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 …

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 …

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 …

A linear and lagged relationship between inflation, unemployment and labor force change rate, π(t)=A0UE(t-t0)+A1dLF … in previous study holds together with statistical estimates of goodness-of-fit and RMSFE. Relationships between inflation … relationships between the studied variables demonstrates the superiority of the latter. The cumulative inflation curve or inflation …

fluctuations of output gap, however constructed or measured, are a good predictor of inflation in the UAE. This is carried out by … inflation in the UAE. …

The rational expectations hypothesis for survey and model-based inflation forecasts − from the Survey of Professional … data. The finding of near-unit-root effects in the inflation and inflation expectations series motivates the use of a local …-to-unity specification of the inflation process that enables us to test whether the data are generated by locally non-stationary or …

This chapter aims at assessing the long-run determinants and the short-run dynamics of inflation in each country … cointegrating VAR approach, which allows for a structural long-run analysis of inflation determinants along with an accurate … inflation differ in the countries belonging to the Euro Area, but also that cost-push factors have a considerable role in …

economic activity and inflation in Turkey during the 1991:7-2004:3 periods. In order to analyze these relationships, we have … stability tests. Besides, we have found out that the relationships between spread-real economic activity and spread-inflation …