Evaluating the Bank of England Density Forecasts of Inflation
使用概率积分变换拟合优度检验评估英国货币政策委员会的通胀密度预测，并检验特定通胀区间概率的校准性，最后讨论基于决策的预测评估方法。
We consider evaluating the UK Monetary Policy Committee's inflation density forecasts using probability integral transform goodness-of-fit tests. These tests evaluate the whole forecast density. We also consider whether the probabilities assigned to inflation being in certain ranges are well calibrated, where the ranges are chosen to be those of particular relevance to the MPC, given its remit of maintaining inflation rates in a band around per annum. Finally, we discuss the decision-based approach to forecast evaluation in relation to the MPC forecasts