Predicting CPI in France

Thabani Nyoni

MPRA Paper from University Library of Munich, Germany

Abstract: This research uses annual time series data on CPI in France from 1960 to 2017, to model and forecast CPI using the Box – Jenkins ARIMA technique. Diagnostic tests indicate that the F series is I (2). The study presents the ARIMA (1, 2, 0) model for predicting CPI in France. The diagnostic tests further imply that the presented model is stable and acceptable for predicting CPI in France. The results of the study apparently show that CPI in France is likely to continue on an upwards trajectory in the next ten years. The study encourages policy makers to make use of tight monetary and fiscal policy measures in order to control inflation in France.

Keywords: France; Forecasting; Inflation (search for similar items in EconPapers)
JEL-codes: C53 E31 E37 E47 (search for similar items in EconPapers)
Date: 2019-02-15
New Economics Papers: this item is included in nep-mac and nep-mon
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://mpra.ub.uni-muenchen.de/92416/1/MPRA_paper_92416.pdf original version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:92416

Access Statistics for this paper

More papers in MPRA Paper from University Library of Munich, Germany Ludwigstraße 33, D-80539 Munich, Germany. Contact information at EDIRC.
Bibliographic data for series maintained by Joachim Winter ().