indicators in predicting euro area HICP inflation out-of-sample over the period first quarter 1999 till third quarter 2006 …

the Generalized Dynamic Factor model to develop a set of core inflation indicators that, combining national data with area …

Over the last two centuries, the cross-spectral coherence between either narrow or broad money growth and inflation at … other countries, thus implying that the fraction of inflation’s long-run variation explained by long-run money growth has … correspondence with the inflationary outbursts associated with World War I and the Great Inflation–but not World War II …

ingredient to model. In fact, I found that the estimated premium is a very powerful predictor of inflation. It overcomes, in …

and beyond the determinants of currency invoicing (i.e., inflation rate, inflation volatility, foreign exchange market … by a drop in inflation volatility. …

This paper examines the presence of asymmetric behavior in exchange rate pass-through (ERPT) to CPI inflation in 12 …