Electronic Resource
Oxford, UK
:
Blackwell Publishing Ltd
Decision sciences
16 (1985), S. 0
ISSN:
1540-5915
Source:
Blackwell Publishing Journal Backfiles 1879-2005
Topics:
Economics
Notes:
Livingston data on expected inflation rates have been used extensively in the financial literature, especially in investgating the relationship between nominal interest rates and expected inflation rates; however, the data have not been subjected to a thorough analysis of forecast accuracy. The objective of this paper is to analyze the forecast properties of Livingston data using a wide variety of time and frequency domain methods over an extended sample period and for selected subperiods.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1111/j.1540-5915.1985.tb01481.x
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