some macroeconomic variables such as exchange rate, inflation and interest rate in Nigeria using Autoregressive Distributed … effective and efficient policy control measure should be develop and implement to normalize exchange rate, inflation and …

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 …

I present evidence that higher frequency measures of inflation expectations outperform lower frequency measures of … inflation expectations in tests of accuracy, predictive power, and rationality. For decades, the academic literature has focused … on three survey measures of expected inflation: the Livingston Survey, the Survey of Professional Forecasters, and the …

This document analyzes different measures of international inflation and their influence on the domestic inflation. We … found that these measurements have a statistical significant effect on the behavior of domestic inflation. Therefore the … evolution of the international inflation must be considered when assessing the inflation target stated by monetary authority …

remain valid for sample sizes of practical interest. We illustrate its performance by studying inflation rate series, a … variable that should be stationary if the monetary authority follows an effective inflation targeting regime: shocks are short …-lived, therefore, inflation fluc- tuates randomly around pre-specified targets. …

This paper surveys the recent literature on inflation forecasting and conducts an extensive empirical analysis on … forecasting inflation in Singapore, Japan, South Korea and Hong Kong paying particular attention to whether the inflation …-markup theory can help to forecast inflation. We first review the relative performance of different predictors in forecasting h …

The concept of NAIRU summarized the observed negative correlation between the unemployment rate and the inflation rate …

developed an integral technique similar to CUSUM using an empirical model quantitatively linking the rate of inflation and … uncorrelated noise and systematic errors. Our previous model of inflation and unemployment in Canada is enhanced by the … introduction of inflation targeting as a new monetary policy in 1991 resulted in a structural break manifested in a lowered rate of …