Any measure of unobserved inflation uncertainty relies on specific assumptions which are most likely not fulfilled … indicator for inflation uncertainty. Moreover, the idiosyncratic component of survey disagreement contains systematic … that higher inflation is followed by higher uncertainty. By contrast, we obtain contradictory results for the individual …

Any measure of unobserved inflation uncertainty relies on specific assumptions which are most likely not fulfilled … indicator for inflation uncertainty. Moreover, our results suggest that using only one individual disagreement measure may be … that higher inflation is followed by higher uncertainty. By contrast, we obtain contradictory results for the individual …

This paper investigates the changing behavior of inflation expectations in response to the macroeconomic and policy … environment. Using a panel of professional forecasters covering thirteen years of inflation targeting period from Turkey, we … present evidence on the behavioral shifts in the inflation expectations associated with evolving macroeconomic and policy …

This paper investigates the changing behavior of inflation expectations in response to the macroeconomic and policy … environment. Using a panel of professional forecasters covering thirteen years of inflation targeting period from Turkey, we … present evidence on the behavioral shifts in the inflation expectations associated with evolving macroeconomic and policy …

applied to quarterly and monthly US inflation in an empirical study. We find that the persistence of quarterly inflation has … and density forecasts for monthly US inflation. …

applied to quarterly and monthly US inflation in an empirical study. We find that the persistence of quarterly inflation has … and density forecasts for monthly US inflation. …

This paper criticises the econometric inflation uncertainty proxies found in the literature, which show an overly … literature and the evidence conveyed by the literature on surveys of inflation expectations. While the latter shows that actual … inflation level – inflation uncertainty link. Next, the performance of inflation forecasts from both the Central Bank of Brazil …

relationship between past and expected values of inflation, resulting in the so-called Hybrid Neo-Keynesian Phillips Curve (HNKPC …). In this article I investigate to which extent the HNKPC help to explain inflation dynamics as well as its out … accounts from 1.58 to 0.40 times the lagged inflation coefficient. Also, I find predictive gains close to 45% (respect to a …