|
REFERENCES
Adebayo, F. A., Sivasamy, R.,
& Shangodoyin, D. K. (2014). Forecasting stock
market series with ARIMA model. Journal of Statistical and
Econometric Methods, 3(3), 65-77.
Ariyo,
A. A., Adewumi, A. O., & Ayo, C. K. (2014,
March). Stock price prediction using the ARIMA model. In 2014 UKSim-AMSS 16th international conference on computer
modelling and simulation (pp. 106-112). IEEE.
Adelekan,
O. G., Abiola, O. H., & Constance, A. U.
(2020). Modelling and forecasting inflation rate in Nigeria using ARIMA
models. KASU Journal of Mathematical Science, 1(2),
127-143.
Akkaya,
M. (2021). Vector Autoregressive Model and Analysis. Handbook of
Research on Emerging Theories, Models, and Applications of Financial Econometrics,
197-214.
Box,
G. E., Jenkins, G. M., Reinsel, G. C., & Ljung, G. M. (2015). Time series analysis:
forecasting and control. John Wiley &
Sons.
Bokharı,
S. H., & Feridun, M. (2006). Forecasting
inflation through econometric models: An empirical study on Pakistani
data. Doğuş Üniversitesi
Dergisi, 7(1), 39-47.
Cologni,
A., & Manera, M. (2008). Curde
prices, inflation and interest rates in a structural cointegrated VAR model
for the G-7 countries. Energy economics, 30(3),
856-888.
Dickey, D. A., & Fuller, W. A. (1979). Distribution of
the estimators for autoregressive time series with a unit root. Journal
of the American statistical association, 74(366a), 427-431.
Dassanayake,
W., Ardekani, I., Gamage, N., Jayawardena, C.,
& Sharifzadeh, H. (2021, December).
Effectiveness of Stock Index Forecasting using ARIMA model: Evidence from New
Zealand. In 2021 3rd International Conference on Advancements in
Computing (ICAC) (pp. 13-18). IEEE.
Enders, W., & Jones, P. (2016). Grain prices, curde prices, and multiple smooth breaks in a VAR. Studies
in Nonlinear Dynamics & Econometrics, 20(4), 399-419.
Erkekoglu,
H., Garang, A. P. M., & Deng, A. S. (2020).
Comparative evaluation of forecast accuracies for ARIMA, exponential
smoothing and VAR. International Journal of Economics and Financial
Issues, 10(6), 206-216.
Fulton, C., & Hubrich, K. (2021). Forecasting US
inflation in real time. Econometrics, 9(4), 36.
Gathingi,
V. W. (2014). Modeling inflation in Kenya using ARIMA and VAR models (Doctoral
dissertation, University of Nairobi).
Gatawa,
N. M., Abdulgafar, A., & Olarinde,
M. O. (2017). Impact of money supply and inflation on economic growth in
Nigeria (1973-2013). IOSR Journal of Economics and Finance (IOSR-JEF), 8(3),
26-37.
GAUTAM, R. S., & KANOUJIYA, J. (2022). Multivariate
Inflation Forecasting: A Case of Vector Auto Regressive (VAR) Model”. Iconic
Research and Engineering Journals, 5(12), 11-14.
HĂPĂU, R. G. (2022). Exploring the Relationship between
Exchange Rates, Gold Price and Inflation. An
Multivariate Empirical Approach. Fostering Recovery through Metaverse
Business Modelling, 818.
Hossain, M., Khanam, M., & Akhter, S. (2022). An
Econometric Analysis to Forecast the Food Grain Production in Bangladesh by
Using ARIMA and VAR Models. Dhaka University Journal Science, 70(1), 8-13.
Jafarian‐Namin,
S., Fatemi Ghomi, S. M.
T., Shojaie, M., & Shavvalpour,
S. (2021). Annual forecasting of inflation rate in Iran: Autoregressive integrated
moving average modeling approach. Engineering Reports, 3(4),
e12344.
Keynes, J. M. (1936). The General Theory of
Employment Terest and Money. Macmillan and
Company.
Kurz,
H. D. (2016). David Ricardo (1772–1823). In Handbook on the History
of Economic Analysis Volume I. Edward Elgar Publishing.
Khan, M. S., & Khan, U. (2020). Comparison of
forecasting performance with VAR vs. ARIMA models using economic variables of
Bangladesh. Asian Journal of Probability and Statistics, 10(2),
33-47.
Kelesbayev,
D., Myrzabekkyzy, K., Bolganbayev,
A., & Baimaganbetov, S. (2022). The effects of
the curde price shock on inflation: the case of
Kazakhstan. International Journal of Energy Economics and Policy, 12(3),
477-481.
LAO PDR ECONOMIC MONITOR REPORT. (2023). World Bank Group
in Laos PDR.
https://www.worldbank.org
McCallum, B. T. (1990). Inflation: theory and
evidence. Handbook of monetary economics, 2,
963-1012.
Marpaung,
G. N., Soesilowati, E., Rahman, Y. A., Tegar, Y. D., & Yuliani, R.
(2022). Forecasting the Inflation Rate in Central Java Using ARIMA
Model. Efficient: Indonesian Journal of Development Economics, 5(2),
163-173.
Nyoni,
T. (2018). Modeling and forecasting inflation in zimbabwe:
a generalized autoregressive conditionally heteroskedastic (GARCH) approach.
Nyoni, T. (2019). Modeling and
forecasting inflation in Philippines using ARIMA models.
Pindyck, R. S., & Rubinfeld, D. L. (1988). Econometric models and economic
forecasts.
Qasim,
T. B., Ali, H., Malik, N., & Liaquat, M. (2021). Forecasting Inflation
Applying ARIMA Model with GARCH Innovation: The Case of Pakistan. Journal
of Accounting and Finance in Emerging Economies, 7(2),
313-324.
Sinaj,
V. (2014). Models to forecast inflation in Albania. International
Journal of Scientific Research, 5(1), 2229-5518.
Shahbaz, M. (2012). Does trade openness affect long run
growth? Cointegration, causality and forecast error variance decomposition
tests for Pakistan. Economic Modelling, 29(6),
2325-2339.
Sargolzaie, A., & Shahrami, M. (2022). The effect of oil shocks on inflation and gold prices.
Stoviček,
K. (2007). Forecasting with ARMA Models: The case of Slovenian
inflation. Bank of Slovenia.
Uko,
A. K., & Nkoro, E. (2012). Inflation forecasts
with ARIMA, vector autoregressive and error correction models in
Nigeria. European Journal of Economics, Finance & Administrative
Science, 50, 71-87.
Ulton, C., & Hubrich, K.
(2021). Forecasting US inflation in real time. Econometrics, 9(4),
36.
|