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Core Inflation Revisited: Forecast Accuracy across Horizons

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Abstract

How far out can you forecast inflation? This analysis examines the accuracy of core inflation in predicting headline inflation for periods ranging from three to 24 months in the future.

Suggested Citation

  • Michael W. McCracken & Trần Khánh Ngân, 2024. "Core Inflation Revisited: Forecast Accuracy across Horizons," On the Economy 97887, Federal Reserve Bank of St. Louis.
  • Handle: RePEc:fip:l00001:97887
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    File URL: https://www.stlouisfed.org/on-the-economy/2024/feb/core-inflation-revisited-forecast-accuracy-horizons
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    Keywords

    core inflation; headline inflation; forecasting;
    All these keywords.

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