Mehrotra, Aaron and Sanchez-Fung, Jose R. (2008) Forecasting inflation in China. (Discussion Paper) Helsinki, Finland : Bank of Finland. 17 p. (BOFIT Discussion Papers, no. 2/2008) ISBN 9789524628952
Official URL: http://ssrn.com/abstract_id=1121762
Abstract
This paper forecasts inflation in China over a 12-month horizon. The analysis runs 15 alternative models and finds that only those considering many predictors via a principal component display a better relative forecasting performance than the univariate benchmark.
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