Forecasting inflation in China

被引：9
|
作者：
Mehrotra, Aaron [1 ]
Sanchez-Fung, Jese R. [2 ]
机构：
[1] Bank Finland, Inst Econ Transit BOFIT, Helsinki, Finland
[2] Kingston Univ, Sch Econ, Helsinki, Finland
来源：
CHINA ECONOMIC JOURNAL | 2008年 / 1卷 / 03期
关键词：
inflation forecasting; data-rich environment; principal components; China;
D O I：
10.1080/17538960802567818
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
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.
引用
收藏
页码：317 / 322
页数：6
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