This paper criticises the econometric inflation uncertainty proxies found in the literature, which show an overly … literature and the evidence conveyed by the literature on surveys of inflation expectations. While the latter shows that actual … inflation level – inflation uncertainty link. Next, the performance of inflation forecasts from both the Central Bank of Brazil …

Much of the US inflation forecasting literature deals with examining the ability of macroeconomic indicators to predict … the mean of future inflation, and the overwhelming evidence suggests that the macroeconomic indicators provide little or … no predictability. In this paper, we expand the scope of inflation predictability and explore whether macroeconomic …

This paper examines the presence of nonlinear mechanisms in the exchange rate pass-through (ERPT) to CPI inflation for … three macroeconomic factors, namely inflation rate, exchange rate fluctuations and business cycle. Our results reveals that … exchange rate transmission is higher when inflation rate surpass some threshold. We give a supportive evidence to the Taylor …

This paper employs a new econometric technique to estimate the core inflation in Turkey measured as the shifting means … find that there are at least three shifts in the inflation series. The findings help detect the exact dates of the shifts … between different inflation regimes and the duration of each shift, which should be important information in evaluating the …

the output gap variable, as well as the implementation of the generalized method of moments for the estimation of this …

autoregressive model for the inflation rate. By construction, our approach avoids a number of problems related to the GMM estimation … of the NKPC. We estimate the hybrid NKPC with quarterly U.S. data (1955:1-2010:3), and both expected future inflation and … lagged inflation are found important in determining the inflation rate, with the former clearly dominating. Moreover …

root test and the result reveals that inflation rate, growth rate of real output and money supply, and real share of Fiscal …The study critically analyzed the dynamic and simultaneous inter-relationship between inflation and its determinants in … inflation and its determinants were examined usig the Augmented Engle-Granger (AEG) cointegration test and Error Correction …

This study investigates the relationship between relative price variability and inflation in three regions in Malaysia … that the relative price variability has non-linear characteristic. In addition, inflation is also significant and … the relationship between the relative price variability and inflation is in the form of non-linear. The findings support …

This paper investigates whether the exchange rate pass-through (ERPT) to CPI inflation is a nonlinear phenomenon for … confidence during the recent sovereign debt crisis has entailed a higher sensibility of CPI inflation to exchange rate movements. …

This paper examines the presence of nonlinear mechanism in the exchange rate pass-through (ERPT) to CPI inflation for …