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 …

This paper address the issue of assessing inflation persistence in Belarus using quarterly seasonally adjusted data … allowed us to detect three structural breaks in dynamics of GDP deflator inflation and CPI inflation, including one at the end … into account, while testing for dynamics properties of inflation and its persistence, we found that GDP deflator inflation …

interest rate, the study found evidence for the popular Fisher's effect and, then, suggested that inflation targeting should be …

The U.S. inflation rate for the period 2008-2016 was abnormally low despite the execution of a high expansive monetary … policy, which has been called “the missing inflation paradox”. In this paper we estimate the missing inflation as the … difference between the inflation predicted, and the observed rate using two monetarist models. The results support the adequacy …

interest rate, the study found evidence for the popular Fisher's effect and, then, suggested that inflation targeting should be …

data from 1996-97Q1 to 2011-12Q4. It finds that both the shocks impact real output growth and inflation in the short …. An unanticipated hike/reduction in policy rate leads to a symmetric decline/rise in inflation. An unanticipated change in … money supply leads to higher inflation, but a similar decrease in it has no significant impact on inflation. …

For decades, the academic literature has focused on three survey measures of expected inflation: the Livingston Survey … 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 …

This study analyses inflation, money supply and output growth in Indonesia during 1950-2002. We develop a monetary … model of inflation and uses it as a theoretical basis for this study, by the estimation of the cointegration-and error …-correction models of inflation. …

testing approach to cointegration. Empirical results indicated that inflation in Nigeria proxied by CPI exhibited a strong … degree of inertia. The econometric results showed that past inflation and average rainfall appeared to have been the main … supply in the inflation process, lending credence to the dominance of the monetarist proposition on inflation dynamics in …

We construct inflation pressure indicators based on the long-run relationship that exists between monetary aggregates … determinants considering its long-run coefficients. Our results indicate that monetary policy has been congruent with the inflation …