forecasters, financial market participants and central bankers), share common patterns. We do so by analysing the forecasting … positively affects the determination of inflation expectations. While experimental forecasts are relatively comparable to survey …Establishing the external validity of experimental inflation forecasts is essential if laboratory experiments are to be …

This paper investigates the effects of media coverage and macroeconomic conditions on inflation forecast disagreement … inflation affects forecast disagreement by influencing information sets as well as predictor choice. Our empirical results show … and professionals primarily depends on the current rate of inflation …

unemployment rate Phillips curve, which is examined in a simulated out of sample forecasting framework. Inflation forecasts …This paper investigates forecasts of U.S. inflation at the 12-month horizon. The starting point is the conventional …

yields' fluctuations and highlight the roles of a tight monetary policy stance and expectations of lower inflation in … negative inflation slope points to higher odds of a recession within a year. An aggressive removal of policy accommodation …

parameters we compare the out-of-sample forecasting performance of an inflation model including a shadow rate interaction term …This paper investigates the predictive power of the shadow rate for the inflation rate in countries with a zero lower … inflation rate are evaluated. The models including the shadow rate interaction term are found to outperform the benchmark ones …

The purpose of this paper is to investigate the nature of professionals’ inflation forecasts inattentiveness. We …

-frequency financial market data have predictive power for the low-frequency survey-based inflation risk indicators observed at the end of …Recent studies emphasize that survey-based inflation risk measures are informative about future inflation and thus …

Central to the conduct of monetary policy are inflation forecasts. Inflation forecast are not unique. Central banks and … estimates inflation forecast disagreement for nine economies over the 1999-2009 period, five of which target inflation. I find … professional organizations generate inflation forecasts while households are surveyed about their inflation outlook. This paper …