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The National Institute Density Forecasts of Inflation

Author

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  • James Mitchell

    (National Institute of Economic and Social Research, j.mitchell@niesr.ac.uk)

Abstract

This paper has three aims. First, we summarise and thereby make readily available the historical time-series of quarterly density forecasts of year ahead RPIX (RPI excluding mortgage payments) inflation made by the National Institute for the period 1994Q1-2004Q4. Previous work has focused on those forecasts made in Q4 only. Secondly, we evaluate the quality of these density forecasts. Thirdly, with the benefit of hindsight we draw lessons for the future production and use of density forecasts.

Suggested Citation

  • James Mitchell, 2005. "The National Institute Density Forecasts of Inflation," National Institute Economic Review, National Institute of Economic and Social Research, vol. 193(1), pages 60-69, July.
    • Handle: RePEc:sae:niesru:v:193:y:2005:i:1:p:60-69
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    Cited by:

    1. Galvão, Ana Beatriz & Garratt, Anthony & Mitchell, James, 2021. "Does judgment improve macroeconomic density forecasts?," International Journal of Forecasting, Elsevier, vol. 37(3), pages 1247-1260.
    2. Gian Luigi Mazzi & James Mitchell & Gaetana Montana, 2014. "Density Nowcasts and Model Combination: Nowcasting Euro-Area GDP Growth over the 2008–09 Recession," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(2), pages 233-256, April.
    3. Hall, Stephen G. & Mitchell, James, 2007. "Combining density forecasts," International Journal of Forecasting, Elsevier, vol. 23(1), pages 1-13.

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