This paper presents a brief analysis of representative measures of inflation expectations from Central Bank of Brazil … measures of inflation expectations from the panel of professional forecasts surveyed from January 2002 to September 2012. We … predictive power of the alternative measures with the realized core of consumer price inflation. …

modifies a wage–price-setting (WPS) model to forecast U.S. inflation over one- to three-year horizons. The out …-of-sample forecast results show that productivity growth is a useful predictor of inflation, in the sense that the modified WPS model … improved further by combining productivity growth with anchored inflation expectations. Interestingly, during the 2000 …

. Here we show that this may be problematic. In a panel of US inflation forecast data that allows us to compare the two, the …A common practice in studies using inflation forecasts is to approximate fixed-horizon forecasts with fixed-event ones … inflation), and statistically significant differences in both the variances and persistence of the approximate inflation …