support of production of the projections produced for the Monetary Policy Committee's quarterly Inflation Reports. In this …

We introduce a new measure called Inflation-at-Risk (I@R) associated with (left and right) tail inflation risk. We … estimate I@R using survey-based density forecasts. We show that it contains information not covered by usual inflation risk … indicators which focus on inflation uncertainty and do not distinguish between the risks of low or high future inflation outcomes …

What is the probability of high inflation; how high, when? These questions are important to all investors since even … characterizes this as The War On Savers. Higher inflation is possible, at 4% or more, with even worse effects. There are heated … debates about the probability and timing of high inflation, but our review of the extensive literature reveals no reliable way …

prediction procedure is applied to a seven variable system with focus on forecasting the Swedish inflation. …

The ability of the New Keynesian Phillips curve to explain US inflation dynamics when official central bank forecasts … (Greenbook forecasts) are used as a proxy for inflation expectations is examined. The New Keynesian Phillips curve is estimated … using actual data on future inflation as conventionally employed in empirical work under the assumption of rational …

This paper implements recursive techniques to estimate the equilibrium level of M2 velocity and to forecast inflation …-time forecasts of inflation and evaluate the performance of the forecasts obtained from the alternative models. We find that while a … P* model assuming a constant equilibrium velocity does not provide accurate inflation forecasts in the 1990s, a model …

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 …