This paper examines the relation between variations in perceived inflation uncertainty and bond premia. Using the … average individual uncertainty about inflation forecasts since 1968. We show that this ex-ante measure of inflation … uncertainty differs importantly from measures of disagreement regarding inflation forecasts and other proxies, such as model …

Using the Box-Jenkins approach to forecast inflation in the small open economy, we find that ARIMA can partly show …

This paper describes the econometric models used by the Banco de España to monitor consumer price inflation and …-setting behaviour and the importance of using models that allow for a slowly evolving local mean when forecasting inflation …

We develop a parsimonious bivariate model of inflation and unemployment that allows for persistent variation in trend … inflation and in the non-accelerating inflation rate of unemployment. The model, which consists of five unobserved components … inflation and unemployment. The implied backwards-looking Phillips curve has a time-varying slope that is steeper in the 1970s …

Inflation rates are highly persistent and extremely difficult to predict. Most statistical predictions based on … inflation forecasting that does not specify or estimate any predictive regressions, but rather starts by estimating a … contemporaneous relation between inflation rate and a short-term interest rate, and then relies on the forward interest rate curve to …

Forecasting inflation is an important and challenging task. In this paper we assume that the core inflation components … evolve as a multivariate local level process. This model, which is theoretically attractive for modelling inflation dynamics … estimates, as we show in a Monte Carlo exercise. In an application to euro-area inflation we find that our forecasts compare …

period 2016q1-2020q1. My findings suggest that inflation forecasts produced by the BVAR model are more accurate than those of … outperform those of the QPM for the whole forecast horizon. For inflation they also outperform the official NBU forecasts over …

monthly core inflation rate in Argentina, known as "resto IPCBA" and published by the Statistics Office of the City of Buenos …

, relatively flat for CPI inflation, and upward-sloping for the federal funds rate; 3) disagreement is time varying at all horizons …