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 …

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 …

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 …

The maintenance of price stability is regarded as a key economic policy goal, as inflation is costly and hinders … economic growth. There is a vast literature on the relationship between inflation and growth across time, regions, and … inflation ranges. The conventional neoclassical view postulates a linear negative relationship between inflation and economic …

The aim of this article is to assess the empirical evidence of the nexus between public expenditure and inflation for …(2) process. Moreover, a long-run relationship between the share of public expenditure and inflation is found for Cyprus … from inflation to expenditure for Cyprus, France and Spain; and of a bidirectional flow for Italy, Malta and Portugal. Some …

The aim of this article is to assess the empirical evidence of the nexus between public expenditure and inflation for …(2) process. Moreover, we find a long-run relationship between the growth of public expenditure and inflation only for … inflation for Cyprus, Malta and Spain; of a bidirectional flow for Italy; and from inflation to public expenditure for France …

This paper examines price and inflation convergence between three European countries (Italy, Spain and the U.K.) and a …

In this paper, we examine whether UK inflation is characterized by aggregation bias using three sets of increasingly … disaggregated inflation data and a battery of univariate and panel unit root tests. Our results support the existence of aggregation … bias since while the unit root hypothesis cannot be rejected for aggregate inflation, it can be rejected for some of its …

shocks on inflation in Fiji. How the domestic inflation in a pegged exchange rate system is aligned with international price …. The multivariate cointegration tests are done after the unit root tests, and further, the Vector Error Correction (VEC … also shows that due to the exchange rate depreciation, inflation has increased for many years in Fiji. The policy …

-1996. In estimating the model, we first test for cointegration in the money and foreign exchange markets, using the … inflation emanates from movements in the exchange rate, foreign prices, and terms of trade. The error correction term for the … monetary sector does not enter the model, but money supply and the interest rate influence inflation in the short run …