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Inflation Forecasts Errors in the Czech Republic: Evidence from a Panel of Institutions

In: Evaluation of the Fulfilment of the CNB's Inflation Targets 1998-2007

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Author Info
Jan Babecky
Jiri Podpiera

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Abstract

The results of our empirical analysis rather serve in support of a hypothesis that inflation target undershooting occurs because the economy has been exposed to a series of shocks restraining inflation (the hypothesis of long series of asymmetric shocks) and in part also because the prognostic apparatus has been biased (the hypothesis of skewed sight) as compared to the other institutions. In view of the recent literature dealing with the accuracy of forecasts, which shows that using more models leads to more reliable forecasts (Fildes and Stekler, 2002), it can be argued that the development and application of alternative prediction models would improve forecast accuracy.

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This chapter was published in: Katerina Smidkova (ed.) Evaluation of the Fulfilment of the CNB's Inflation Targets 1998-2007, , chapter 6, pages 77-85, 2008.

This item is provided by Czech National Bank, Research Department in its series Occasional Publications - Chapters in Edited Volumes with number 06.

Handle: RePEc:cnb:ocpubc:06

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Related research
This chapter was published in the following book, which is listed on IDEAS:
Juraj Antal & Zuzana Antonicova & Jan Babecky & Michal Hlavacek & Tomas Holub & Roman Horvath & Jarek Hurnik & Ondra Kamenik & Karel Musil & Jiri Podpiera & Lubos Ruzicka & Michal Skorepa & Katerina S, 2008. "Evaluation of the Fulfilment of the CNB's Inflation Targets 1998-2007," Occasional Publications - Edited Volumes, Czech National Bank, Research Department, number 01 edited by Katerina Smidkova. [Downloadable!]
Keywords: Evaluation of inflation forecasts; monetary policy; Czech Republic;

Find related papers by JEL classification:
E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation
E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies

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  1. Granger, Clive W J, 1996. "Can We Improve the Perceived Quality of Economic Forecasts?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(5), pages 455-73, Sept.-Oct. [Downloadable!] (restricted)
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  2. Fildes, Robert & Stekler, Herman, 2002. "The state of macroeconomic forecasting," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 435-468, December. [Downloadable!] (restricted)
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  3. Bernanke, Ben S & Woodford, Michael, 1997. "Inflation Forecasts and Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(4), pages 653-84, November.
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  4. Gavin, William T. & Mandal, Rachel J., 2003. "Evaluating FOMC forecasts," International Journal of Forecasting, Elsevier, vol. 19(4), pages 655-667. [Downloadable!] (restricted)
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  5. A. Espasa & E. Senra & R. Albacete, 2002. "Forecasting inflation in the European Monetary Union: A disaggregated approach by countries and by sectors," European Journal of Finance, Taylor and Francis Journals, vol. 8(4), pages 402-421, December. [Downloadable!] (restricted)
  6. Diebold, Francis X & Mariano, Roberto S, 2002. "Comparing Predictive Accuracy," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 134-44, January.
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  7. N. T. Valev & J. A. Carlson, 2003. "Sources of dispersion in consumer inflation forecasts," Applied Economics Letters, Taylor and Francis Journals, vol. 10(2), pages 77-81, February. [Downloadable!] (restricted)
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