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Forecasting inflation in China

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  • Aaron Mehrotra
  • José Sánchez-Fung

Abstract

This paper forecasts inflation in China over a 12-month horizon. The analysis runs 15 alternative models and finds that only those considering many predictors via a principal component display a better relative forecasting performance than the univariate benchmark.

Suggested Citation

  • Aaron Mehrotra & José Sánchez-Fung, 2008. "Forecasting inflation in China," China Economic Journal, Taylor & Francis Journals, vol. 1(3), pages 317-322.
    • Handle: RePEc:taf:rcejxx:v:1:y:2008:i:3:p:317-322
    DOI: 10.1080/17538960802567818
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    Citations

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    Cited by:

    1. Koivu, Tuuli & Mehrotra, Aaron & Nuutilainen, Riikka, 2008. "McCallum rule and Chinese monetary policy," BOFIT Discussion Papers 15/2008, Bank of Finland, Institute for Economies in Transition.
    2. Juuso Kaaresvirta & Aaron Mehrotra, 2009. "Business surveys and inflation forecasting in China," Economic Change and Restructuring, Springer, vol. 42(4), pages 263-271, November.
    3. Juuso Kaaresvirta & Aaron Mehrotra, 2009. "Business surveys and inflation forecasting in China," Economic Change and Restructuring, Springer, vol. 42(4), pages 263-271, November.
    4. Christina Anderl & Guglielmo Maria Caporale, 2023. "Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts," Manchester School, University of Manchester, vol. 91(3), pages 171-232, June.
    5. Xingfu Xu & Shufei Li & Wei‐han Liu, 2025. "Forecasting China's inflation rate: Evidence from machine learning methods," International Review of Finance, International Review of Finance Ltd., vol. 25(1), March.
    6. Koivu, Tuuli & Mehrotra, Aaron & Nuutilainen, Riikka, 2008. "McCallum rule and Chinese monetary policy," BOFIT Discussion Papers 15/2008, Bank of Finland Institute for Emerging Economies (BOFIT).
    7. Koivu, Tuuli, 2012. "Monetary policy in transition : Essays on monetary policy transmission mechanism in China," Scientific Monographs, Bank of Finland, number 2012_046.
    8. Qin Zhang & He Ni & Hao Xu, 2023. "Forecasting models for the Chinese macroeconomy in a data‐rich environment: Evidence from large dimensional approximate factor models with mixed‐frequency data," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(1), pages 719-767, March.
    9. Chris Heaton & Natalia Ponomareva & Qin Zhang, 2020. "Forecasting models for the Chinese macroeconomy: the simpler the better?," Empirical Economics, Springer, vol. 58(1), pages 139-167, January.

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