The National Institute Density Forecasts of Inflation

James Mitchell

National Institute Economic Review, 2005, vol. 193, issue 1, 60-69

Abstract: This paper has three aims. First, we summarise and thereby make readily available the historical time-series of quarterly density forecasts of year ahead RPIX (RPI excluding mortgage payments) inflation made by the National Institute for the period 1994Q1-2004Q4. Previous work has focused on those forecasts made in Q4 only. Secondly, we evaluate the quality of these density forecasts. Thirdly, with the benefit of hindsight we draw lessons for the future production and use of density forecasts.

Keywords: density forecasts; evaluating forecasts; inflation forecasting (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (3)

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Journal Article: The National Institute Density Forecasts of Inflation (2005)
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Persistent link: https://EconPapers.repec.org/RePEc:sae:niesru:v:193:y:2005:i:1:p:60-69

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