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Forecasting inflation in China

Aaron Mehrotra and José Sánchez-Fung

No 2/2008, BOFIT Discussion Papers from Bank of Finland, Institute for Economies in Transition

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.

Date: 2008-04-15
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Published in Published in China Economic Journal, Vol. 1, No. 3, 2008, 317-322

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