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Forecasting Inflation with the M1-VECM: Part Two

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Author Info
Engert, Walter
Hendry, Scott

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Abstract

A central bank's main concern is the general direction of future inflation, and not transitory fluctuations of the inflation rate. As a result, this paper is concerned with forecasting a simple measure of the trend of inflation, the eight-quarter CPI-inflation rate. The primary objective is to improve the M1-based vector-error-correction model (VECM) developed by Hendry (1995), by imposing a set of equilibrium conditions to better anchor the long-run behaviour of interest rates, the exchange rate and the output gap in the model. These changes provide for greater confidence in the dynamic properties of the model, especially over a longer time horizon. This extended-VECM is shown to provide considerable leading information about inflation, forecasting the eight-quarter inflation rate with relatively small errors. The authors also stress that, to be most useful for monetary policy, inflation forecasts should explicitly indicate the range of uncertainty inherent in forecasting inflation with a long lead. For example, forecasts should explicitly consider confidence bands around forecasted outcomes, which is illustrated with the extended VECM developed in this paper. Finally, the paper emphasizes that monetary policy is probably best-served by an eclectic approach in which policy judgements are based on input from models that summarize different paradigms of the transmission mechanism, or that use different technical approaches.

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File URL: http://www.bankofcanada.ca/en/res/wp/1998/wp98-6.pdf
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Paper provided by Bank of Canada in its series Working Papers with number 98-6.

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Length: 44 pages
Date of creation: 1998
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Handle: RePEc:bca:bocawp:98-6

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Related research
Keywords: Economic models; Inflation and prices; Monetary aggregates;

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Find related papers by JEL classification:
C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
C5 - Mathematical and Quantitative Methods - - Econometric Modeling
E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Hendry, David F, 1986. "Econometric Modelling with Cointegrated Variables: An Overview," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 48(3), pages 201-12, August.
  2. Pesaran, M Hashem & Timmermann, Allan, 1992. "A Simple Nonparametric Test of Predictive Performance," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(4), pages 561-65, October.
    Other versions:
  3. Armour, J. & Atta-Mensah, J. & Engert, W. & Hendry, S., 1996. "A Distant-Early-Warning Model of Inflation Based on M1 Disequilibria," Working Papers 96-5, Bank of Canada. [Downloadable!]
  4. Stephen G. Cecchetti, 1996. "Practical issues in monetary policy targeting," Economic Review, Federal Reserve Bank of Cleveland, issue Q I, pages 2-15. [Downloadable!]
  5. David R. Johnson, 1990. "Co-integration, Error Correction, and Purchasing Power Parity between Canada and the United States," Canadian Journal of Economics, Canadian Economics Association, vol. 23(4), pages 839-55, November. [Downloadable!] (restricted)
  6. Robert A. Amano & Simon van Norden, 1995. "Oil Prices and the Rise and Fall of the U.S. Real Exchange Rate," International Finance 9502001, EconWPA. [Downloadable!]
    Other versions:
  7. Scott Hendry, 1995. "Long-Run Demand for M1," Macroeconomics 9511001, EconWPA. [Downloadable!]
  8. Fung, Ben Siu-cheong & Kasumovich, Marcel, 1998. "Monetary shocks in the G-6 countries: Is there a puzzle?," Journal of Monetary Economics, Elsevier, vol. 42(3), pages 575-592, October. [Downloadable!] (restricted)
  9. Alston Flynn, N. & Boucher, Janice L., 1993. "Tests of long-run Purchasing Power Parity using alternative methodologies," Journal of Macroeconomics, Elsevier, vol. 15(1), pages 109-122. [Downloadable!] (restricted)
  10. St-Amant, P. & van Norden, S., 1997. "Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada," Technical Reports 79, Bank of Canada. [Downloadable!]
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Ilker Domac, 2003. "Explaining and Forecasting Inflation in Turkey," Working Papers 0306, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. [Downloadable!]
  2. Jeannine Bailliu & Daniel Garcés & Mark Kruger & Miguel Messmacher, 2003. "Explaining and Forecasting Inflation in Emerging Markets: The Case of Mexico," Working Papers 03-17, Bank of Canada. [Downloadable!]
  3. Martha Misas & Enrique López & Luis Fernando Melo, . "La Inflación desde una Perspectiva Monetaria: Un Modelo P* para Colombia," Borradores de Economia 133, Banco de la Republica de Colombia. [Downloadable!]
    Other versions:
  4. Marc-André Gosselin & Greg Tkacz, 2001. "Evaluating Factor Models: An Application to Forecasting Inflation in Canada," Working Papers 01-18, Bank of Canada. [Downloadable!]
  5. Domac, Ilker, 2004. "Explaining and forecasting inflation in Tukey," Policy Research Working Paper Series 3287, The World Bank. [Downloadable!]
  6. Engert, Walter & Selody, Jack, 1998. "Uncertainty and Multiple Paradigms of the Transmission Mechanism," Working Papers 98-7, Bank of Canada. [Downloadable!]
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