The main aim of this paper is to provide forecast intervals for inflation and unemployment rate in Romania, bringing …

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 …

accuracy for euro area real GDP growth and HICP inflation. We consider BVAR averaging, Bayesian factor augmented VARs (BFAVARs … optimally does not improve forecast accuracy; (e) all variants except the large BVAR tend to be well calibrated for inflation …

small set of simple bivariate closed-loop time-series models for the prediction of price inflation and of long- and short …

its error component is partially unspecified. The statistical properties of the model are discussed and a novel estimation …

performance of commonly used time series models when forecasting CPI inflation in Australia. The main result is that trend models … inflation when the RBA adopted inflation targeting, the one-off 10 per cent Goods and Services Tax inflationary episode in 2000 …, and the gradual decline in inflation since 2014 …