The FAR model of Chinese consumer price index

MaRDI QIDQ5456375zbMATH OpenFDO

Authors Xinqian Wu, Yongli Gong, Xiao-Jing Zhang, Desheng Zhang

Publication date 4 April 2008

zbMATH Keywords

consumer price indexpolynomial spline estimationFAR model

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

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(2)

• Modelling the CPI using a lognormal diffusion process and implications on forecasting inflation
• The prediction model of ARIMA on China's consumer price index

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