GDPデフレーター
A 2014 paper by Arai in the "International Journal of Forecasting" finds: "Using this [Patton and Timmerman (2012) forecast adjustment] method in a real-time out-of-sample forecasting exercise, I find that it provides modest improvements in the accuracies of the forecasts for the GDP deflator and CPI, but not for other variables. The improvements are statistically significant in some cases, with magnitudes of up to 18% in root mean square prediction error."