Sveriges Riksbank's Inflation Interval Forecasts 1999-2005
Sveriges Riksbank's Inflation Interval Forecasts 1999-2005
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St. Louis: Federal Reserve Bank of St. Louis
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English
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St. Louis: Federal Reserve Bank of St. Louis
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Contents
Are Sveriges Riksbank's inflation (CPI and KPIX) interval forecasts calibrated in the sense that the intervals cover realised inflation with the stated ex ante coverage probabilities 50, 75 and 90 percent? In total 150 interval forecast 1999:Q2-2005:Q2 are assessed for CPI and KPIX. The main result is that the forecast uncertainty is understated, b...
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Sveriges Riksbank's Inflation Interval Forecasts 1999-2005
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TN_cdi_proquest_journals_1698487042
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_1698487042
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https://www.proquest.com/docview/1698487042?pq-origsite=primo&accountid=13902
