Name: Finance and Economics Discussion Series: Do Macro Variables, Asset Markets, or Surveys Forecast Inflation Better (en Inglés)
SKU: 56474499
Price: 30190.00 CLP
Availability: InStock
Author: Ang, Andrew ; United States Federal Reserve Board ; Et Al
ISBN: 9781288711017

portada Finance and Economics Discussion Series: Do Macro Variables, Asset Markets, or Surveys Forecast Inflation Better (en Inglés)

Finance and Economics Discussion Series: Do Macro Variables, Asset Markets, or Surveys Forecast Inflation Better (en Inglés)

Formato

Libro Físico

Autor

United States Federal Reserve Board

Andrew Ang

Editorial

Bibliogov

Idioma

Inglés

N° páginas

Encuadernación

Tapa Blanda

Dimensiones

24.6x18.9x0.4 cm

Peso

0.14 kg.

ISBN13

9781288711017

Categorías

Política y gobierno

Finance and Economics Discussion Series: Do Macro Variables, Asset Markets, or Surveys Forecast Inflation Better (en Inglés)

United States Federal Reserve Board (Autor) · Andrew Ang (Autor) · Bibliogov · Tapa Blanda

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Reseña del libro "Finance and Economics Discussion Series: Do Macro Variables, Asset Markets, or Surveys Forecast Inflation Better (en Inglés)"

Surveys do! We examine the forecasting power of four alternative methods of forecasting U.S. inflation out-of-sample: time series ARIMA models; regressions using real activity measures motivated from the Phillips curve; term structure models that include linear, non-linear, and arbitrage-free specifications; and survey-based measures. We also investigate several methods of combining forecasts. Our results show that surveys outperform the other forecasting methods and that the term structure specifications perform relatively poorly. We find little evidence that combining forecasts produces superior forecasts to survey information alone. When combining forecasts, the data consistently places the highest weights on survey information.