This paper proposes a measure of real-time inflation expectations based on metadata, i.e., data about data, constructed … from internet search queries performed on the search engine Google. The forecasting performance of the Google Inflation … Search Index (GISI) is assessed relative to 37 other indicators of inflation expectations – 36 survey measures and the TIPS …

For decades, the academic literature has focused on three survey measures of expected inflation: the Livingston Survey … models of forecasting inflation, the data are low frequency measures which appear anachronistic in the modern era of high … frequency and real-time data. I present a collection of 37 different measures of inflation expectations, including many …

This paper introduces a new model of trend (or underlying) inflation. In contrast to many earlier approaches, which … allow for trend inflation to evolve according to a random walk, ours is a bounded model which ensures that trend inflation … model also allows for a time-varying degree of persistence in the transitory component of inflation. The bounds placed on …

Countries in which inflation targeting has been adopted require high quality inflation forecasts. The Polish National … Bank adopted a variant of implicit inflation targeting and therefore the ability to forecast inflation is critically … important to policy makers. Since the domestic price formation process is still evolving, medium term inflation forecasting is …

I present evidence that higher frequency measures of inflation expectations outperform lower frequency measures of … inflation expectations in tests of accuracy, predictive power, and rationality. For decades, the academic literature has focused … on three survey measures of expected inflation: the Livingston Survey, the Survey of Professional Forecasters, and the …

banks use forecasting models based on ANN methodology for predicting various macroeconomic indicators, like inflation, GDP … Growth and currency in circulation etc. In this paper, we have attempted to forecast monthly YoY inflation for Pakistan by …

asymmetric effects on inflation in Costa Rica during the period 1991-2009. Three basic questions are tried to be answered: Is … the relative size of the impact on inflation of a given shock on the exchange rate? Among many variables, it is found that …

banks use forecasting models based on ANN methodology for predicting various macroeconomic indicators, like inflation, GDP … Growth and currency in circulation etc. In this paper, we have attempted to forecast monthly YoY inflation for Pakistan by …