We evaluate conditional predictive densities for U.S. output growth and inflation using a number of commonly used … when predicting inflation …

This study adopts the long-run structural VAR approach to analyse the determinants of inflation in the Euro Area … economy over the period 1985:1-2003:2. Theoretical relationships link inflation to markup and output gap, respectively. The … short-run dynamic properties of inflation are investigated using a structural VECM. Inflation is explained by a mixture of …

for future inflation for the cross section of New EU Member States. This paper provides stylized facts on monetary versus … non-monetary (economic and fiscal) determinants of inflation in these countries as well as formal econometric evidence on … predicting inflation at longer (3-year) horizons. -- Inflation forecasting ; leading indicators ; monetary policy ; information …

This paper investigates the accuracy of forecasts from four DSGE models for inflation, output growth and the federal … federal funds rate. Only for inflation the model forecasts are dominated by the Greenbook projections. A comparison with …

This paper investigates the accuracy of point and density forecasts of four DSGE models for inflation, output growth …

We run out-of-sample forecasts for the inflation rate of 15 euro-zone countries using a NAIRU Phillips curve and a …

This paper proposes a methodology to nowcast and forecast inflation using data with sampling frequency higher than … accurate estimates of inflation for the current and followings months. In particular, this paper uses the Weekly Oil Bulletin … exploit data available only at monthly frequency for both countries. - Factor Models ; Forecasting ; Inflation ; Mixed …

We evaluate the ability of several univariate models to predict inflation in a number of countries and at several … DESARIMA models is high in stable inflation countries, for which the RMSPE is around 100 basis points when prediction is made …

Inflation is defined as an increase in the general price level of goods and services within a period of time. For any … economic agent to formulate policy, it must taken into consideration inflation and the aim of this study is to use ARIMA model … to predict inflation in Ghana. In order to fulfill this objective, monthly inflation variable was used to build the …