This paper examines the presence of nonlinear mechanism in the exchange rate pass-through (ERPT) to CPI inflation for …

This paper investigates whether the exchange rate pass-through (ERPT) to CPI inflation is a nonlinear phenomenon for … confidence during the recent sovereign debt crisis has entailed a higher sensibility of CPI inflation to exchange rate movements. …

This study examines threshold effects of inflation on economic growth for the Zambian economy using quarterly data … identify whether there could be an optimal inflation level at which the adverse effects of inflation on economic growth are … subdued, or similarly, a level of inflation at which the positive effects of inflation on economic growth are maximized. In …

The purpose of this study is to forecast the short-term inflation rate of Bangladesh using the monthly Consumer Price … forecasted. The forecasted result suggests an increasing pattern and high rates of inflation over the forecasted period 2013 … order to combat such increase inflation in 2013. …

attain local stationarity and bounded mean values. The model is applied to the analysis of inflation dynamics. Allowing for …

data. In particular, the consequences of inflation having discrete breaks in mean have not been studied adequately. We show … mean inflation and obtain meaningful and unbiased estimates of the short- and long-run Phillips curves in the United States. …

Purpose – The main purpose of this study is to examine the dynamic relationship between tourist arrivals, inflation … variables are cointegrated and the dynamic ordinary least squares estimator suggest that unemployment, inflation and tourist … arrivals are positively related to crime rates in Malaysia. For Granger causality, in the long-run tourist arrivals, inflation …

This paper proposes a measure of real-time inflation expectations based on metadata, i.e., data about data, constructed … from internet search queries performed on the search engine Google. The forecasting performance of the Google Inflation … Search Index (GISI) is assessed relative to 37 other indicators of inflation expectations – 36 survey measures and the TIPS …

I present evidence that higher frequency measures of inflation expectations outperform lower frequency measures of … inflation expectations in tests of accuracy, predictive power, and rationality. For decades, the academic literature has focused … on three survey measures of expected inflation: the Livingston Survey, the Survey of Professional Forecasters, and the …

convergence criteria. Given the importance of convergent inflation to the sustainability of EMU with a common monetary policy …, understanding the dynamics of inflation is of particular policy importance. This study uses fractional integration methods to … analyse inflation dynamics in 12 Central and Eastern European countries. We find evidence of mean-reversion in only seven …