Simple interpolations of inflation expectations

Diego Winkelried

doi:10.1016/j.econlet.2023.111230

Simple interpolations of inflation expectations

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Resumen

In this paper, I address the issue of using fixed-event forecasts to track the evolution of rolling-event forecasts. This paper supplies a formal justification for the procedure of approximating rolling-event forecasts by averaging two fixed-event forecasts. I illustrate the methods with the computation of inflation expectations at various horizons.

Idioma original	Inglés
Número de artículo	111230
Publicación	Economics Letters
Volumen	229
Fecha en línea anticipada	jun. 2023
DOI	https://doi.org/10.1016/j.econlet.2023.111230
Estado	Publicada - ago. 2023

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ISSN: 1873-7374
Publisher Copyright: © 2023 Elsevier B.V.

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title = "Simple interpolations of inflation expectations",

abstract = "In this paper, I address the issue of using fixed-event forecasts to track the evolution of rolling-event forecasts. This paper supplies a formal justification for the procedure of approximating rolling-event forecasts by averaging two fixed-event forecasts. I illustrate the methods with the computation of inflation expectations at various horizons.",

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doi = "10.1016/j.econlet.2023.111230",

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AB - In this paper, I address the issue of using fixed-event forecasts to track the evolution of rolling-event forecasts. This paper supplies a formal justification for the procedure of approximating rolling-event forecasts by averaging two fixed-event forecasts. I illustrate the methods with the computation of inflation expectations at various horizons.

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KW - rolling-event forecasts

KW - fixed-event forecasts

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DO - 10.1016/j.econlet.2023.111230

M3 - Article in a journal

SN - 0165-1765

VL - 229

JO - Economics Letters

JF - Economics Letters

M1 - 111230

ER -

Simple interpolations of inflation expectations

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