The latest monthly PCE inflation data is out and so I'll continue to document the performance of the dynamic information equilibrium model forecast. Here's the basic version with post-forecast data in black (error bands are 70% and 90% confidence):
And here is a head-to-head with the FRB NY DSGE model (that I should have updated in this post alongside GDP because quarterly data came out last week; also note the post comparing with Minneapolis Fed VAR models):
The second graph has 50% and 90% confidence intervals (and is 4Q inflation instead of continuously compounded annual rate of change) to match with the DSGE model. As always, click for higher resolution graphs.