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SwatiSethee/Inflation-Forecasting-using-SARIMAX-and-NKPC-Economic-Model

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Economic_Modelling_NKPC.ipynb
Economic_Modelling_NKPC.ipynb
 
 
Inflation.xls
Inflation.xls
 
 
README.md
README.md
 
 
SARIMAX Forecasting.ipynb
SARIMAX Forecasting.ipynb
 
 

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Inflation-Forecasting-using-SARIMAX-and-NKPC-Economic-Model

Objective of the Project:

  1. Use SARIMAX Modelling to forecast monthly inflation rate in India using Bank rate as the exogenous variable
  2. Estimate monthly inflation by economic modelling using the New Keynesian Phillips Curve

Compare which model is a better fit to actual data using Residual Mean Squared Error as the estimator. We have worked with Monthly Inflation Rate and Bank Rate data of India for 60 years spanning 1960-2020.

Please download the notebooks and the excel file attached in order to see the interactive plots.

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The notebooks include forecasting Indian monthly inflation rates usuing SARIMAX Model and Economic Modelling using NKPC

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economics-modelsforecastinginflationsarimax

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