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Forecasting inflation in China

By Aaron Mehrotra and Jose R. Sanchez-Fung

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

Topics: economics
Publisher: Bank of Finland
Year: 2008
OAI identifier: oai:eprints.kingston.ac.uk:11796

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