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 …

The main aim of this paper is to provide forecast intervals for inflation and unemployment rate in Romania, bringing … methodological novelties in the construction and evaluation of the prediction intervals. Considering the period 2004-2017 as forecast … information has been used, the forecast intervals were very short. The proposed Bayesian technique for assessing prediction …

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 … study examined the predictive ability of business expectations survey (BES) inflation index on movements of inflation as …