Inflation forecasts, the expected real rate and information efficiency

This paper examines the inflation forecast accuracy and rationality of a time series predictor, an expected inflation series constructed from surveys undertaken by the University of Michigan's Institute for Social Research, and the yield on U.S. Treasury bills. A quadratic loss function is assu...

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Veröffentlicht in:	Journal of business research 1985-01, Vol.13 (2), p.187-193
Hauptverfasser:	Leonard, David C., Solt, Michael E.
Format:	Artikel
Sprache:	eng
Schlagworte:	Expected Forecasts Inflation Information Rates Treasury bills
Online-Zugang:	Volltext
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