Working paper
Multi-sector inflation forecasting – quarterly models for South Africa.
- Abstract:
-
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. Equilibrium correction models in a rich multivariate form employ general and sectoral information, and take account of structural breaks and institutional changes. Our methods allow for longer lag...
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- Publication status:
- Published
- Peer review status:
- Not peer reviewed
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Authors
Funding
+ Economic and Social Research Council, U.K.
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Funding agency for:
Aron, J
Muellbauer, J
Grant:
RES-000-22-2066
RES-000-22-2066
Bibliographic Details
- Series:
- CSAE working paper series
- Place of publication:
- http://www.csae.ox.ac.uk/workingpapers/main-wps.html
- Publication date:
- 2008-01-01
Item Description
- Language:
- English
- Keywords:
- Subjects:
- UUID:
-
uuid:25361c4c-262d-4c92-bdbf-0fb04cc03869
- Local pid:
- ora:2539
- Deposit date:
- 2009-01-23
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Terms of use
- Copyright holder:
- Janine Aron, John Muellbauer
- Copyright date:
- 2008
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