Policymakers and researchers see inflation characterized by cyclical fluctuations driven by changes in resource … utilization and temporary shocks, around a trend influenced by inflation expectations. We study the in-sample inflation dynamics … and forecast inflation out-of-sample by analyzing a New Keynesian Phillips Curve (NKPC) in the frequency domain. In …

: unemployment, inflation, and GDP in Ethiopia using the cross-wavelet transform (XWT) analysis, the multivariate Student … a relationship between unemployment, inflation, and GDP, though the relationship varies over time and frequency. The … estimation results from the multivariate Student-t GAS model show that the correlation between unemployment (overall, male …