one‐ through four‐quarter‐ahead Federal Reserve inflation forecasts for 1983‐2002. Design …/methodology/approach – Encompassing tests are used to examine the asymmetric information hypothesis. In modeling the Federal Reserve inflation forecasts …, the authors are mindful of alternative theories of inflation which emphasize such determinants as cost‐push, demand …

trade‐off between inflation target and public debt stability. Therefore the determination of an inflation target cannot … interest rate in an inflation targeting regime must consider the public debt stability. Originality/value – This paper makes a …

Purpose – This paper seeks to draw together the various essential elements of the conflict inflation approach within … the context of an open economy and to highlight the importance of global external factors in explaining inflation. Design … conflicting claims equilibrium and inflation. Finally, it provides analytical reasons for believing that the focus of …

Purpose – This paper seeks to assess the impact of monetary policy on house price inflation for the nine census … investigation show that house price inflation responds negatively to a positive monetary policy shock, suggesting that the framework … VARs. Research limitations/implications – The paper only considers house price inflation and ignores other housing market …

Purpose – The purpose of this paper is to determine the relationship between inflation, inflation uncertainty, growth … the relationship between inflation, inflation uncertainty, growth and growth uncertainty for Australia. Findings – Using … quarterly data in multivariate EGARCH models, this study finds that both inflation uncertainty and output uncertainty have …

the Phillips Curve relationship between inflation and output. Design/methodology/approach – Building on work by Ball and …‐run relationship between inflation and output. However, a long‐run relationship is in fact found, once the variance and skew of …

Purpose – The purpose of this paper is to establish a link between inflation uncertainty and interest rates for five … inflation‐targeting countries. Design/methodology/approach – The approach takes the form of a time‐varying parameter model with … and structural uncertainty. Findings – This study attempts to establish a link between inflation uncertainty and interest …

rules, an inflation forecast‐based rule with contemporaneous output gap (IFBG) is found to be the most efficient rule for … Indonesia. The rule suggests that the central bank should react strongly to inflation deviations from the target, react …

effects of inflation on bank profitability, while controlling for comprehensive bank‐specific and industry‐specific variables … between bank profitability, cost efficiency, banking sector development, stock market development and inflation in China. The …/value – Particular emphasis will be placed on the investigation into the effect of inflation on bank profitability while controlling for …