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....

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Detalhes bibliográficos
Principais autores: Aron, J, Muellbauer, J
Formato: Working paper
Idioma:English
Publicado em: CSAE (University of Oxford) 2008