macroeconomic and financial indicators such as industrial production, inflation, stock market index, foreign exchange rates and … inflation, supporting the evidence of the short-run impact of confidence indexes on these variables. …

macroeconomic and financial indicators such as industrial production, inflation, stock market index, foreign exchange rates and … inflation, supporting the evidence of the short-run impact of confidence indexes on these variables. …

We consider the pricing of FX, inflation and stock options under stochastic interest rates and stochastic volatility … the volatility, the inflation index, the domestic (nominal) and the foreign (real) rates. Having the flexibility to … correlate the underlying FX/Inflation/Stock index with both stochastic volatility and stochastic interest rates yields a …

This paper discusses comovement between inflation and output in the euro area. The strength of the comovement may not … frequency, the output and core inflation comovement is high and stable, and that inflation lags the cycle in output with roughly … half of its variance. The strong relationship of output and inflation hints at the importance of demand shocks for the euro …

Several central banks have adopted inflation targets. The implementation of these targets is flexible; the central … banks aim to meet the target over the long term but allow inflation to deviate from the target in the short-term in order to … ARFIMA model. Under the assumption that the central bankers control the long-run inflation rates, the fractional integration …

The aim of this paper is to apply the methods of Symbolic Time Series Analysis (STSA) to series of inflation from a … group of Latin-American economies. Starting with a partition of two inflation regimes, we use data symbolization for … predictor to verify its power to anticipate thequalitative behavior of the inflation time series. When the use of STSA is made …

The authors apply a Hidden Markov Model to identify regimes of shifting inflation and then employ an attribution … technique based on the Mahalanobis distance to identify the economic variables that determine the trajectory of inflation. Their … analysis enables policymakers to focus on the most effective tools to manage inflation, and it offers guidance to investors …

unemployment with increased inflation if we reverse the connection between unemployment and inflation fear employees against the …