There is a large literature on the impact of exchange rate and monetary policy regimes on inflation volatility in … emerging markets. Other determinants of inflation volatility are less well understood. Using monthly time-series data on the …-specific characteristics that drive local inflation volatility. Among the significant determinants of volatility are average inflation …

We examine the effect of inflation variability and economic growth using annual historical data on both developing and … inflation variability by the five-year coefficient of variation of inflation, we obtain the following results: (1) For … developing countries, there is significant evidence to suggest that when the rate of inflation exceeds 10% inflation variability …

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. …

factors that drive inflation volatility. Among the significant determinants of volatility are average inflation rates …, transport and communication infrastructure, consumer access to credit markets and urbanization. However, there is substantial …

strategies may be well described by Taylor rules with a time-varying inflation target, a time-varying natural rate of … currencies considered, outperforming a benchmark model that does not account for changes in trend inflation and trend …

Historians have suggested there were waves of inflation or price revolutions in the UK (and earlier England) in the 13 …th, 16th, and 18th centuries, prior to the ongoing inflation since 1914. We study retail price inflation since 1251 and … volatility. The long-horizon forecasts suggest only one inflation wave, that of the 20th century. We also use the model to …

This paper investigates the relationship between the Great Moderation and two measures of inflation performance: trend … inflation and inflation volatility. Using annual data from 1970 to 2011 for a large panel of 180 developed and developing … empirical findings show that the effect of inflation volatility is positive, while the effect of trend inflation is negative …

The estimation of inflation volatility is important to Central Banks as it guides their policy initiatives for … Heteroscedasticity (GARCH) family with a view to providing a parsimonious approximation to the dynamics of Nigeria's inflation volatility … and food CPI, implying that the impacts of inflation shocks on their volatilities die away very slowly. However, the …

Inflation dynamics in Brazil are high and volatile. This short paper seeks to shed some light on the features of … inflation in Brazil and provides a non-exhaustive list, in the way of a primer, of factors that are especially important. It … also offers some suggestions for how monetary policy could deal with these factors to control inflation and bring interest …

Global developments play an important role in domestic inflation rates. Previous literature has found that a … substantial amount of the variation in a large set of national inflation rates can be explained by a single global factor. However …, inflation volatility has been typically neglected, while it is clearly relevant both from a policy point of view and for …