In order to provide short run forecasts of headline and core HICP inflation for France, we assess the forecasting performance of a large set of economic indicators, individually and jointly, as well as using dynamic factor models. We run out-of-sample forecasts implementing the Stock and Watson...

[eng] The authors propose two methodological improvements in calibration, i.e., the econometric relationships between qualitative data from business surveys and quantified macroeconomic data. The first consists in estimating different calibrations for each month in the quarter, in order to make...