This paper reinvestigates the performance of trimmed-mean inflation measures some 20 years since their inception … measures in forecasting headline inflation. …

We analyze real-time forecasts of US inflation over 1999Q3-2019Q4 and subsamples, investigating whether and how … forecast accuracy and robustness can be improved with additional information such as expert judgment, additional macroeconomic … variables, and forecast combination. The forecasts include those from the Federal Reserve Board's Tealbook, the Survey of …

Nigeria inflation series covered by the study. The paper found a weak and statistically insignificant relationship between the …Survey-based expectations are mostly used by monetary authorities for inflation forecasts and evaluation of the … credibility of their inflation fighting policies. It is also an important link in the monetary policy transmission mechanism. This …

This study examines the impacts of the US inflation rate on the bond prices of G7 countries across different maturities … using inflation-induced equity market volatility (EMV) to better account for bond price determinants. The regression model … estimation. The testing results indicate that the inflation rate has a negative effect on bond returns across different …

), inflation and money supply growth, while oft studied, is one that remains unclear. We argue that the nature of the relation …. Notably, a predominantly negative correlation with bond yields and inflation becomes positive, while the opposite is true for … power switches temporarily to positive around economic shocks. This suggests that higher yields, inflation and money growth …