A Joint Test of Superior Predictive Ability for Chilean Inflation Forecasts

Pablo Pincheira

Journal Economía Chilena (The Chilean Economy), 2012, vol. 15, issue 3, 04-39

Abstract: Normally inflation forecasts are made at different moments and based on varied data sets. One would expect a projection based on a larger data set to be more accurate than one based on a data set nested in the former. To test this hypothesis, this paper runs a joint test of superior predictive ability on available forecasts for Chilean inflation.

Date: 2012
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