while ARIMA model gives the most accurate forecast of twelve-month inflation in EU countries. The Holt-Winters (additive and … fact that the European Union has been implementing a policy of strict inflation targeting for a long time, so the ARIMA … models give the most accurate forecast of inflation future values. In the countries of the Western Balkans the targeting …

. This paper therefore focuses on investigating the existence or otherwise of long memory in the Nigerian and US inflation …-parametric methods. Even though the US inflation is fractionally integrated and Nigerian inflation series has unit root, the linear model …

This paper studies inflation persistence with time-varying coefficient autoregressions for twelve central European … countries,in comparison with the United States and the euro area. Inflation persistence tends to be higher in times of high … inflation. Since the oil price shocks, inflation persistence has declined both in the US and euro-area. In most central and …

This article studies inflation persistence with time-varying coefficient autoregressions for twelve central European … countries, in comparison with the United States and the euro area. Inflation persistence tends to be higher in times of high … inflation. Since the oil price shocks, inflation persistence has declined both in the US and the euro-area. In most central and …

wealth. Domestic price inflation is affected by imported inflation including currency depreciation (a pass through effect …