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China Economic Journal

Volume 1, Issue 3, 2008

Forecasting inflation in China

Forecasting inflation in China

DOI:
10.1080/17538960802567818
Aaron Mehrotraa* & José R. Sánchez-Fungb

pages 317-322

Available online: 15 Dec 2008

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.

Keywords

 

Details

  • Available online: 15 Dec 2008

Author affiliations

  • a Bank of Finland, Institute for Economies in Transition (BOFIT), Helsinki, Finland
  • b School of Economics, Kingston University, Finland

Librarians

Taylor & Francis Group