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Please use this identifier to cite or link to this item: http://hdl.handle.net/10400.5/4633

Title: Inflation forecasting in Angola : a fractional approach
Authors: Barros, Carlos Pestana
Gil-Alana, Luis A.
Keywords: Angola
Long memory
Issue Date: 2012
Publisher: ISEG - CEsA
Citation: Barros, Carlos Pestana, Luis A. Gil-Alana. 2012. "Inflation forecasting in Angola : a fractional approach". Instituto Superior de Economia e Gestão - CEsA documentos de trabalho nº 103-2012.
Series/Report no.: CEsA documentos de trabalho;nº 103-2012
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 sub-sample for forecasting purposes, the results reveal that inflation will remain low, assuming that prudent macroeconomic policies are maintained.
URI: http://hdl.handle.net/10400.5/4633
Publisher version: http://pascal.iseg.utl.pt/~cesa/files/Doc_trabalho/WP103.pdf
Appears in Collections:CEsA - Documentos de Trabalho / CEsA - Working Papers

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