We introduce a novel methodology for detecting inflation turning points that com-bines high-frequency, disaggregated … inflation dynamics. The methodology consists of three key components: measuring inflation as the slope of the log price index … rather than using conventional inflation rates, employing structural break techniques to detect shifts in this slope, and …

. Adding inflation as a second variable, we uncover two states in which expected consumption growth is low, one with high and … one with negative expected inflation. Embedded in a general equilibrium asset pricing model with learning, these dynamics …

Background: Hedging against inflation assumes instruments such as gold, stocks, fixed income securities, and real … estate. There still exists a lack of appropriate strategy to hedge against inflation. Objectives: This paper examines the … possibilities for hedging against inflation in Croatia offered by the Zagreb Stock Exchange indices. Methods/Approach: Based on …

This study empirically addresses claims about the effects of strikes on output growth, inflation, and non … any case, this was not contested. Our findings, however, contradict the claims that strikes ensue inflation and …-agriculture employment but has no effect on inflation. The inflation finding suggests that strikes do not cause a wage-price spiral because …

For many developing countries, historical inflation figures are rarely available. We propose a simple method that aims … to recover such figures of inflation using prices of postage stamps issued in earlier years. We illustrate our method for … Suriname, where annual inflation rates are available for 1961 until 2015, and where fluctuations in inflation rates are …

cent over a two-year horizon. Both cyclical (subdued demand) and structural (decline in level of inflation) factors have …

This paper presents a set of new core inflation measures for Brazil based on the Singular Spectrum Analysis (SSA …) method. The measures are based on the official target used in the Brazilian inflation targeting regime. The period of … analysis ranges from the beginning of the inflation targeting regime in 1999 and 2021. The SSA measures were compared to the …

inflation. To this end, the bivariate noisy Mackey-Glass process recently developed by Kyrtsou and Labys (2006) has been applied … influences of speculative price behaviour on inflation …

In this paper we propose a model for monthly inflation with stochastic trend, seasonal and transitory components with …, the uncertainty associated with these components may increase with the level of inflation as postulated by Friedman. We … experiments. Finally, we use auxiliary residuals to detect conditional heteroscedasticity in monthly inflation series of eight …