Evaluation of Information Content of Economic Variables for Inflation Forecasting in Iran

Hamed Atrianfar and Seyed Mahdi Barakchian

Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), 2011, vol. 3, issue 8, 1-42

Abstract: An effective monetray policy requires forecasting inflation accurately. In this paper، we examine the information content of a broad range of variables for forecasting inflation over the period 1377-1387. The results show that، in general، the variables belonging to the price indices group have the most information content. But when forecasting

Keywords: Out; of; Sample Forecasting; Inflation Rate; ARDL (search for similar items in EconPapers)
Date: 2011
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