. The analysis is conducted for five inflation targeting countries (the UK, Canada, Australia, New Zealand and Sweden) and … near future, namely central banks are perceived as more credible when sticking to their goal of keeping inflation at a low …, UIP holds better in inflation targeting countries, where monetary authorities appear to achieve a higher degree of …

relative to expert forecasts and show that the MFTVP- SV-VAR delivers better inflation nowcasts in this regard. Using an …

little evidence for them. We argue that this outcome could be due to episodic failure of cointegration, possible two …

the US, the Eurozone, Australia, Canada, Japan and the UK using fractional integration and cointegration techniques …