indicators which focus on inflation uncertainty and do not distinguish between the risks of low or high future inflation outcomes …We introduce a new measure called Inflation-at-Risk (I@R) associated with (left and right) tail inflation risk. We … estimate I@R using survey-based density forecasts. We show that it contains information not covered by usual inflation risk …

Estimates of the Nairu generally suffer from a large uncertainty, which can be reduced by adopting a bivariate … assumption improves the fit of the inflation equation. Third, this assumption is necessary for getting an important reduction of … uncertainty in a bivariate framework. …

Recent studies emphasize that survey-based inflation risk measures are informative about future inflation and thus …-frequency financial market data have predictive power for the low-frequency survey-based inflation risk indicators observed at the end of …

This paper proposes an empirical investigation of the impact of oil price forecast errors on inflation forecast errors … for two different sets of recent forecasts data: the median of SPF inflation forecasts for the U.S. and the Central Bank … inflation forecasts for France. Mainly two salient points emerge from our results. First, there is a significant contribution of …

concepts, in particular for inflation. We show that exploiting more information is important for accurate estimation of the …

specifications, the relatively high uncertainty surrounding the estimate hampers its direct integration into the policy …

The paper develops a model for forecasting inflation in France. As this model has to be integrated in the Eurosystem …