Browsing Volumen 45 Número 89 (2022) by Title
Now showing items 5-8 of 8
-
A Power Booster Factor for Out-of-Sample Tests of Predictability
(Pontificia Universidad Católica del PerúPE, 2022-08-01)In this paper we introduce a “power booster factor” for out-of-sample tests of predictability. The relevant econometric environment is one in which the econometrician wants to compare the population Mean Squared Prediction ... -
Presentation
(Pontificia Universidad Católica del PerúPE, 2022-08-01) -
Searching for the Best Inflation Forecasters within an Employment Survey: Microdata Evidence from Chile
(Pontificia Universidad Católica del PerúPE, 2022-08-01)This article aims to evaluate quantitative inflation forecasts for the Chilean economy, taking advantage of a specific survey of consumer perceptions at the individual microdata level, which, at the same time, is linked ... -
Some Long-Run Correlations of Inflation in Developed Countries
(Pontificia Universidad Católica del PerúPE, 2022-08-01)Using 100+ years of data from 18 developed countries, we use a frequency domain technique to compute “long-run” correlations between inflation on the one hand and money growth and nominal interest rates on the other. The ...