monthly core inflation rate in Argentina, known as "resto IPCBA" and published by the Statistics Office of the City of Buenos …. Additionally, an analysis of intra-period forecasts, reveals a slight trend towards increased forecast accuracy as the daily …

accuracy is assessed through in-sample forecast evaluation across various data sub-samples. This paper also discusses how these …

Republic of Macedonia (NBRM) for short-term forecasting of inflation - Autoregressive integrated moving average models … models' out-of-sample forecasting performance for the period 2012 q3 to 2016 q2 by using a number of forecast evaluation … Statistics. Additionally, we constructed several composite forecasts in order to test whether a combination forecast is superior …

The purpose of the paper is to introduce the framework for decomposing the forecast of headline inflation, obtained by … inflation forecast, with relatively good fit of equations for food and domestic oil prices. This model serves as satellite model … core inflation. The model for inflation decomposition is a small structural model, set up in state space framework. Kalman …

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 …In 2016 the Central Bank of Argentina began to announce inflation targets. In this context, providing authorities with …

available at the Central Bank of Malta. Overall, the results point towards a higher forecast accuracy of the dynamic factor …

We assess the bivariate relation between money growth and inflation in the euro area and the United States using hybrid … statistically unstable across time in both regions. The effect that shocks to money growth has on inflation weakened notably after … monetary aggregates to inflation. …

future changes in the rate of inflation. More recently, this relationship has been strengthened through the introduction of …-of-sample forecasting exercise. We find that three-regime models that allow for shifts in the inflation risk premium or real interest rate (or … both) are the most promising forecasting models of inflation when using the term structure. …

in comparison with the Survey of Professional Forecasters. -- Google Econometrics ; Forecast Comparison ; Keyword Search …