This paper builds a short-term inflation projections (STIP) model for Latvia. The model is designed to forecast highly … Modelling Approach to Cointegration Analysis. Econometric Society Monographs, 31, 371-413.]. We assess the forecast accuracy of …) benchmarks. Across inflation components, the forecast accuracy gains are 20-30% forecasting 3 months ahead and 15-55% forecasting …

In this paper, I apply univariate and vector autoregressive (VAR) models to forecast inflation in Vietnam. To … properties of inflation in Vietnam. Then, I compute the pseudo out-of-sample root mean square error (RMSE) as a measure of … forecasting models from among the different candidates. I find that VAR_m2 is the best monthly model to forecast inflation in …

theoretical predictions and simulations are corroborated when forecasting aggregate US inflation pre- and post 1984 using … disaggregate sectoral data. - Aggregate forecasts ; disaggregate information ; forecast combination ; inflation …

The paper evaluates the 24-month ahead inflation forecasting performance of various indicators of underlying inflation … and structural models. The inflation forecast errors resulting from model misspecification are larger than the errors …) overperform other measures over the monetary policy horizon and are leading indicators of headline inflation. Trimmed means …

This paper estimates an inflation function and forecasts one-year ahead inflation for Japan. It finds that (i) markup … (EqCM) of inflation; (ii) with intercept corrections, one-year ahead inflation forecast performance of the EqCM is good; and … obtained would serve for structural model-based inflation forecasting. It also highlights the importance of adjustment to a …

while ARIMA model gives the most accurate forecast of twelve-month inflation in EU countries. The Holt-Winters (additive and … fact that the European Union has been implementing a policy of strict inflation targeting for a long time, so the ARIMA … models give the most accurate forecast of inflation future values. In the countries of the Western Balkans the targeting …

theoretical predictions and simulations are corroborated when forecasting aggregate US inflation pre- and post 1984 using …

nowcasting Philippine inflation, real GDP growth, and other related macroeconomic variables. It focuses on variations of mixed …

on the PPI seems to be useful to improve forecasts of CPI inflation. In particular, CPI inflation responds significantly …. -- Cointegration ; Forecast evaluation ; Granger causality ; Vector error correction …

inflation rates of Turkey and propose a new weighting scheme, the time-varying simple weighting method. Our guiding principle … prospective credibility of the inflation-targeting regime of the central bank of the Republic of Turkey …