of total inflation to price nominal Treasuries. This approach captures different frequencies in inflation fluctuations … a common structure of latent factors determines and predicts the term structure of yields and inflation. The model … outperforms popular benchmarks and is at par with the Survey of Professional Forecasters in forecasting inflation. Real rates …

of total inflation to price nominal Treasuries. This approach captures different frequencies in inflation fluctuations … a common structure of latent factors determines and predicts the term structure of yields and inflation. The model … outperforms popular benchmarks and is at par with the Survey of Professional Forecasters in forecasting inflation. Real rates …

Any measure of unobserved inflation uncertainty relies on specific assumptions which are most likely not fulfilled … measurement error, we propose using common information contained in different measures derived from survey data, a variety of … indicator for inflation uncertainty. Moreover, the idiosyncratic component of survey disagreement contains systematic …

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 assess the bivariate relation between money growth and inflation in the euro area and the United States using hybrid … statistically unstable across time in both regions. The effect that shocks to money growth has on inflation weakened notably after … monetary aggregates to inflation. …

. Our analysis improves upon existing work by endogenising the volatility of both output and inflation. Improved …

food market. Both are then included in structural VAR models to examine their effects on domestic food price inflation for … analysis is carried out to assess the effects on core inflation. The results suggest that both global food price mean and … volatility shocks have sizeable effects on food price inflation in all countries and persistent second-round effects on core …