Does aggregating forecasts by CPI component improve inflation forecast accuracy in South Africa?
Year of publication: |
2010-06
|
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Authors: | Aron, Janine ; Muellbauer, John |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | CPI Sub-Components | Disaggregation | Error Correction Models | Evaluating Forecasts | Model Selection | Multivariate Time Series | Sectoral Inflation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 7895 |
Classification: | C22 - Time-Series Models ; C32 - Time-Series Models ; C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications ; E31 - Price Level; Inflation; Deflation ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: |
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