December 2008 version of the
paper
Programs (.prg files are RATS programs):
Figure 1: Livingston
forecasts
and actuals
+ raw data
Figure 2:
SPF
forecasts,
actuals, raw data,
final data
Figure
3:
Revisions to inflation
Figure
4:
Cross vintage inflation
Figure 5: Same files as in Figure 1 --
Liv,
SPF
Figure 6:
Livingston bias test,
SPF bias
test
Figure 7:
Liv. bias
rolling,
SPF bias rolling
Figure 8:
Liv IMA 5,
Liv IMA 10,
SPF IMA 5,
SPF IMA 10,
Liv SIC 5,
Liv SIC 10,
SPF SIC 5,
SPF SIC 10
Table 1:
5-year
inflation rates
Table 2: same files as in Figure 6
Table 3: Liv:
full,
10 year,
5 year;
SPF: full,
10 year,
5 year
Table 4: Liv:
10
year,
5
year; SPF:
10
year,
5
year
Table 5: Liv:
IMA, SIC;
SPF: IMA,
SIC
Data: Real-time
price index, Livingston
survey, SPF
|