The purpose of the paper is to introduce the framework for decomposing the forecast of headline inflation, obtained by … inflation forecast, with relatively good fit of equations for food and domestic oil prices. This model serves as satellite model … core inflation. The model for inflation decomposition is a small structural model, set up in state space framework. Kalman …

inflation expectations across various segments of society, providing valuable insights for policymakers to tailor communication …In this paper, I investigate how inflation signals from different types of newspapers influence household inflation … expectations in Germany. Using text data and the large language model GPT-3.5-turbo-1106, I construct newspaper-specific indicators …

Republic of Macedonia (NBRM) for short-term forecasting of inflation - Autoregressive integrated moving average models … models' out-of-sample forecasting performance for the period 2012 q3 to 2016 q2 by using a number of forecast evaluation … increases. Second, the disaggregated ARIMA model has the smallest forecasting errors. Third, majority of the forecast evaluation …

corrections to reach the desired policy goals. This paper develops a group of models to forecast inflation for Argentina, which … show that the BVAR model can improve the forecast ability of the univariate autoregressive benchmark's model of inflation …During the year 2016, the Central Bank of Argentina has begun to announce inflation targets. In this context, providing …

desired policy goals. This paper develops a group of models to forecast inflation for Argentina, which includes autoregressive … can improve the forecast ability of the univariate autoregressive benchmark’s model of inflation. The Giacomini-White test …In 2016 the Central Bank of Argentina began to announce inflation targets. In this context, providing authorities with …