This paper proposes an empirical investigation of the impact of oil price forecast errors on inflation forecast errors … inflation forecasts for France. Mainly two salient points emerge from our results. First, there is a significant contribution of … oil price forecast errors to the explanation of inflation forecast errors, whatever the country or the period considered …

The difficulty in modelling inflation and the significance in discovering the underlying data generating process of … inflation is expressed in an ample literature regarding inflation forecasting. In this paper we evaluate nonlinear machine … learning and econometric methodologies in forecasting the U.S. inflation based on autoregressive and structural models of the …