{"title":"基于市场的个人消费支出通胀预测评估","authors":"Mark Bognanni","doi":"10.26509/frbc-ec-202001","DOIUrl":null,"url":null,"abstract":"This article explores the potential for market-based inflation measures to improve inflation forecasting. To do so, I compare the pseudo-real time forecasting performance of a suite of models for forecasting total or “headline” PCE inflation over the short and medium run. In the forecasting exercise, a simple model using only market-based core PCE inflation showed the best forecasting performance at all horizons.","PeriodicalId":368681,"journal":{"name":"Economic commentary","volume":"160 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2020-01-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"A Forecasting Assessment of Market-Based PCE Inflation\",\"authors\":\"Mark Bognanni\",\"doi\":\"10.26509/frbc-ec-202001\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This article explores the potential for market-based inflation measures to improve inflation forecasting. To do so, I compare the pseudo-real time forecasting performance of a suite of models for forecasting total or “headline” PCE inflation over the short and medium run. In the forecasting exercise, a simple model using only market-based core PCE inflation showed the best forecasting performance at all horizons.\",\"PeriodicalId\":368681,\"journal\":{\"name\":\"Economic commentary\",\"volume\":\"160 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2020-01-14\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Economic commentary\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.26509/frbc-ec-202001\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Economic commentary","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.26509/frbc-ec-202001","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
A Forecasting Assessment of Market-Based PCE Inflation
This article explores the potential for market-based inflation measures to improve inflation forecasting. To do so, I compare the pseudo-real time forecasting performance of a suite of models for forecasting total or “headline” PCE inflation over the short and medium run. In the forecasting exercise, a simple model using only market-based core PCE inflation showed the best forecasting performance at all horizons.
求助内容：
应助结果提醒方式：
京公网安备 11010802042870号
