Multi-sector inflation forecasting – quarterly models for South Africa.
Inflation is a far from homogeneous phenomenon, a fact often neglected in modeling consumer price inflation. Using a novel methodology grounded in theory, the ten sub-components of the consumer price index (excluding mortgage interest rates), are modeled separately and forecast, four-quarters-ahead....
| Main Authors: | , |
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| Format: | Working paper |
| Language: | English |
| Published: |
CSAE (University of Oxford)
2008
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