Forecasting Inflation Applying ARIMA Model with GARCH Innovation: The Case of Pakistan
Purpose: The research aims to build a suitable model for the conditional mean and conditional variance for forecasting the rate of inflation in Pakistan by summarizing the properties of the series and characterizing its salient features. Design/Methodology/Approach: For this purpose, Pakistan’s...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
CSRC Publishing
2021-06-01
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| Series: | Journal of Accounting and Finance in Emerging Economies |
| Subjects: | |
| Online Access: | http://www.publishing.globalcsrc.org/ojs/index.php/jafee/article/view/1681 |