Publication
Inflation forecasting in Angola : a fractional approach
| dc.contributor.author | Barros, Carlos Pestana | |
| dc.contributor.author | Luis A., Gil-Alana | |
| dc.date.accessioned | 2022-05-12T10:56:16Z | |
| dc.date.available | 2022-05-12T10:56:16Z | |
| dc.date.issued | 2012 | |
| dc.description.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. | pt_PT |
| dc.description.version | info:eu-repo/semantics/publishedVersion | pt_PT |
| dc.identifier.citation | Barros, Carlos Pestana e 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 . | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10400.5/24289 | |
| dc.language.iso | eng | pt_PT |
| dc.publisher | ISEG - CEsA | pt_PT |
| dc.relation.ispartofseries | CEsA/ Documentos de Trabalho nº 103/ 2012 .; | |
| dc.subject | Inflation | pt_PT |
| dc.subject | Long Memory | pt_PT |
| dc.subject | Angola | pt_PT |
| dc.title | Inflation forecasting in Angola : a fractional approach | pt_PT |
| dc.type | working paper | |
| dspace.entity.type | Publication | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | workingPaper | pt_PT |