In this Paper we evaluate the role of a set of variables as leading indicators for Euro-area inflation and GDP growth …

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 …

This paper investigates the accuracy and heterogeneity of output growth and inflation forecasts during the current and …

We study the inflation uncertainty reported by individual forecasters in the Survey of Professional Forecasters 1969 … asset pricing. We find that inflation uncertainty fluctuates over time in a way that traditional time series models fail to … capture. Instead, uncertainty is highly correlated with the level of inflation, in particular with recent positive inflation …

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

pronounced increase of aggregate US producer price inflation. …

autoregessions in inflation and output gap measures. Density combination utilizes a linear mixture of experts framework to produce … detrending filters. The resulting ensemble produces well-calibrated forecast densities for US inflation in real time, in contrast …