New Methods for Forecasting Inflation, Applied to the US

Models for the 12‐month‐ahead US rate of inflation, measured by the chain‐weighted consumer expenditure deflator, are estimated for 1974–98 and subsequent pseudo out‐of‐sample forecasting performance is examined. Alternative forecasting approaches for different information sets are compared with ben...

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Veröffentlicht in:	Oxford bulletin of economics and statistics 2013-10, Vol.75 (5), p.637-661
Hauptverfasser:	Aron, Janine, Muellbauer, John
Format:	Artikel
Sprache:	eng
Schlagworte:	Benchmarks C22 C51 C52 C53 E31 E37 E52 Economic forecasting Inflation Regression analysis Stochastic models Studies
Online-Zugang:	Volltext
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