This paper presents a framework for quantifying uncertainty around point forecasts for GDP, inflation and house prices …

We document the real-time forecasting performance for output and inflation of the New York Fed dynamic stochastic …

Documents how employment and spending for health care will respond with a distributed lag to inflation and GDP growth …

Establishing the external validity of experimental inflation forecasts is essential if laboratory experiments are to be … used as decision-making tools for monetary policy. Our contribution is to document whether different measures of inflation … information, suggesting the presence of some form of bounded rationality or information imperfections. Finally, lagged inflation …

We investigate the inflation process in Poland during the economic transition period by applying Markov Switching … Models to explain the inflation generating process. The analysis is limited to the period between March 1992 and October 2005 …, a period of relatively high inflation The application of non-linear models is a consequence of the transition period …

variance decomposition of US inflation. We also find that domestic currency has higher share of the forecast error variance …

We investigate inflation in Poland in the period of economic transition by examining the potential application of … Markov Switching Models to model the inflation generating process in Poland. The time horizon of analysis was limited to the … inflation rates following the economic transition period in early 1990s which was accompanied by a high level of inflation …

rate pass-through and its significant implications for the inflation in the United Kingdom. There is also ample evidence to … index from Jan 1989 to June 2016. We compared the Post-Brexit inflation forecast by the Bank of England with an ARIMA model …, similar in magnitude to the ones associated with Brexit. It showed that the actual path of inflation substantially diverged …

The purpose of this paper is to investigate the nature of professionals’ inflation forecasts inattentiveness. We …