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fbtwitterlinkedinvimeoflicker grey 14rssslideshare1
Publisher: Bank of Finland
Languages: English
Types: Preprint
Subjects: inflation forecasting; data-rich environment; principal components; China, economics
jel: jel:E31, jel:C53
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.
  • The results below are discovered through our pilot algorithms. Let us know how we are doing!

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