Inflation is a far from homogeneous phenomenon, a fact often neglected in modelling consumer price inflation. This … study, the first of its kind for an emerging market country, investigates gains to inflation forecast accuracy by …

Models for the twelve-month-ahead US rate of inflation, measured by the chain weighted consumer expenditure deflator … prices; introducing non-linearities to proxy state dependence in the inflation process; and replacing the information …

Inflation targeting central banks will be hampered without good models to assist them to be forward-looking. Many … current inflation models fail to forecast turning points adequately, because they miss key underlying long-run influences. The … world is on the cusp of a dramatic turning point in inflation. If inflation falls rapidly, such models can underestimate the …

Understanding how import prices adjust to exchange rates helps anticipate inflation effects and monetary policy … inflation targeting when account is taken of temporary shifts to foreign currency invoicing or increased hedging after large …

situation poses to price stability. We propose to regard the central banker as a risk manager who aims to contain inflation …

unemployment-inflation tradeoff might indicate not something to be exploited but instead only policy-makers' correctly …

wondering how to choose the sample for estimating forecasting models. When we forecast inflation in 2014, for example, should we … applied to forecasting US real output growth and inflation, the proposed method tends to improve upon conventional methods. …