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Periodical article Periodical article Leiden University catalogue Leiden University catalogue WorldCat catalogue WorldCat
Title:Inflation forecasting in Angola: a fractional approach
Authors:Barros, Carlos P.ISNI
Gil-Alana, Luis A.ISNI
Year:2013
Periodical:African Development Review (ISSN 1467-8268)
Volume:25
Issue:1
Pages:91-104
Language:English
Geographic term:Angola
Subjects:inflation
monetary policy
economic models
External link:https://onlinelibrary.wiley.com/doi/10.1111/j.1467-8268.2013.12016.x/pdf
Abstract:This paper forecasts inflation in Angola with an ARFIMA (autoregressive fractionally integrated moving average) model. It is found that inflation in Angola is a highly persistent variable with an order of integration constrained between 0 and 1. Moreover, a structural break is found in August 1996. Using the second subsample for forecasting purposes, the results reveal that inflation will remain low, assuming that prudent macroeconomic policies are maintained. Bibliogr., sum. [Journal abstract]
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