam 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...