Forecasting the South African inflation rate: On asymmetric loss and forecast rationality-Reference-Cited by-同舟云学术

Forecasting the South African inflation rate: On asymmetric loss and forecast rationality

Published:2016-03 Issue:1 Volume:40 Page:82-92
ISSN:0939-3625
Container-title:Economic Systems
language:en
Short-container-title:Economic Systems

Author:

Pierdzioch Christian,Reid Monique B.,Gupta Rangan

Funder

German Science Foundation

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference23 articles.

1. Bureau for Economic Research, (2000–2014). Inflation expectations survey (each quarter between 2000Q2 and 2014Q2). Available at: http://www.ber.ac.za/surveys/2002.aspx?documenttype=Inflation.

2. Assessing the prudence of economic forecasts in the EU;Christodoulakis;J. Appl. Econometr.,2008

3. Evaluating German business cycle forecasts under an asymmetric loss function;Döpke;J. Bus. Cycle Meas. Anal.,2010

4. The formation of inflation expectations in South Africa. Working Paper WP/07/06;Ehlers;S. Afr. Reserve Bank,2007

5. Estimation and testing of forecast rationality under flexible loss;Elliott;Rev. Econ. Stud.,2005

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