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Short-term inflation projections : a Bayesian vector autoregressive approach

Giannone, Domenico; Lenza, Michele; Momferatou, Daphne; … - In: International journal of forecasting 30 (2014) 3, pp. 635-644

Persistent link: https://www.econbiz.de/10010514782

Flood inflation : this time it's different

Gokarn, Subir Vithal - In: Economic developments in India : quarterly update : … (2011) 167, pp. 59-80

Persistent link: https://www.econbiz.de/10009754249

The "oil crisis" and African economies : oil wave on a tidal flood of industrial price inflation

Johnson, Willard R. - In: Daedalus : journal of the American Academy of Arts and … 111 (1982) 2, pp. 211-241

Persistent link: https://www.econbiz.de/10015099671

How informative are macroeconomicrisk forecasts?An examination of the Bank of England’sinflation forecasts

Knüppel, Malte; Schultefrankenfeld, Guido - Deutsche Bundesbank <Frankfurt, Main> / … - 2008

Macroeconomic risk assessments play an important role in the forecasts of manyinstitutions. However, to the best of our knowledge their performance has notbeen investigated yet. In this work, we study the Bank of England’s risk forecastsfor inflation. We find that these forecasts do not...

Persistent link: https://www.econbiz.de/10005866177

AN EMPIRICAL STUDY OF SIMPLE SUM AND DIVISIA MONETARY AGGREGATION: A COMPARISON OF THEIR PREDICTIVE POWER REGARDING PRICES AND OUTPUT IN TURKEY

Karaman, Dogan - 2009

as an alternative forecasting tool. Based on our results, we confidently conclude that money provides a good amount of … output, real or nominal. In forecasting inflation, we make a distinction between high- and low-inflation environments. In …

Persistent link: https://www.econbiz.de/10009430936

Inflation forecasting in the Western Balkans and EU: A comparison of Holt-Winters, ARIMA and NNAR models

Karadzic, Vesna; Pejovic, Bojan - In: Amfiteatru Economic Journal 23 (2021) 57, pp. 517-532

policy is not implemented in the same way and the NNAR models are better for inflation forecasting. …

Persistent link: https://www.econbiz.de/10014461862

Oil price pass-through into inflation in Spain at national and regional level

Topan, Ligia; Castro, César; Jerez, Miguel; Barge Gil, … - In: SERIEs - Journal of the Spanish Economic Association 11 (2020) 4, pp. 561-583

Oil price showed sharp fluctuations in recent years which revived the interest in its effect on inflation. In this paper, we discuss the relationship between oil price and inflation in Spain, at national and regional levels, and making the distinction between energy and non-energy inflation. To...

Persistent link: https://www.econbiz.de/10014496140

Explaining the US bond yield conundrum

Bandholz, Harm; Clostermann, Jörg; Seitz, Franz - 2007

model in different forecasting exercises. …

Persistent link: https://www.econbiz.de/10010308389

Is core money growth a good and stable inflation predictor in the euro area?

Carstensen, Kai - 2007

. Using an out-of-sample forecasting exercise and a stability analysis, it is shown that core money growth carries important … information not contained in the inflation history, that its inclusion in a forecasting model can increase the forecasting … forecasting model at all horizons is the one proposed by Gerlach (2004) that includes the inflation gap, the difference between …

Persistent link: https://www.econbiz.de/10010260569

Predicting inflation in Euroland: the Pstar approach

Scheide, Joachim; Trabandt, Mathias - 2000

Inflation is a monetary phenomenon. While this statement is widely accepted in terms of a long-run relationship, the quantity theory has been made operational also for the short-run dynamics of inflation by so-called Pstar models. An error correction model with quarterly data for the Euro Area...

Persistent link: https://www.econbiz.de/10010265458