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....

Deskribapen osoa

Xehetasun bibliografikoak
Egile Nagusiak: Aron, J, Muellbauer, J
Formatua: Working paper
Hizkuntza:English
Argitaratua: CSAE (University of Oxford) 2008