This paper studies uncertainty using the ECB Survey of Professional Forecasters' data. We consider both inflation and … are based on subjective probability distributions of survey respondents. Our analysis indicates that individual inflation … inflation uncertainty has a negative impact on economic activity by decreasing output growth and increasing inflation and …

inflation and real GDP growth forecasts in the ECB Survey of Professional Forecasters. For comparison, inflation forecasts in …

This paper examines aggregated inflation expectations based on the ECB Survey of Professional Forecasters (ECB SPF). We … also be useful, especially in times of wide disagreement across forecasters and high levels of inflation uncertainty. …

We study the inflation uncertainty reported by individual forecasters in the Survey of Professional Forecasters 1969 … reproduce survey measures of uncertainty. The results show that disagreement is a better proxy of inflation uncertainty than … what previous literature has indicated, and that forecasters underestimate inflation uncertainty. We obtain similar results …

In this research paper ARCH-type models are applied in order to estimate the Value-at-Risk (VaR) of an inflation …-index futures portfolio for several time-horizons. The empirical analysis is carried out for Mexican inflation-indexed futures … time horizons. These results have implications for short-term inflation forecasts. By estimating confidence intervals in …

This paper is organized in two parts, an overview of the evolution of inflation, highlighting the factors that … influenced the persistent inflation in Romania, and a VAR model for the impulse analyses. The purpose of the paper is to present … and the impact of external shocks (such as international price of oil) on the development of inflation. …