This paper criticises the econometric inflation uncertainty proxies found in the literature, which show an overly … literature and the evidence conveyed by the literature on surveys of inflation expectations. While the latter shows that actual … inflation level – inflation uncertainty link. Next, the performance of inflation forecasts from both the Central Bank of Brazil …

This paper investigates whether the exchange rate pass-through (ERPT) to CPI inflation is a nonlinear phenomenon for … confidence during the recent sovereign debt crisis has entailed a higher sensibility of CPI inflation to exchange rate movements. …

This paper examines the presence of nonlinear mechanism in the exchange rate pass-through (ERPT) to CPI inflation for …

This paper investigates whether the exchange rate pass-through (ERPT) to CPI inflation is a nonlinear phenomenon for … confidence during the recent sovereign debt crisis has entailed a higher sensibility of CPI inflation to exchange rate movements. …

This paper examines the presence of nonlinear mechanisms in the exchange rate pass-through (ERPT) to CPI inflation for … three macroeconomic factors, namely inflation rate, exchange rate fluctuations and business cycle. Our results reveals that … exchange rate transmission is higher when inflation rate surpass some threshold. We give a supportive evidence to the Taylor …

This study examines threshold effects of inflation on economic growth for the Zambian economy using quarterly data … identify whether there could be an optimal inflation level at which the adverse effects of inflation on economic growth are … subdued, or similarly, a level of inflation at which the positive effects of inflation on economic growth are maximized. In …

The purpose of this study is to forecast the short-term inflation rate of Bangladesh using the monthly Consumer Price … forecasted. The forecasted result suggests an increasing pattern and high rates of inflation over the forecasted period 2013 … order to combat such increase inflation in 2013. …

This paper employs a new econometric technique to estimate the core inflation in Turkey measured as the shifting means … find that there are at least three shifts in the inflation series. The findings help detect the exact dates of the shifts … between different inflation regimes and the duration of each shift, which should be important information in evaluating the …

Much of the US inflation forecasting literature deals with examining the ability of macroeconomic indicators to predict … the mean of future inflation, and the overwhelming evidence suggests that the macroeconomic indicators provide little or … no predictability. In this paper, we expand the scope of inflation predictability and explore whether macroeconomic …

This paper is first attempt to measure and analyze inflation uncertainty in Pakistan and it provides several … contributions. Using quarterly data from 1976:01 to 2008:02, at first stage we model inflation uncertainty as time varying process … through GARCH framework. At second stage asymmetric behavior of inflation uncertainty is analyzed by using GJR-GARCH and …