from internet search queries performed on the search engine Google. The forecasting performance of the Google Inflation …, Survey of Professional Forecasters, and the Michigan Survey. While useful in developing models of forecasting inflation …This paper proposes a measure of real-time inflation expectations based on metadata, i.e., data about data, constructed …

the Generalized Dynamic Factor model to develop a set of core inflation indicators that, combining national data with area …

Assessing underlying inflation developments is crucial for a correct calibration of the monetary policy stance. To … monitor the adjustment in the path of euro area inflation towards the ECB's definition of price stability, we select a number … inflationary pressures net of the most volatile components, can be interpreted as gauging the probability of inflation returning to …

A measure of underlying inflation that uses all relevant information, is available in real time, and forecasts … inflation better than traditional underlying inflation measures—such as core inflation measures—would greatly benefit monetary … policymakers, market participants, and the public. This article presents the New York Fed Staff Underlying Inflation Gauge (UIG …

indicator. We find that inflation rates of both index of CPI are explained by the inflation rate of wholesale prices. For both …This document presents a multivariate transfer function model for two components of CPI, the processed food and non … components of the CPI it is accepted that elasticities in the long term to the consumption goods of industrial prices index are …

The hierarchical structure of the Colombian Consumer Price Index (CPI) makes possible to calculate inflation as a … linear combination of its subcomponents. We use SARIMA models to forecast each component of CPI and construct an forecast of … inflation using a lineal combination of the forecasts of these components, i.e. a "bottom to top" approach. In this paper, we …

The hierarchical structure of the Colombian Consumer Price Index (CPI) makes possible to calculate inflation as a … linear combination of its subcomponents. We use SARIMA models to forecast each component of CPI and construct an forecast of … inflation using a lineal combination of the forecasts of these components, i.e. a "bottom to top" approach. In this paper, we …

models of forecasting inflation, the data are low frequency measures which appear anachronistic in the modern era of high …For decades, the academic literature has focused on three survey measures of expected inflation: the Livingston Survey … frequency and real-time data. I present a collection of 37 different measures of inflation expectations, including many …

In the 1988-2004 micro data collected by the U.S. Bureau of Labor Statistics for the CPI, price changes are frequent … the time since the last price change. Movements in aggregate inflation reflect movements in the size of price changes …