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 …

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 study estimates degree of intrinsic inflation persistence in Pakistan using aggregate price index, group level … price indices, and individual commodity prices. We find no evidence of a unit root in (MoM) inflation at any level, except … for house rent. Using monthly data from 1959 to 2011 we find that the estimate of (overall) inflation persistence is 0 …

Recent research work has shown that inflation rate is asymmetric and it is also well known that asymmetry is a non …-linear phenomenon. In order to better understand this non-linearity in inflation of Pakistan, we investigate the possible presence of … Smooth Transition Autoregressive (STAR) non-linearity in inflation series. The study finds that month on month inflation …

peculiar nature of the gold market in Vietnam and the resiliently strong demand for gold in the local market. In particular …, the movements in the price of gold seem to lead a symmetrical trend in the headline inflation since the outbreak of the … of the gold price movements in Vietnam. Past studies demonstrate that if gold could be viewed as a financial asset …

neighborhood and unobserved heterogeneity of countries of the region to analyze the effects of Policy mix on inflation, the output … mechanism of propagation of shocks affecting the level of inflation and a mecanisme for output stabilization. …

The paper shows the advantages and handicaps of implementing an inflation target (IT) regime, from a Post-Keynesian and …

impact of inflation on stock market returns and volatility using monthly time series data from two West African countries … case holds for Ghana. Furthermore, inflation rate and its three month average were found to have significant effect on … stock market volatility in the two countries. Measures employed towards restraining inflation in the two countries …