BOFIT Discussion Papers, Institute for Economies in Transition, Bank of Finland
No 2/2008:
Forecasting Inflation in China
Aaron Mehrotra ()
and José R. Sánchez-Fung ()
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.
Keywords: inflation forecasting; data-rich environment; principal components; China; (follow links to similar papers)
JEL-Codes: C53; E31; (follow links to similar papers)
17 pages, April 21, 2008
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