Global inflation has surged to 7.5 percent in August 2022, from an average of 2.1 percent in the decade preceding the … factors to the post-pandemic rise in consumer price inflation, using monthly data and a battery of econometric methodologies … inflation dynamics throughout Europe, country-specific factors, including monetary and fiscal policy responses to the crisis …

Imposing cointegration on a forecasting system, if cointegration is present, is believed to improve long …

horizons up to two years. This calls for caution in reliance on futures or the random walk for forecasting, particularly for … walk and VAR models for forecasting have merit for medium term horizons …

data series including inflation, actual output, unemployment and capacity utilization. The estimation results suggest that …

into this search by providing two metrics-inflation forecasting and business cycle dating-against which different options …) inefficiency wedge performs best in inflation forecasting and production function methodology dominates in the prediction of …

This paper analyzes the inflation forecast errors over the period 2021Q1-2022Q3 using forecasts of core and headline … inflation from the International Monetary Fund World Economic Outlook for a large group of advanced and emerging market … information. Focusing on core inflation forecast errors in 2021, four factors provide a potential ex post explanation: a stronger …