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AN EVALUATION OF FORECASTS FROM SURVEYS USING REAL-TIME DATA

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