economy. Romer and Romer (2000) found that the Fed reveals information about inflation when it tightens monetary policy. Their … exclude the Fed's revelation of its asymmetric information about future inflation. …

-causes inflation in the euro area. Based on data from 1970 to 2006 and forecasting horizons of up to 12 quarters, there is surprisingly … power of money growth for inflation is substantially lower in more recent sample periods compared to the 1970s and 1980s …. This cautions against using money-based inflation models anchored in very long samples for policy advice. …

inflation and is shown to be Granger-causal for euro area inflation in an out-of-sample forecasting exercise. In part, this … contrast, the influence of Japanese and euro area excess liquidity on euro area inflation is more limited. …

Using frequency domain techniques to separate short and long run dynamics and decomposing inflation into its common and … idiosyncratic components, we study the regime dependence of the inflation-RPV relation in Argentina and the USA. Under High … inflation, strong long-run comovement between RPV and Inflation is found for both economies, that extends to the short run …

the Generalized Dynamic Factor model to develop a set of core inflation indicators that, combining national data with area …

contribution of fluctuations in inflation to this particular link. In the data, a temporary rise in inflation causes real commodity … prices to rise, as does a rise in trend inflation. We find that a simple dynamic equilibrium model of commodity supply and … demand gives a realistic response of real commodity prices to inflation. Based on historical simulations, shocks to inflation …