In 2016 the Central Bank of Argentina began to announce inflation targets. In this context, providing authorities with … desired policy goals. This paper develops a group of models to forecast inflation for Argentina, which includes autoregressive … can improve the forecast ability of the univariate autoregressive benchmark’s model of inflation. The Giacomini-White test …

This paper reports results from a forecasting study for inflation, industrial output and exchange rates for India. We … and our analysis is based on linear models, ARIMA and bivariate transfer functions and restricted VAR. Forecasting … overall results tend to support the use of a restricted VAR, as this model had the best forecasting performance more …

competing model consistently and significantly beats the LoLiMoT's performance in forecasting South African inflation. …The conduct of inflation targeting is heavily dependent on accurate inflation forecasts. Non-linear models have … increasingly featured, along with linear counterparts, in the forecasting literature. In this study, we focus on forecasting South …

reversion and assume that relative prices are unchanged. Direct forecasting or panel data techniques are better than the random …

reversion and assume that relative prices are unchanged. Direct forecasting or panel data techniques are better than the random …

shown to be specific for commodity and market. A forecasting comparison on the basis of the identified models suggests that …

shown to be specific for commodity and market. A forecasting comparison on the basis of the identified models suggests that …

We evaluate the performance of inflation forecasts based on the open-economy Phillips curve by exploiting the spatial … pattern of international propagation of inflation. We model these spatial linkages using global inflation and either domestic … slack or oil price fluctuations, motivated by a novel interpretation of the forecasting implications of the workhorse open …

The Phillips curve, which posits a relationship between inflation and domestic economic activity, introduces a crucial … evidence that forecasts of U.S. inflation from Phillips curve-based models tend to underperform relative to naïve forecasts. We …