aggregate inflation and the higher-order moments of the distribution of relative price changes. Our empirical findings confirm … explanatory variable for the inflation rate. Further, the skewness measure also helps to explain shifts in the Phillips curve …

aggregate inflation and the higher-order moments of the distribution of relative price changes. Our empirical findings confirm … explanatory variable for the inflation rate. Further, the skewness measure also helps to explain shifts in the Phillips curve …

markets and inflation is analyzed. The results of Granger-causality tests reveal that stock market has no predictive power … volatility for inflation uncertainty, et vice versa. Regarding the subsequent volatility of short-term and of long-term interest … rate. In contrast, inflation uncertainty provides some information. The hypothesis of a causality running from the …

inflation and the skewness of the distribution of relative price changes. Our empirical results are mixed. Our regression … inflation rate. Our empirical evidence in favor of the hypothesis that the skewness measure may help to explain shifts in the …

We use Bayesian additive regression trees to reexamine the efficiency of growth and inflation forecasts for Germany. To …-term growth and longer-term inflation forecasts. We cannot reject weak efficiency of short-term growth and inflation forecasts. We …

between professional economists' forecasts of the growth rate of money supply, the inflation rate, the growth rate of real …

implications for monetary policy as the central bank has to decide which inflation rate to target. Our results demonstrate that …