Forecasting inflation in 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...

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Bibliographic Details

Main Authors:	Duasa J., Ahmad N., Ibrahim M.H., Zainal M.P.
Other Authors:	Faculty of Economics and Muamalat
Format:	Article
Language:	English en_US
Published:	2024
Subjects:	Inflation forecaster Malaysian economy VECM model Commodity prices Degree of independence Economic activities Financial indicator Forecasting models Granger Causality Malaysia Malaysians Sample windows Variance decomposition Vector error correction Economics Forecasting
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