applied to quarterly and monthly US inflation in an empirical study. We find that the persistence of quarterly inflation has … and density forecasts for monthly US inflation. …

We investigate changes in the time series characteristics of postwar U.S. inflation. In a model-based analysis the … conditional mean of inflation is specified by a long memory autoregressive fractionally integrated moving average process and the … efficient estimates of the parameters using a monthly dataset of core inflation for which we consider different subsamples of …

concerned with themodelling and forecasting of two U.S. macroeconomic time series:inflation and industrial production. …

In 2016 the Central Bank of Argentina began to announce inflation targets. In this context, providing authorities with … desired policy goals. This paper develops a group of models to forecast inflation for Argentina, which includes autoregressive … can improve the forecast ability of the univariate autoregressive benchmark’s model of inflation. The Giacomini-White test …

the beginning of 2018. They also have performed well in forecasting the direction of inflation. In terms of the …This paper develops Area-wide Leading Inflation CyclE (ALICE) indicators for euro area headline and core inflation with … an aim to provide early signals about turning points in the respective inflation cycle. The series included in the two …

short-term forecasting models. These empirical findings have been established for different macroeconomic data sets and … specification is most effective in its forecasting performance. Furthermore, the forecast performances of the different … extended empirical out-of-sample forecasting competition for quarterly growth of gross domestic product in the euro area and …