time series driven by expectation relationships. We consider inflation data on the G7 countries to illustrate these results. …

Time series analysis of Nigerian monthly Inflation Rates (INFL) Data is done. It is observed that it is seasonal. Based … forecasts are obtained on the basis of it. These forecasts are shown to agree closely with the observations. -- inflation rate …

significantly in 2021. Inflation jumped to levels not seen for 40 years in the EU. Our study aims to use artificial intelligence to … forecast inflation. We also use artificial intelligence to forecast stock index changes. Based on the forecasts, we propose … portfolio reallocation decisions to protect against inflation. The forecasting literature does not address the importance of …

functional autoregressive (FAR) modeling approach to the density forecasting analysis of national inflation rates using sectoral … inflation rates in the UK over the period January 1997-September 2013. The pseudo out-of-sample forecasting evaluation and test … generating the density forecast of inflation, and analyse the performance of the central bank in achieving announced inflation …

Motivated by economic-theory concepts - the Fisher hypothesis and the theory of the term structure - we consider a … small set of simple bivariate closed-loop time-series models for the prediction of price inflation and of long- and short …

In general, central banks are concerned with keeping the inflation rate stable while also sustaining output close to an … efficient level. Under "inflation targeting", forecasts of the evolution of the general price level are an essential input for … policy decisions and these are usually released in quarterly "Inflation Reports". The costs and benefits of transparency in …