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Business surveys and inflation forecasting in China

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Author Info
Kaaresvirta, Juuso () (BOFIT)
Mehrotra, Aaron (BOFIT)

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Abstract

We use business survey data collected by the People’s Bank of China for inflation forecasting. Some survey indicators lead to enhanced forecasting performance relative to the univariate benchmark model, especially for a period of moderate inflation. However, the estimated models do not do a good job of tracking the recent pickup in Chinese inflation, due to increases in food prices.

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Publisher Info
Paper provided by Bank of Finland, Institute for Economies in Transition in its series BOFIT Discussion Papers with number 22/2008.

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Length: 17 pages
Date of creation: 13 Jan 2009
Date of revision:
Handle: RePEc:hhs:bofitp:2008_022

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Postal: Bank of Finland, BOFIT, P.O. Box 160, FI-00101 Helsinki, Finland
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Related research
Keywords: inflation forecasting; business surveys; China;

Find related papers by JEL classification:
C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Other Model Applications
E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation

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References listed on IDEAS
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  1. Burdekin, Richard C.K. & Siklos, Pierre L., 2008. "What has driven Chinese monetary policy since 1990? Investigating the People's bank's policy rule," Journal of International Money and Finance, Elsevier, vol. 27(5), pages 847-859, September. [Downloadable!] (restricted)
  2. Aaron Mehrotra & Jouko Rautava, 2008. "Do sentiment indicators help to assess and predict actual developments of the Chinese economy?," Journal of Chinese Economic and Business Studies, Taylor and Francis Journals, vol. 6(3), pages 225-239. [Downloadable!] (restricted)
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  3. Stock, James H & Watson, Mark W, 2002. "Macroeconomic Forecasting Using Diffusion Indexes," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(2), pages 147-62, April.
  4. GERLACH, Stefan & Peng, Wensheng, 2006. "Output gaps and inflation in Mainland China," China Economic Review, Elsevier, vol. 17(2), pages 210-225. [Downloadable!] (restricted)
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  5. Ang, Andrew & Bekaert, Geert & Wei, Min, 2007. "Do macro variables, asset markets, or surveys forecast inflation better?," Journal of Monetary Economics, Elsevier, vol. 54(4), pages 1163-1212, May. [Downloadable!] (restricted)
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  6. Michael Funke, 2006. "Inflation In China: Modelling A Roller Coaster Ride," Pacific Economic Review, Blackwell Publishing, vol. 11(4), pages 413-429, December. [Downloadable!] (restricted)
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