Evaluating density forecasts of inflation: The survey of professional forecasters
Since 1968, the Survey of Professional Forecasters has asked respondents to provide a complete probability distribution of expected future inflation. We evaluate the adequacy of those density forecasts using the framework of Diebold, Gunther and Tay (1997). The analysis reveals several interesting f...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
1999
|
| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/561 https://ink.library.smu.edu.sg/context/soe_research/article/1560/viewcontent/EvaluatingDensityForecastInflation_1997_pp.pdf |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Singapore Management University |
| Language: | English |