Research on the Influence of Volatility of International Energy Commodity Futures Market on CPI in China
This article analyses the transmission path of the international commodity futures market’s impact on the Chinese economy. We use the MIDAS model and daily data to predict China’s CPI in real time. Empirical analysis results show that (1) the influence of high-frequency explanatory variables on low-...
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| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2021-01-01
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| Series: | Complexity |
| Online Access: | http://dx.doi.org/10.1155/2021/7069193 |
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