for forecasting US inflation in the early to mid 2000s. We explore a wide range of different definitions of money … kernel regression technique is a finite memory predictor. The two methodologies compete to find the best fitting US inflation … forecasting inflation. Beyond its economic findings, our study is in the tradition of physicists' long-standing interest in the …

inflation, extending the inquiry conducted in Tallman and Chandra (1996). First, we investigate whether perfect knowledge of the … future values of financial aggregates helps improve significantly the forecasting accuracy of output and inflation in a … data. We find only one instance in which an aggregate helps explain the variation in either real output growth or inflation …

revisit claims in the literature that money growth is Granger-causal for inflation at low frequencies. Applying frequency …-specific tests in a comprehensive system setup for euro-area data we consider various theoretical predictors of inflation. A general … Granger-causal for low-frequency inflation movements, and all variables affect money growth. We therefore interpret opposite …

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

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

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. …

(Applied Financial Economics, 13, 693-700, 2003) on inflation and output on stock returns and volatility is extended by … inflation, output growth, and interest rate, has weak predictor power on stock market volatility and returns. In line with the …