Do core inflation measures help forecast inflation?: Out-of-sample evidence from French data

被引：13

作者：

Le Bihan, H ^{[1
]}

Sédillot, F ^{[1
]}

机构：

[1] Banque France, F-75001 Paris, France

来源：

ECONOMICS LETTERS | 2000年 / 69卷 / 03期

关键词：

core inflation; forecasting inflation;

D O I：

10.1016/S0165-1765(00)00307-4

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper compares the ability of four indicators of underlying or 'core' inflation to forecast inflation in the French case. Though most indicators Granger-cause inflation, results from out of sample tests of forecast accuracy are less compelling. The results nevertheless seem to give some empirical support to trimmed mean indicators. (C) 2000 Elsevier Science S.A. All rights reserved.

引用

页码：261 / 266

页数：6

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