A real time evaluation of Bank of England forecasts of inflation and growth

B-Tier
Journal: International Journal of Forecasting
Year: 2009
Volume: 25
Issue: 1
Pages: 74-80

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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

Abstract

We compare the Bank of England's Inflation Report quarterly forecasts for growth and inflation to real-time benchmark forecasts. The results reveal the well-known difficulty of forecasting in a stable macroeconomic environment, and the Inflation Report forecasts of GDP growth are generally inferior to forecasts from linear and non-linear univariate models. However, for the inflation forecast the Inflation Report is clearly dominant.

Technical Details

RePEc Handle
repec:eee:intfor:v:25:y:2009:i:1:p:74-80
Journal Field
Econometrics
Author Count
3
Added to Database
2026-01-25