A Joint Test of Superior Predictive Ability for Chilean Inflation Forecasts

Authors

  • ablo Pincheira

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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Published

20-12-2012

How to Cite

Pincheira , ablo . (2012). A Joint Test of Superior Predictive Ability for Chilean Inflation Forecasts. ECONOMÍA CHILENA, 15(3), 04–39. Retrieved from https://xn--economachilena-5lb.cl/index.php/economiachilena/article/view/158

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Section

Articles