The chapter on GCA and PMR in a medical textbook (Goldman and Sachs) lists anemia as one of the symptoms of both disorders. A physician friend told me it's called "Anemia of Chronic Inflammation."
When I was diagnosed with GCA after a temporal artery biopsy and prescribed the appropriate dosage of prednisone, my anemia disappeared. I also was quite fatigued before taking prednisone. After making myself walk in the mornings, I was practically couchbound the rest of the day.