A Comparison of the Kernel and the ARIMA Estimates of Inflationary Expectations: Some Evidence from Canada.

In this paper we compared the nonparametric kernel estimates and the ARIMA estimates of Canadian inflationary expectations. The kernel estimates turned out to be superior with respect to post-sample predictions irrespective of the method used for selecting the bandwith.

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Year of publication:	1993
Authors:	Ogwang, Tomson
Published in:	Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 18.1993, 2, p. 281-88
Publisher:	Department of Economics and Finance Research and Teaching

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005382369