, which should be manifested, possibly with a lag, in both producer and consumer prices. We build a forecasting model based on …

increasingly featured, along with linear counterparts, in the forecasting literature. In this study, we focus on forecasting South … competing model consistently and significantly beats the LoLiMoT's performance in forecasting South African inflation. …

relate to the forecasting environment (which cannot be influenced by the forecasters). Among the variables capturing the … forecasting design (which can, by contrast, be influenced by the forecasters), the size of the dataset from which factors are … unbalanced panel, whether restrictions implied by the factor structure are imposed in the forecasting equation or not and whether …

information. Finally, when forecasting the headline CPI, our UIG for China outperforms traditional core measures over different …