small set of simple bivariate closed-loop time-series models for the prediction of price inflation and of long- and short …-linear VAR with threshold cointegration based on data from Germany, Japan, UK, and the U.S. Following a traditional comparative …

Inflationsentwicklung gemacht werden können. Als wichtige Bestandteile eines Modells zur Prognose der Inflationsentwicklung werden die hohe …

besides the United states, using a newly constructed data set for 1 to 5 year interest rates from Britain, West Germany and … Switzerland. Even with wide differences in inflation processes across these countries, there is we find strong evidence that the … term structure does have significant forecasting ability for future changes in inflation, particularly so at long …