Forecasting Inflation in Asian Economies In the pursuit of new knowledge

Forecasting Inflation in Asian Economies
  • Engels
  • Paperback
  • 9783846500996
  • december 2012
  • 68 pagina's
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This paper surveys the recent literature on inflation forecasting and conducts an extensive empirical analysis on forecasting inflation in Singapore, Japan, South Korea and Hong Kong paying particular attention to whether the inflation-markup theory can help to forecast inflation. We first review the relative performance of different predictors in forecasting h-quarter ahead inflation using single equations. These models include the autoregressive model and bivariate Philips curve models. The predictors are selected from business activity, financial activity, trade activity, labour market, interest rate market, money market, exchange rate market and global commodity market variables. We then evaluate a vector autoregressive inflation-markup model against the single equation models to understand whether there is any gain in forecasting using the inflation-markup theory. The paper subsequently analyses the robustness of these results by examining different forecasting procedures in the presence of structural breaks.

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Inhoud

Taal
Engels
Bindwijze
Paperback
Verschijningsdatum
2012-12-06
Aantal pagina's
68 pagina's
Illustraties
Nee

Betrokkenen

Auteur
Freddy Liew
Uitgever
Lap Lambert Academic Publishing

EAN

EAN
9783846500996

Overige kenmerken

Extra groot lettertype
Nee
Oorspronkelijke releasedatum
2012-12-06
Subtitel
In the pursuit of new knowledge
Thema Subject Code
KJ

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