In search of a robust inflation forecast

Scott Brave and Jonas Fisher

Economic Perspectives, 2004, vol. 28, issue Q IV, 12-31

Abstract: It is difficult to consistently improve upon forecasts of inflation based solely on the most recent data on inflation. In this article, we show how to do so. Our main finding is that the most robust forecasts combine information from several different forecasting models, each of which incorporates the information in the available inflation indicators in different ways.

Keywords: Inflation; (Finance) (search for similar items in EconPapers)
Date: 2004
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedhep:y:2004:i:qiv:p:12-31:n:v.28no.4

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