This paper investigates the effects of media coverage and macroeconomic conditions on inflation forecast disagreement … inflation affects forecast disagreement by influencing information sets as well as predictor choice. Our empirical results show …

This paper attempts to evaluate the information content of money for the forecast of inflation, output, investment and … their forecast performance. The evaluation employs Granger-causality tests, stability tests and historical out …-of-sample forecasts. On balance the information content of money appears to be rather limited. An improvement of the forecast is confined …

-trim, some gaps appear to provide information that reduces forecast errors when compared with models that use only lags of … inflation. However, forecast improvements are rarely statistically significant. In addition, we find little evidence of the …

The purpose of the paper is to introduce the framework for decomposing the forecast of headline inflation, obtained by … inflation forecast, with relatively good fit of equations for food and domestic oil prices. This model serves as satellite model …

betrachtet. Es zeigt sich, daß eine Reihe von Indikatoren für eine kurzfristige Prognose geeignet sind, daß aber eine Prognose … forecast horizons or for the prediction of turning points …

directional forecasts can provide a useful framework to assess the economic forecast value when loss functions (or success … directional forecast value is a readily available alternative to the commonly used squared error loss criterion. -- Directional … forecasts ; directional forecast value ; forecast evaluation ; economic forecast value ; mean squared forecast error ; mean …