In this paper, I apply univariate and vector autoregressive (VAR) models to forecast inflation in Vietnam. To … forecasting models from among the different candidates. I find that VAR_m2 is the best monthly model to forecast inflation in … properties of inflation in Vietnam. Then, I compute the pseudo out-of-sample root mean square error (RMSE) as a measure of …

generating the density forecast of inflation, and analyse the performance of the central bank in achieving announced inflation … functional autoregressive (FAR) modeling approach to the density forecasting analysis of national inflation rates using sectoral … inflation rates in the UK over the period January 1997-September 2013. The pseudo out-of-sample forecasting evaluation and test …

subject to stochastic volatility. It enables the disentanglement of dynamic structures in both the mean and the variance of … applied to quarterly and monthly US inflation in an empirical study. We find that the persistence of quarterly inflation has … increased during the 2008 financial crisis while it has recently returned to its pre-crisis level. The extracted volatility …