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The Role of Seasonality and Monetary Policy in Inflation Forecasting

The Role of Seasonality and Monetary Policy in Inflation Forecasting »

Source: The Role of Seasonality and Monetary Policy in Inflation Forecasting

Volume/Issue: 2006/175

Series: IMF Working Papers

Author(s): Francis Kumah

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2006

ISBN: 9781451864359

Keywords: Inflation forecasting, seasonal unit roots, monetary policy stance, error-correction models, VAR, money growth, money supply, inflation forecasts, Forecasting and Other Model Applications, Prices

Adequate modeling of the seasonal structure of consumer prices is essential for inflation forecasting. This paper suggests a new econometric approach for jointly determining inflation forecasts and monetary policy...

The Role of Seasonality and Monetary Policy in Inflation Forecasting

The Role of Seasonality and Monetary Policy in Inflation Forecasting »

Volume/Issue: 2006/175

Series: IMF Working Papers

Author(s): Francis Kumah

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2006

DOI: http://dx.doi.org/10.5089/9781451864359.001

ISBN: 9781451864359

Keywords: Inflation forecasting, seasonal unit roots, monetary policy stance, error-correction models, VAR, money growth, money supply, inflation forecasts, Forecasting and Other Model Applications, Prices

Adequate modeling of the seasonal structure of consumer prices is essential for inflation forecasting. This paper suggests a new econometric approach for jointly determining inflation forecasts and monetary policy...