Forecasting inflation in China

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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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:
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 (until 2017) > School of Economics (until November 2012)
Depositing User: Susan Miles
Date Deposited: 02 Mar 2010 10:04
Last Modified: 16 Jul 2012 21:48
DOI: 2/2008

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