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 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 …

In the paper we have investigated to what extent the behaviour of CPI inflation depends on changes in domestic economic … price indices respond to exchange rate movements and/or foreign inflation. The impact of exchange rate is most substantial …

The purpose of the article is to evaluate the forecasting performance of dynamic factor models in forecasting inflation … Polish and world economy to conduct the out-of-sample real time forecasts of inflation (consumer price index). The results …

This paper is organized in two parts, an overview of the evolution of inflation, highlighting the factors that … influenced the persistent inflation in Romania, and a VAR model for the impulse analyses. The purpose of the paper is to present … and the impact of external shocks (such as international price of oil) on the development of inflation. …

banks use forecasting models based on ANN methodology for predicting various macroeconomic indicators, like inflation, GDP … Growth and currency in circulation etc. In this paper, we have attempted to forecast monthly YoY inflation for Pakistan by …

This paper is organized in two parts, the presentation of the model of inflation for Romania, and the results of … simulation and research of inflation and its determinants in Romania, with a focus on the short-term impact of the changes in … international oil price, on the future inflation in Romania. …