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Forecasting Inflation with a Simple and Accurate Benchmark: A Cross-Country Analysis

https://doi.org/10.2139/ssrn.2152083
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26/26 checkable references clean · checked 2026-08-05

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

12 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 26 checked references that resolve
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Do macro variables, asset markets, or surveys forecast inflation better?
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Are Phillips Curves Useful for Forecasting Inflation?
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Forecasting
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Multivariate Time Series
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Multi-horizon inflation forecasts using disaggregated data
resolves10.1093/oxfordhb/9780195398649.013.0014
Multiple Forecast Model Evaluation
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An Evaluation of Inflation Forecasts from Surveys Using Real-Time Data
resolves10.1257/jel.46.1.3
Economic Forecasting
resolves10.1016/s1574-0706(05)01013-x
Chapter 13 Forecasting Seasonal Time Series
resolves10.1111/j.1468-0262.2006.00718.x
Tests of Conditional Predictive Ability
resolves10.1080/0266476042000285495
Forecasting Performance of Information Criteria with Many Macro Series
resolves10.1016/j.ijforecast.2008.09.005
A real time evaluation of Bank of England forecasts of inflation and growth
resolves10.1214/09-ss060
The ARMA alphabet soup: A tour of ARMA model variants
resolves10.1002/for.3980010202
The accuracy of extrapolation (time series) methods: Results of a forecasting competition
resolves10.1016/j.jeconom.2005.07.020
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
resolves10.2139/ssrn.2039095
A Bunch of Models, a Bunch of Nulls and Inference About Predictive Ability
resolves10.2139/ssrn.2193936
Forecasting Inflation with a Random Walk
resolves10.1016/j.ijforecast.2010.05.014
Direct and iterated multistep AR methods for difference stationary processes
resolves10.21799/frbp.wp.2011.31
Out-of-Sample Forecast Tests Robust to the Choice of Window Size
resolves10.1016/b978-0-444-62731-5.00021-x
Advances in Forecasting under Instability
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Estimating the Dimension of a Model
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Evidence on Structural Instability in Macroeconomic Time Series Relations
resolves10.1257/jel.41.3.788
Forecasting Output and Inflation: The Role of Asset Prices
resolves10.3386/w6607
A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series
The 12 references without a DOI — listed, not checked
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no DOI — not checkedForecasting with Exponential Smoothing -The State Space Approach
no DOI — not checkedEvaluation of Short Run In ?ation Forecasts and Forecasters in Chile
no DOI — not checkedA Real Time Evaluation of the Central Bank of Chile GDP Growth Forecasts
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