Forecasting inflation in China

被引：10

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

页码：317 / 322

页数：6

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