fluctuations of output gap, however constructed or measured, are a good predictor of inflation in the UAE. This is carried out by … inflation in the UAE. …

A linear and lagged relationship between inflation, unemployment and labor force change rate, π(t)=A0UE(t-t0)+A1dLF … in previous study holds together with statistical estimates of goodness-of-fit and RMSFE. Relationships between inflation … relationships between the studied variables demonstrates the superiority of the latter. The cumulative inflation curve or inflation …

This paper proposes a measure of real-time inflation expectations based on metadata, i.e., data about data, constructed … from internet search queries performed on the search engine Google. The forecasting performance of the Google Inflation … Search Index (GISI) is assessed relative to 37 other indicators of inflation expectations – 36 survey measures and the TIPS …

For decades, the academic literature has focused on three survey measures of expected inflation: the Livingston Survey … models of forecasting inflation, the data are low frequency measures which appear anachronistic in the modern era of high … frequency and real-time data. I present a collection of 37 different measures of inflation expectations, including many …

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 …

banks use forecasting models based on ANN methodology for predicting various macroeconomic indicators, like inflation, GDP … Growth and currency in circulation etc. In this paper, we have attempted to forecast monthly YoY inflation for Pakistan by …

The rational expectations hypothesis for survey and model-based inflation forecasts − from the Survey of Professional … data. The finding of near-unit-root effects in the inflation and inflation expectations series motivates the use of a local …-to-unity specification of the inflation process that enables us to test whether the data are generated by locally non-stationary or …