A Framework for Forecasting the Components of the Consumer Price Index: application to South Africa.
Inflation is a far from homogeneous phenomenon, but this fact is ignored in most work on consumer price inflation. Using a novel methodology grounded in theory, the ten sub-components of the consumer price index (excluding mortgage interest rates, or CPIX) for South Africa are modeled separately and...
| Main Authors: | , , |
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| Format: | Working paper |
| Language: | English |
| Published: |
CSAE (University of Oxford)
2004
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