system. Real wages and wage inflation emerge as especially persistent following an import price shock, while price inflation …

This paper builds a short-term inflation projections (STIP) model for Latvia. The model is designed to forecast highly …) 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 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 …

concerned with themodelling and forecasting of two U.S. macroeconomic time series:inflation and industrial production. …

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. …

concerned with the modelling and forecasting of two U.S. macroeconomic time series: inflation and industrial production. …

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 …

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 …