the Survey of Professional Forecasters, we show that the ability of predicting several measures of inflation and real …

This paper models an inflation forecast density framework that closely resembles actual policy makers behaviour … regarding the determination of the modal point, the uncertainty and asymmetry in the inflation forecasts. The framework combines … theory. The combination crucially hinges on an information-theoretic utility function gains of the policy maker from …

series of system-wide loads from the California power market and compared with the official forecast of the California System …

are, according to the discount dividend model, annual earnings and, according to Q-theory, net worth. In December 2002 …

In this work the P* model is used to analyze and forecast the inflation rate in the economy of Puerto Rico. This model … forecast the inflation. The results indicate a long run relationship between the monetary supply of United States (M1) and the … the estimation of the price level to which the inflation tends to adjust in the long run. The second, points that the …

The aims of this paper are estimate and forecast the Non-Accelerating Inflation Rate of Unemployment, or NAIRU, for … literature, an asymptotic theory for the Yule-Walker estimators of autoregressive parameters is developed. The paper provides …