Testing homogeneity of Japanese CPI forecasters
Masahiro Ashiya ()
Journal of Forecasting, 2010, vol. 29, issue 5, 435-441
This paper investigates whether some forecasters consistently outperform others using Japanese CPI forecast data of 42 forecasters over the past 18 quarters. It finds that the accuracy rankings of 0, 1, 2, and 5-month forecasts are significantly different from those that might be expected when all forecasters had equal forecasting ability. Moreover, their rankings of the relative forecast levels are also significantly different from a random one. Copyright © 2009 John Wiley & Sons, Ltd.
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1) Track citations by RSS feed
Downloads: (external link)
http://hdl.handle.net/10.1002/for.1130 Link to full text; subscription required (text/html)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:jof:jforec:v:29:y:2010:i:5:p:435-441
Access Statistics for this article
Journal of Forecasting is currently edited by Derek W. Bunn
More articles in Journal of Forecasting from John Wiley & Sons, Ltd.
Bibliographic data for series maintained by Wiley-Blackwell Digital Licensing ().