-2001. Three popular measures of uncertainty built from survey data are analyzed in the context of models for forecasting and asset …

backward-looking specification) and up to 80% (respect to the random walk) when forecasting at 12-months ahead. …

-1999. Three popular methods of estimating uncertainty from survey data are analysed in the context of models for forecasting and …

We investigate the role played by the media in the expectations formation process of households. Using a novel news … of households' stated inflation expectations. In turn, in a noisy information model setting, augmented with a simple …, robust and new evidence highlighting the role of the media for understanding inflation expectations and information …

models of forecasting inflation, the data are low frequency measures which appear anachronistic in the modern era of high … frequency and real-time data. I present a collection of 37 different measures of inflation expectations, including many … previously unexploited monthly and real-time measures of inflation expectations. These higher frequency measures tend to …

evidence that the Phillips curves' goodness of fit is rather high. However, forecasting power is comparatively low. -- Phillips … Curve ; Forecasting ; Europe ; RMSE …

depends strongly on the time period. Global factors provide only limited additional information for forecasting. In addition …