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 

      Pincheira Brown, Pablo (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 

      Duncan, Roberto; Martínez-García, Enrique (Pontificia Universidad Católica del PerúPE, 2022-08-01)

    • Searching for the Best Inflation Forecasters within an Employment Survey: Microdata Evidence from Chile 

      Medel, Carlos A. (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 

      West, Kenneth D.; Cao, Tu (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 ...