I present evidence that higher frequency measures of inflation expectations outperform lower frequency measures of … inflation expectations in tests of accuracy, predictive power, and rationality. For decades, the academic literature has focused … on three survey measures of expected inflation: the Livingston Survey, the Survey of Professional Forecasters, and the …

This paper aims to investigate the relationship between inflation and inflation uncertainty in the Turkish economy by … using contemporaneous Exponential GARCH (EGARCH) estimation methodology. Our findings indicate that inflation leads to … inflation uncertainty, and dealing with the information content of this relationship, the conditional variance of inflation …

In the following study the relation between the public debt and the inflation will be analysed. The transmission from … the public debt to the inflation through the money supply and long term interest rate will be shown. Based on these …

This study adopts the long-run structural VAR approach to analyse the determinants of inflation in the Euro Area … economy over the period 1985:1- 2003:2. Theoretical relationships link inflation to markup and output gap, respectively. The … short-run dynamic properties of inflation are investigated using a structural VECM. Inflation is explained by a mixture of …

The aim of this paper is to construct a quarterly inflation model for Croatia. In order to model inflation dynamics se … economic theories of inflation, which are also consistent with the properties of the data. A two step procedure is followed. In … the first step, the long-run sectoral analysis of inflation sources is conducted, yielding long-run determinants of …

Central Banks have gained much credibility in controlling one important macroeconomic variable: inflation. This paper … tries to examine the relation between inflation and other economic variables in Croatia by searching for the best …

This paper proposes a measure of real-time inflation expectations based on metadata, i.e., data about data, constructed … from internet search queries performed on the search engine Google. The forecasting performance of the Google Inflation … Search Index (GISI) is assessed relative to 37 other indicators of inflation expectations – 36 survey measures and the TIPS …

For decades, the academic literature has focused on three survey measures of expected inflation: the Livingston Survey … models of forecasting inflation, the data are low frequency measures which appear anachronistic in the modern era of high … frequency and real-time data. I present a collection of 37 different measures of inflation expectations, including many …