futures prices for U.S. core inflation. The proposed aggregator reduces the out-of-sample root mean squared error for 12-month …-ahead inflation forecasts of the benchmark AR(1) model by 28 percent (20 percent) for the PCE (CPI) measure of core inflation. To …

The past years were characterized by unprecedented rises in prices of commodities such as oil or wheat and inflation … indicate future CPI inflation and if they can be used as indicator variables for central banks or not. We apply various … strong link between commodity prices and CPI inflation in the 1970s and the beginning of the 1980s. For a more recent sample …

This paper shows that for five small commodity-exporting countries that have adopted inflation targeting monetary … policies, world commodity price aggregates have predictive power for their CPI and PPI inflation, particularly once possible …

futures prices for U.S. core inflation. The proposed aggregator reduces the out-of-sample root mean squared error for 12-month …-ahead inflation forecasts of the benchmark AR(1) model by 28 percent (20 percent) for the PCE (CPI) measure of core inflation. To …

This article contributes to the existing empirical literature by examining the spillovers across price inflation and … prices and inflation. Further empirical findings shows that inflation, sorghum, soybeans, and wheat were net receivers while … cocoa, barley, groundnut, maize, rice were net givers. We find a negative net spillover for price inflation, implying a net …