A comparison of the kernel and the ARIMA estimates of inflationary expectations: Some evidence from Canada |
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| Authors: | Tomson Ogwang |
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| Affiliation: | 1. Department of Economics, Saint Mary's University, B3H 3C3, Halifax, Nova Scotia, Canada
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| Abstract: | 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 bandwidth. |
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