This paper examines the relation between variations in perceived inflation uncertainty and bond premia. Using the … average individual uncertainty about inflation forecasts since 1968. We show that this ex-ante measure of inflation … uncertainty differs importantly from measures of disagreement regarding inflation forecasts and other proxies, such as model …

yields' fluctuations and highlight the roles of a tight monetary policy stance and expectations of lower inflation in … negative inflation slope points to higher odds of a recession within a year. An aggressive removal of policy accommodation …

The main aim of this paper is to provide forecast intervals for inflation and unemployment rate in Romania, bringing …

for inflation. We find that these forecasts do not contain the intended information. Rather, they either have no … forecasts ; Bank of England inflation forecasts …

We analyze forecasts of inflation and GDP growth contained in Banco de México's Survey of Professional Forecasters for … ; Inflation forecasting ; Macroeconomic forecasting ; Panel data ; Surveys. …

In this paper we apply a dynamic factor model to generate out of sample forecasts for the inflation rate in Mexico. We … disaggregated data to forecast inflation. Our data set contains 54 macroeconomic series and 243 CPI subcomponents from 1988 to 2008 … key variables in the economy such as output growth and inflation. -- Factor models ; Inflation forecasting ; Disaggregate …

predictive power of the output gap for inflation in the euro area. We find evidence of changes in trend growth around the … estimates in real time. Our measures help forecasting inflation over most of our evaluation sample (2001-2010) but fail … ; Markov-switching ; Auxiliary information ; Model averaging ; Inflation forecast ; Real-time analysis …

futures prices for U.S. core inflation. The proposed aggregator reduces the out-of-sample root mean squared error for 12-month …-ahead inflation forecasts of the benchmark AR(1) model by 28 percent (20 percent) for the PCE (CPI) measure of core inflation. To …

The main objective of this study is to assess the usefulness and rationality of the inflation and unemployment rate …