accurate and reliable forecasts for the future rate of inflation is a necessity for its successful realization. This paper aims … to enrich the Bank's portfolio of short-term inflation forecasting tools through the construction of a Bayesian vector …, allowing for the inclusion of more endogenous variables, and in this way enabling a more comprehensive explanation of inflation …

This paper assesses the performance of monetary indicators in predicting euro area HICP inflation out-of-sample over …. The results suggest that monetary indicators are still useful indicators for inflation in the euro area, but that a … inflation. …

indicators in predicting euro area HICP inflation out-of-sample over the period first quarter 1999 till third quarter 2006 …

theoretical predictions and simulations are corroborated when forecasting aggregate US inflation pre- and post 1984 using …

This paper reinvestigates the performance of trimmed-mean inflation measures some 20 years since their inception … measures in forecasting headline inflation. …

Survey-based expectations are mostly used by monetary authorities for inflation forecasts and evaluation of the … credibility of their inflation fighting policies. It is also an important link in the monetary policy transmission mechanism. This … study examined the predictive ability of business expectations survey (BES) inflation index on movements of inflation as …

patterns in economic activity and inflation following oil price shocks in the euro area. In the normal regime, oil price shocks … followed by sizeable and sustained macroeconomic fluctuations, with inflation and economic activity moving in the same … direction as the oil price. The responses of inflation expectations and wage growth point to second-round effects as a potential …

Historians have suggested there were waves of inflation or price revolutions in the UK (and earlier England) in the 13 …th, 16th, and 18th centuries, prior to the ongoing inflation since 1914. We study retail price inflation since 1251 and … volatility. The long-horizon forecasts suggest only one inflation wave, that of the 20th century. We also use the model to …

Central bank surveys frequently elicit households' probabilistic beliefs about future inflation. The responses provide … only a coarse picture of inflation beliefs further away from zero. Using data from the Bundesbank household panel, we show … that the current high-inflation environment induces respondents to allocate considerable probability to the rightmost open …