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 …

This document analyzes inflation, exchange rate, interest rate, and GDP growth forecasts from the monthly Survey of … relative performance using as benchmarks forecasts from time series models and from other macroeconomic variables. Inflation … be better, in mean squared error terms, than the benchmark forecasts, except for the case of one-yearahead inflation. In …

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

relationship between credit for consumption and inflation. To give an answer to this question, we have performed an econometric …

Inflation forecasting plays a central role in monetary policy formulation. At the same time, recent international … empirical evidence suggests that with the decline in inflation of recent years, the joint dynamics of this variable and its … potential predictors has changed and inflation has become more unpredictable. Using a univariate model as a benchmark, we …

established inflation targeting. An optimal monetary rule is estimated for these economies using the Generalized Method of Moments …

The hierarchical structure of the Colombian Consumer Price Index (CPI) makes possible to calculate inflation as a … inflation using a lineal combination of the forecasts of these components, i.e. a "bottom to top" approach. In this paper, we … compared with an aggregate forecast using a SARIMA model. Our results show that a "bottom to top" method to forecast inflation …