We propose to regard the central banker as a risk manager who aims to contain inflation within pre-specified bounds. We …

in US inflation indices such as CPI and PPI and briefly discusses its implications for risk management as well as the … significant inflation risk faced by lower-income households in urban areas such as New York City. To address the latter, it … proposes an inflation insurance fund that can purchase low-cost insurance during inflation down cycles and use payoffs in up …

This paper outlines an approach to assess uncertainty around a forecast baseline as well as the impact of alternative …

Inflation risk is of high relevance in non-life insurers' long-tail business and can have a major impact on claims … reserving. In this paper, we empirically study claims inflation with focus on automobile liability insurance based on a data set … inflation risk and its impact on reserving. Toward this end, we use stepwise multiple regression analysis to identify relevant …

Project finance investments are highly exposed to inflation risk, especially if they are financed by foreign debt and … located in developing countries with volatile currencies. In Public Private Partnerships, inflation risk may be mostly born by …, up to a force majeure earth-quaking threshold. In its uneven impact, inflation may consequentially remix corporate …

producing fan charts that better communicates the uncertainty present in forecasts from multivariate time series models. Second …

rules that are robust with respect to model uncertainty facing both the policymaker and private sector. We apply our … methodology to three simple interest-rate rules: inflation-forecast-based (IFB) rules with a discrete forward horizon, one … targeting a discounted sum of forward inflation, and a current wage inflation rule. We use an estimated DSGE model of the euro …

of uncertainty, the recession in the UK cannot be ruled out. The decline in capital inflows to the UK economy can be …