The persistence property of inflation is an important issue for not only economists, but, especially for central banks …, given that the degree of inflation persistence determines the extent to which central banks can control inflation. Further …, not only is the level of inflation persistence that is important in economic analyses, but also the question of whether …

The difficulty in modelling inflation and the significance in discovering the underlying data generating process of … inflation is expressed in an ample literature regarding inflation forecasting. In this paper we evaluate nonlinear machine … learning and econometric methodologies in forecasting the U.S. inflation based on autoregressive and structural models of the …

). The empirical results show the relevance of the modeling approach and provide evidence of regime change in inflation …

We provide new evidence on the relationship between inflation and its uncertainty in the U.S. on an historical basis …, covering the period 1775-2014. First, we use a bounded approach for measuring inflation uncertainty, as proposed by Chan et al … inflation and its uncertainty that varies across time and frequency. First, we show that in the medium- and long-runs, the …

This study investigates the asymmetric and time-varying causality between inflation and inflation uncertainty in South … features of inflation series simultaneously by measuring inflation uncertainty as the conditional variance of inflation …’s hypothesis. This implies that past information on inflation can help improve the one-step-ahead prediction of inflation …

turn, postulates an inverted u-shaped relationship between environmental pollutants and output. The empirical literature on …

The persistence property of inflation is an important issue for not only economists, but, especially for central banks …, given that the degree of inflation persistence determines the extent to which central banks can control inflation. Also, not … only is the level of inflation persistence that is important in economic analyses, but also the question of whether the …