modifies a wage–price-setting (WPS) model to forecast U.S. inflation over one- to three-year horizons. The out …-of-sample forecast results show that productivity growth is a useful predictor of inflation, in the sense that the modified WPS model … improved further by combining productivity growth with anchored inflation expectations. Interestingly, during the 2000 …

Using state-space modeling, we extract information from surveys of long-term inflation expectations and multiple … approaches to real-time forecasting of headline PCE inflation. We find that performance is enhanced if forecasting equations are …, introducing slack into models estimated using headline PCE inflation data or conventional core inflation data causes forecast …

inflation is expressed in an ample literature regarding inflation forecasting. In this paper we evaluate nonlinear machine … learning and econometric methodologies in forecasting the U.S. inflation based on autoregressive and structural models of the … as benchmark. In order to evaluate the contribution of the term-spread in inflation forecasting in different time periods …