Mehrotra, Aaron and Sanchez-Fung, Jose R. (2008) Forecasting inflation in China. (Discussion Paper) Helsinki, Finland : Bank of Finland. 17 p. ISBN 9789524628952
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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.
| Item Type: | Monograph (Discussion Paper) |
|---|---|
| Additional Information: | BOFIT Discussion Papers no. 2/2008. Also published as a journal article: http://eprints.kingston.ac.uk/9493. |
| Uncontrolled Keywords: | inflation forecasting, data-rich environment, principal components, China |
| Research Area: | Economics and econometrics |
| Faculty, School or Research Centre: | Faculty of Arts and Social Sciences > School of Economics (until November 2012) |
| Depositing User: | Susan Miles |
| Date Deposited: | 02 Mar 2010 10:04 |
| Last Modified: | 16 Jul 2012 21:48 |
| URI: | http://eprints.kingston.ac.uk/id/eprint/11796 |
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