small set of simple bivariate closed-loop time-series models for the prediction of price inflation and of long- and short …

intervals. Probability forecasts relating to UK output growth and inflation, obtained using a small macroeconometric model, are … presented. We discuss in detail the probability that inflation will fall within the Bank of England's target range and that … insights on the interrelatedness of output growth and inflation outcomes at different horizons. …

horizon-dependent biases and lower accuracy than simple unconditional uncertainty forecasts. We examine the inflation …

This paper examines the information content of inflation forecasts derived using index-linked and conventional bonds …. The paper finds that the derived inflation term structure (ITS) gives a somewhat better indication of the bond market …'s inflation expectation than can be derived using either the nominal term structure or a variant employing strong assumptions …