This paper investigates the international spillovers of government debt and the associated risk of inflation within a … inflation at the cost of the funded country. In response to these conflicting interests about inflation, inflation risk may rise … with the level of debt in the PAYG country. Higher inflation risk harms both countries. Actually, in contrast to the debt …

crisis is empirically examined. The standard model for themonetary analysis of inflation, i.e. the P-Star model by Hallman … long run dynamics of CPI inflation inIndonesia remarkably weIl. Hence, there is an empirical support for the assertion that …

estimates. The research period has been characterised by high labour demand, negative supply shocks, high levels of inflation …

We investigate changes in the time series characteristics of postwar U.S. inflation. In a model-based analysis the … conditional mean of inflation is specified by a long memory autoregressive fractionally integrated moving average process and the … efficient estimates of the parameters using a monthly dataset of core inflation for which we consider different subsamples of …

, notwithstanding that inflation in some countries tends to converge towards the euro area level. Overa11, inflation persistence has …

concerned with themodelling and forecasting of two U.S. macroeconomic time series:inflation and industrial production. …

the Phillips curve over time. We consider different specifications and different measures for inflation. Furthermore, we ….S. headline inflation has remained empirically relevant over the years. …

applied to quarterly and monthly US inflation in an empirical study. We find that the persistence of quarterly inflation has … and density forecasts for monthly US inflation. …

consider the implications of a risk premium that arises from endogenous market segmentation driven by variable inflation rates …. In the absence of autocorrelation in inflation, the risk premium is constant. If inflation is correlated, however, the …