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historical time-series of quarterly density forecasts of year ahead RPIX (RPI
excluding mortgage payments) inflation made by the National Institute for the period
1994Q1-2004Q4. Previous work has focused on those forecasts made in Q4 only.
Secondly, we evaluate the quality of these density forecasts. Thirdly, with the
benefit of hindsight we draw lessons for the future production and use of density forecasts.
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