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 …

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

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 …

This paper considers the application of long memory processes to describe inflation with seasonal behaviour. We use … inflation rates of four different countries, USA, Canada, Tunisia, and South Africa. The analysis is carried out using the … persistence is a common feature for inflation series. Note that neglecting the existence of additive outliers may possibly biased …

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 …

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 …