Forecasting inflation in China
Aaron Mehrotra and
No 2/2008, BOFIT Discussion Papers from Bank of Finland, Institute for Economies in Transition
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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Published in Published in China Economic Journal, Vol. 1, No. 3, 2008, 317-322
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Persistent link: https://EconPapers.repec.org/RePEc:bof:bofitp:2008_002
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