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
Authors:	Mehrotra, Aaron ; Sánchez-Fung, José R.
Publisher:	Helsinki : Bank of Finland, Institute for Economies in Transition (BOFIT)

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Series:	BOFIT Discussion Papers ; 2/2008
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
ISBN:	978-952-462-895-2
Other identifiers:	565275380 [GVK] hdl:10419/212615 [Handle] RePEc:zbw:bofitp:bdp2008_002 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10012148546