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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Bibliographic Information

Provider: Federal Reserve Bank of St. Louis

Source: On the Economy

Publication Date: 2024-03-01