Forecasting Inflation in China

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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Year of publication:	2008-04-21
Authors:	Mehrotra, Aaron ; Sánchez-Fung, José R.
Institutions:	Siirtymätalouksien tutkimuslaitos, Suomen Pankki
Subject:	inflation forecasting \| data-rich environment \| principal components \| China

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Extent:	application/pdf
Series:	BOFIT Discussion Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	The text is part of a series BOFIT Discussion Papers Number 2/2008 17 pages
Classification:	C53 - Forecasting and Other Model Applications ; E31 - Price Level; Inflation; Deflation
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005771104