Forecasting inflation using interest rate and time-series models: some international evidence

Article, Preprint OPEN
R. W. Hafer; Scott E. Hein;
(1988)
  • Journal: Journal of Business,volume 63,issue 1 January,pages1-17
  • Related identifiers: doi: 10.1086/296480
  • Subject: Inflation (Finance) ; Forecasting

It has been suggested that inflation forecasts derived from short-term interest rates are as accurate as time-series forecasts. Previous analyses of this notion have focused on U.S. data, providing mixed results. In this article, the authors extend previous work by test... View more
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