Financial support from the UK Economic and Social Research Council under grant L138251009 is gratefully acknowledged. Helpful comments were received from Jurgen Doornik, David Hendry and Ken Wallis. Detailed comments from three anonymous referees of this Journal are also gratefully acknowledged. Computations were performed using code written in the Gauss Programming Language, and Givewin 2 (Doornik and Hendry, 2001) was used to produce the graphs.
Evaluating the Bank of England Density Forecasts of Inflation*
Version of Record online: 28 SEP 2004
The Economic Journal
Volume 114, Issue 498, pages 844–866, October 2004
How to Cite
Clements, M. P. (2004), Evaluating the Bank of England Density Forecasts of Inflation. The Economic Journal, 114: 844–866. doi: 10.1111/j.1468-0297.2004.00246.x
- Issue online: 28 SEP 2004
- Version of Record online: 28 SEP 2004
- Date of receipt of first submission: November 2002 Date of receipt of final typescript: December 2003
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