A Joint Test of Superior Predictive Ability for Chilean Inflation Forecasts

ablo Pincheira (1)
(1) , Chile

Abstract

Normally inflation forecasts are made at different moments and based on varied data sets. One would expect a projection based on a larger data set to be more accurate than one based on a data set nested in the former. To test this hypothesis, this paper runs a joint test of superior predictive ability on available forecasts for Chilean inflation.

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Authors

ablo Pincheira
Pincheira , ablo . (2012). A Joint Test of Superior Predictive Ability for Chilean Inflation Forecasts. ECONOMÍA CHILENA, 15(3), 04–39. https://doi.org/10.36923/economa.v15i3.158

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