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Federal Reserve Bank of Chicago
Economic Perspectives
In search of a robust inflation forecast
Scott Brave
Jonas D. M. Fisher
Abstract

It is difficult to consistently improve upon forecasts of inflation based solely on the most recent data on inflation. In this article, we show how to do so. Our main finding is that the most robust forecasts combine information from several different forecasting models, each of which incorporates the information in the available inflation indicators in different ways.


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Scott Brave & Jonas D. M. Fisher, "In search of a robust inflation forecast" , Federal Reserve Bank of Chicago, Economic Perspectives, issue Q IV, pages 12-31, 2004.
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Keywords: Inflation (Finance)
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