全球智库信息集成服务系统(G2TT): Efficient Inflation Forecasts: An International Comparison

G2TT

来源类型	Working Paper
规范类型	报告
DOI	10.3386/w1542
来源ID	Working Paper 1542
	Efficient Inflation Forecasts: An International Comparison
	Alex Kane; Leonard Rosenthal
发表日期	1985
出版年	1985
语种	英语
摘要	This paper addresses the question of whether nominal Eurocurrency interest rates provide significant information about expected inflation. To test this question two sets of inflation forecasts for the U.S. and five European countries were generated: 1) from time series of past inflation rates;2) by forecasting real rates from time series of past real rates and subtracting these forecasts from nominal rates. The accuracy of the two sets of inflation forecasts was compared. The results indicate that nominal Eurocurrency rates provide valuable marginal information about expected inflation for the U.S. and U.K., but not for the other European countries.
主题	Financial Economics ; Econometrics
URL	https://www.nber.org/papers/w1542
来源智库	National Bureau of Economic Research (United States)
引用统计
资源类型	智库出版物
条目标识符	http://119.78.100.153/handle/2XGU8XDN/558779
推荐引用方式 GB/T 7714	Alex Kane,Leonard Rosenthal. Efficient Inflation Forecasts: An International Comparison. 1985.