Out-of-sample forecasts of China's economic growth and inflation using rolling weighted least squares

Macroeconomic forecasting in China is essential for the government to take proper policy decisions on government expenditure and money supply, among other matters. The existing literature on forecasting Chinas macroeconomic variables is unclear on the crucial issue of how to choose an optimal window...

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Bibliographic Details
Main Authors: Yuying Sun, Yongmiao Hong, Shouyang Wang
Format: Article
Language:English
Published: KeAi Communications Co., Ltd. 2019-03-01
Series:Journal of Management Science and Engineering
Online Access:http://www.sciencedirect.com/science/article/pii/S2096232019300034