Since the adoption of inflation targeting, the seasonal appears to be the component that explains the major part of … inflation’s total variation in Mexico. In this context, we study the performance of seasonal time series models to forecast … short-run inflation. Using multi-horizon evaluation techniques, we examine the real-time forecasting performance of four …

inflation. During crises periods, the strength of the transmission of inflation uncertainty shocks from one country to another … tends to intensify. This paper examines empirical methodologies to measure the strength of the interdependence of inflation … uncertainty between the UK and the euro area. We first estimate inflation uncertainty by expost forecast errors from a bivariate …

This paper investigates evidence of a Fisher effect in Nigeria by employing quarterly CPI inflation and Nominal … inflation rates in the long run despite the presence of positive relationship among the variables. Our study recommends the … adoption of potent policies aimed at checking inflation so as to help reduce high interest rates in order to stimulate growth …

inflation rates of Turkey and propose a new weighting scheme, the time-varying simple weighting method. Our guiding principle … prospective credibility of the inflation-targeting regime of the central bank of the Republic of Turkey …

-country data set and a broad array of variables, in order to test the inflation forecasting performance of extracted factors at the … indicators of inflation, but the comparative advantage of the factors is less clear. Nevertheless, alternative indicators such as …

series. These series are obtained by using a number of different methodologies for estimating expected inflation, using …