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Bulletin of Monetary Economics and Banking

Document Type

Article

Abstract

We use an exhaustive list of Indonesia’s macroeconomic variables in a comparative analysis to determine which predictor variables are most important in forecasting Indonesia’s inflation rate. We use monthly time-series data for 30 macroeconomic variables. Using both in-sample and out-of-sample predictability evaluations, we report consistent evidence of inflation rate predictability using 11 out of 30 macroeconomic variables.

First Page

87

Last Page

102

Creative Commons License

Creative Commons Attribution-NonCommercial 4.0 International License
This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License

Country

Australia

Affiliation

Deakin University

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