Inflation forecasting, relative price variability and skewness

Jane M. Binner, Thomas Elger, Barry E. Jones, Birger Nilsson

Research output: Contribution to journalArticlepeer-review

Abstract

This article presents out-of-sample inflation forecasting results based on relative price variability and skewness. It is demonstrated that forecasts on long horizons of 1.5-2 years are significantly improved if the forecast equation is augmented with skewness.

Original languageEnglish
Pages (from-to)593-596
Number of pages4
JournalApplied Economics Letters
Volume17
Issue number6
DOIs
Publication statusPublished - Apr 2010

ASJC Scopus subject areas

  • Economics and Econometrics

Fingerprint

Dive into the research topics of 'Inflation forecasting, relative price variability and skewness'. Together they form a unique fingerprint.

Cite this