Inflation forecasting, relative price variability and skewness

Jane M. Binner, Thomas Elger, Barry E. Jones, Birger Nilsson

Research output: Contribution to journalArticlepeer-review


This article presents out-of-sample inflation forecasting results based on relative price variability and skewness. It is demonstrated that forecasts on long horizons of 1.5-2 years are significantly improved if the forecast equation is augmented with skewness.

Original languageEnglish
Pages (from-to)593-596
Number of pages4
JournalApplied Economics Letters
Issue number6
Early online date9 Sept 2008
Publication statusPublished - 2010


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