Riksbank's and NIER's forecasts of Swedish inflation

<p dir="ltr">The data on Swedish Riksbank's density forecasts of CPI inflation, actual inflation and NIER's forecasts of Swedish inflation are used in an illustration of testing forecast efficiency conditions.<br>FParam.tsv<br>Sweden's central bank (Riksbank) started to publish its density forecasts of inflation in June 1998. The forecasts are in the form of two-piece normal distribution. The target variable is the yearly CPI inflation. We evaluate only one-year-ahead forecasts. There are 64 forecasts available for evaluation for the period 1999–2015. They were issued 4 times a year with approximately quarterly frequency. Forecasts before 2007 are conditional, assuming a predetermined trajectory of the repo rate. The file contains 4 variables: the 3 parameters of two-piece normal distribution mu, s1, s2 and the date (month).<br>Actual.tsv<br>The file contains the actual values of the CPI innflation (the so called shadow version).<br>Actual_Last.tsv<br>The file contains the actual lagged values of the CPI innflation.<br>NIER.tsv<br>The file contains the point forecasts of inflation by the National Institute of Economic Research.<br></p>