recent advances in precision-based algorithms, is developed. Our results for several measures of U.S. inflation indicate that … estimates of trend inflation. …

examined by Ding, Granger and Engle (1993) that suggests that ARFIMA models estimated using a variety of standard estimation … rolling estimation schemes. The strongest evidence in favor of ARFIMA models arises when various transformations of 5 major …

Artificial neural network modeling has recently attracted much attention as a new technique for estimation and … with the traditional econometric approaches to forecasting the inflation rate. Of the traditional econometric models we use …

-based algorithms. We assess the usefulness of these new models in an inflation forecasting exercise across all G7 economies. We find …

algorithms. We assess the usefulness of these new models in an inflation forecasting exercise across all G7 economies. We find …

generalized Phillip curve for three inflation-targeting countries and produced evidence of significant time-variation in most of … the predictors. We compare the performance of the priors in density forecast of inflation allowing for constant and … stochastic volatility in the model estimation. Evidence from the estimates of the log predictive density score shows that the …