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

DOI10.1080/02664763.2017.1322556OpenAlexW1502987619MaRDI QIDQ5035771FDOQ5035771

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

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zbMATH Keywords

forecastinginflation ratedirectional accuracy

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Cites Work

• Title not available (Why is that?)
• 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

Uses Software

• R

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