" macroeconomic events. We examine this conjecture by studying Bayesian predictive distributions for output growth and inflation in …

In 2016 the Central Bank of Argentina began to announce inflation targets. In this context, providing authorities with … desired policy goals. This paper develops a group of models to forecast inflation for Argentina, which includes autoregressive … can improve the forecast ability of the univariate autoregressive benchmark’s model of inflation. The Giacomini-White test …

This paper explores the effect of inflation supply and demand shocks on government debt. It identifies the shocks using …

Republic of Macedonia (NBRM) for short-term forecasting of inflation - Autoregressive integrated moving average models …

Forecasting the inflation path is an important task for central banks in an inflation targeting regime. Therefore …, central banks must continuously evaluate the forecasting accuracy of the models used to generate inflation forecasts. This … paper evaluates the performance of most of the models that produce either unconditional or conditional inflation forecasts …