Inflation Forecasting in Japan: Are Disaggregated CPI Components Informative?
碩士 === 國立中央大學 === 經濟學研究所 === 99 === This study uses dynamic factor analysis proposed by Stock and Watson (2002a) to forecast inflation in Japan. This method summarizes large amounts of economic information by a few estimated factors, and uses them as predictors to construct the forecasts. The object...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/26271427732740635859 |