Inflation forecasting, relative price variability and skewness

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

doi:10.1080/13504850802112260

Inflation forecasting, relative price variability and skewness

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

Economics

Binghamton University

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

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 language	English
Pages (from-to)	593-596
Number of pages	4
Journal	Applied Economics Letters
Volume	17
Issue number	6
DOIs	https://doi.org/10.1080/13504850802112260
State	Published - Apr 2010

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title = "Inflation forecasting, relative price variability and skewness",

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.",

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Inflation forecasting, relative price variability and skewness

Abstract

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