Core Inflation Revisited: Forecast Accuracy across Horizons

Michael McCracken and Trần Khánh Ngân

On the Economy from Federal Reserve Bank of St. Louis

Abstract: How far out can you forecast inflation? This analysis examines the accuracy of core inflation in predicting headline inflation for periods ranging from three to 24 months in the future.

Keywords: core inflation; headline inflation; forecasting (search for similar items in EconPapers)
Date: 2024-03-01
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Persistent link: https://EconPapers.repec.org/RePEc:fip:l00001:97887

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