between inflation dynamics and rising market concentration. …

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 …

overvalued exchange rates, growing budget deficits, high inflation, and low reserves. But times have changed, and many low …

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 …

This paper presents an analysis of the expected inflation distribution based on the surveys made to economic analysts …, dispersion, and skewness, of expected inflation. It is anticipated that the behavior of these aspects will be consistent with the … process of inflation convergence to its target, in the sense that the expected inflation level and dispersion, and the …

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 …

have decreased substantially from 2001 onwards, which coincides with the adoption of an inflation targeting regime by Banco …

analysis proves that a higher degree of central bank independence would statistically improve the inflation performance in the … entire region and in the two subsamples, basically by lowering the inflation rates level and decreasing volatility. Finally …