On the directional accuracy of inflation forecasts: evidence from South African survey data

DOI10.1080/02664763.2017.1322556MaRDI QIDQ5035771zbMATH OpenOpenAlexFDO

Authors Christian Pierdzioch, Monique B. Reid, Rangan Gupta

Publication date 22 February 2022

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://www.ekon.sun.ac.za/wpapers/2014/wp242014/wp-24-2014.pdf

zbMATH Keywords

forecastinginflation ratedirectional accuracy

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

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Cites work

• scientific article; zbMATH DE number 1865745 (Why is no real title available?)
• Comparing the Areas under Two or More Correlated Receiver Operating Characteristic Curves: A Nonparametric Approach
• The Stationary Bootstrap
• The area above the ordinal dominance graph and the area below the receiver operating characteristic graph

Cited in

(2)

• Bananas and petrol: further evidence on the forecasting accuracy of the ABS ‘headline’ and ‘underlying’ rates of inflation
• Uncertainty and forecasts of U.S. recessions

Describes a project that uses

Uses Software

• R

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