of the system to one comprising inflation and relative prices. This is then estimated in I(1) space. An impulse response … on domestic inflation is moderated. This explains why the depreciation of sterling in 1992 left inflation unchanged. In … contrast, high real import prices in 1974 increased inflation because wage accommodation effects were absent. …

This paper builds a short-term inflation projections (STIP) model for Latvia. The model is designed to forecast highly … Modelling Approach to Cointegration Analysis. Econometric Society Monographs, 31, 371-413.]. We assess the forecast accuracy of …) benchmarks. Across inflation components, the forecast accuracy gains are 20-30% forecasting 3 months ahead and 15-55% forecasting …

In this paper, I apply univariate and vector autoregressive (VAR) models to forecast inflation in Vietnam. To … properties of inflation in Vietnam. Then, I compute the pseudo out-of-sample root mean square error (RMSE) as a measure of … forecasting models from among the different candidates. I find that VAR_m2 is the best monthly model to forecast inflation in …

In this paper, I apply univariate and vector autoregressive (VAR) models to forecast inflation in Vietnam. To … properties of inflation in Vietnam. Then, I compute the pseudo out-of-sample root mean square error (RMSE) as a measure of … forecasting models from among the different candidates. I find that VAR_m2 is the best monthly model to forecast inflation in …

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 …

This paper aims to investigate the relationship between inflation and inflation uncertainty in the Turkish economy by … using contemporaneous Exponential GARCH (EGARCH) estimation methodology. Our findings indicate that inflation leads to … inflation uncertainty, and dealing with the information content of this relationship, the conditional variance of inflation …

) with a special focus on persistence of real wages, wage and price inflation. The analysis is conducted within a structural … model, as well as the cointegrating properties of the estimated system. Overall, in the long run, wage and price inflation …

In the following study the relation between the public debt and the inflation will be analysed. The transmission from … the public debt to the inflation through the money supply and long term interest rate will be shown. Based on these …

We investigate the inflation rate in Colombia in terms of excess money, excess demand, deviations from PPP, and wage … inflation. In contrast to previous results for a group of industrial economias, we find that domestic factors are a far more … powerful influence on inflation than are external factors. We also find evidence of non-linear price behavior in response to …