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....
| Auteurs principaux: | , |
|---|---|
| Format: | Working paper |
| Langue: | English |
| Publié: |
CSAE (University of Oxford)
2008
|