对澳大利亚央行预测不确定性的估计

ERN: Forecasting & Simulation (Monetary) (Topic) Pub Date : 2012-11-12 DOI:10.2139/ssrn.2174220

P. Tulip, S. Wallace

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引用次数: 24

摘要

我们使用过去的预测误差来构建置信区间和其他不确定性的估计，围绕澳大利亚储备银行对关键宏观经济变量的预测。我们的估计表明，预测的不确定性很高。我们发现，澳大利亚央行的预测对通货膨胀率有很大的解释力，但对GDP增长没有解释力。

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Estimates of Uncertainty Around the RBA's Forecasts

We use past forecast errors to construct confidence intervals and other estimates of uncertainty around the Reserve Bank of Australia's forecasts of key macroeconomic variables. Our estimates suggest that uncertainty about forecasts is high. We find that the RBA's forecasts have substantial explanatory power for the inflation rate but not for GDP growth.

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ERN: Forecasting & Simulation (Monetary) (Topic)

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