Central banks’ inflation forecasts under asymmetric loss: Evidence from four Latin-American countries

C-Tier
Journal: Economics Letters
Year: 2015
Volume: 129
Issue: C
Pages: 66-70

Authors (3)

Pierdzioch, Christian (Helmut Schmidt Universität Ham...) Rülke, Jan-Christoph (not in RePEc) Stadtmann, Georg (not in RePEc)

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We study the rationality of the inflation forecasts of the central banks of Argentina, Brazil, Chile, and Mexico. We reject rationality under a symmetric (Chile is an exception) but not under an asymmetric loss function. An overprediction implies a larger loss than an underprediction. We also analyze alternative rationality tests, growth forecasts, and private-sector forecasts.

Technical Details

RePEc Handle
repec:eee:ecolet:v:129:y:2015:i:c:p:66-70
Journal Field
General
Author Count
3
Added to Database
2026-01-29