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Core Inflation Revisited: Forecast Accuracy across Horizons
Abstract: How far out can you forecast inflation? This analysis examines the accuracy of core inflation in predicting headline inflation for periods ranging from three to 24 months in the future.
Keywords: core inflation; headline inflation; forecasting;
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https://www.stlouisfed.org/on-the-economy/2024/feb/core-inflation-revisited-forecast-accuracy-horizons
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Bibliographic Information
Provider: Federal Reserve Bank of St. Louis
Source: On the Economy
Publication Date: 2024-03-01