expectations, the inflation rate and the output gap and the variance of these variables as uncertainty measures by using a VAR …Uncertainty about the future path of inflation affects consumption, saving and investment decisions as well as wage … negotiations and price setting of firms. These decisions are based on inflation expectations which are a key determinant of …

principal components estimator, suited to estimate systems of fractionally cointegrated processes. The proposed core inflation … measure is the scaled common persistent factor in inflation and excess nominal money growth and bears the interpretation of … monetary inflation. The proposed measure is characterised by all the properties that an u0093idealu0094 core inflation process …

Equilibrium correction models of the price level are often used to model inflation. Such models assume that the long …

This paper carries out another evaluation on a highly debated property of inflation dynamics, namely its persistence …. We study inflation dynamics for the United States since 1959 with a time-varying methodology where the intercept … remarkably low end-of-sample estimates for inflation persistence …

A key application of long memory time series models concerns inflation. Long memory implies that shocks have a long … such level shifts are not unlikely for inflation, where the shifts may be caused by sudden oil price shocks, we examine … whether evidence for long memory (indicated by the relevance of an ARFIMA model) in G7 inflation rates is spurious or …

in both hidden and output layers. In this paper, we compare the performance of the BPN model with that of two other … context of forecasting inflation. The RBFN model is a hybrid model whose learning process is much faster than the BPN model …

with the traditional econometric approaches to forecasting the inflation rate. Of the traditional econometric models we use …

This paper proposes an inflation forecasting model for Togo through a simple autoregressive (AR) model. Using data on … inflation measured by the annual percentage change in the consumer price index (CPI), ranging from 1967 to 2019, we find that a … simple AR(1)model can help forecasting inflation in Togo …

earlier studies, we find that US postwar data are consistent both with the view that inflation dynamics are forward … relevant determinant of inflation. We show that this is an important factor contributing to the weak identification of the …

economies. In the environment of low inflation, the fading relationship between the price dynamics and the adjustments in the … hybrid NKPC parameters. The results advocate that a statistically significant relationship between inflation and the domestic … flatten as the inflation's sensitivity with respect to changes in economic slack diminishes. That notwithstanding, the impact …