consumer price inflation rate. …

Empirical evidence suggests consumers rely on their shopping experiences to form beliefs about inflation. In other …. Learning by shopping anchors households' beliefs about inflation to its past, causing disagreement with firms over the value of … inflation, increases the degree of anchoring of households' inflation expectations, and flattens the slope of the Phillips curve …

generally find that deflation terms contributes negatively to such a premium and inflation positively. The magnitudes of the … coefficients associated with deflation tend to be greater, compared to those associated with inflation. This suggests that …

Empirical research on the degree and stability of inflation persistence in the US has produced mixed results: some …-WWII US inflation (monthly and quarterly) became highly persistent during the 'Great Inflation'period, and then switched back …

In this research paper ARCH-type models are applied in order to estimate the Value-at-Risk (VaR) of an inflation …-index futures portfolio for several time-horizons. The empirical analysis is carried out for Mexican inflation-indexed futures … time horizons. These results have implications for short-term inflation forecasts. By estimating confidence intervals in …

We study the dynamics of inflation persistence in 45 countries for the period 1960-2008. We use a nonparametric unit … inflation data, and a test for multiple changes in persistence, which decomposes the sample information between adjacent I(0 …) and I(1) periods. We find that (1) With very few exceptions, inflation around the world rejects a unit root, (2) for …