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: | Aron, J, Muellbauer, J |
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格式: | Working paper |
語言: | English |
出版: |
CSAE (University of Oxford)
2008
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