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Testing homogeneity of Japanese CPI forecasters

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  • Masahiro Ashiya

    (Faculty of Economics, Kobe University, Kobe, Japan)

Abstract

This paper investigates whether some forecasters consistently outperform others using Japanese CPI forecast data of 42 forecasters over the past 18 quarters. It finds that the accuracy rankings of 0, 1, 2, and 5-month forecasts are significantly different from those that might be expected when all forecasters had equal forecasting ability. Moreover, their rankings of the relative forecast levels are also significantly different from a random one. Copyright © 2009 John Wiley & Sons, Ltd.

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File URL: http://hdl.handle.net/10.1002/for.1130
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Bibliographic Info

Article provided by John Wiley & Sons, Ltd. in its journal Journal of Forecasting.

Volume (Year): 29 (2010)
Issue (Month): 5 ()
Pages: 435-441

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Handle: RePEc:jof:jforec:v:29:y:2010:i:5:p:435-441

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Web page: http://www3.interscience.wiley.com/cgi-bin/jhome/2966

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