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Is the Bank of Canada concerned about inflation or the state of the economy?

Pang, Ke; Shiamptanis, Christos - In: Journal of international money and finance 140 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10014451379

How We Missed the Inflation Surge : An Anatomy of Post-2020 Inflation Forecast Errors

Koch, Christoffer; Noureldin, Diaa - 2023

This paper analyzes the inflation forecast errors over the period 2021Q1-2022Q3 using forecasts of core and headline … economies. The findings reveal evidence of forecast bias that worsened initially then subsided towards the end of the sample …. There is also evidence of forecast oversmoothing indicating rigidity in forecast revision in the face of incoming …

Persistent link: https://www.econbiz.de/10014354481

Does my model predict a forward guidance puzzle?

Gibbs, Christopher G.; McClung, Nigel - In: Review of economic dynamics 51 (2023), pp. 393-423

Persistent link: https://www.econbiz.de/10014471851

Determinants of disagreement : learning from inflation expectations survey of households

Singh, Gaurav Kumar; Bandyopadhyay, Tathagata - In: Journal of forecasting 43 (2024) 2, pp. 326-343

Persistent link: https://www.econbiz.de/10014475320

Do household expectations help predict inflation?

Brandao Marques, Luis; Gelos, Gaston; Hofman, David; … - 2024

We examine whether changes in the distribution of household inflation expectations contain information on future inflation. We first discuss recent shifts in micro data from the US, UK, Germany, and Canada. We then zoom in on the US to explore econometrically whether distributional...

Persistent link: https://www.econbiz.de/10014460769

The role of central bank forecasts in uncertain times

Kotłowski, Jacek - 2023

Persistent link: https://www.econbiz.de/10014391439

Forecasting Inflation

Stock, James H. - 1999

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

Persistent link: https://www.econbiz.de/10012471777

The reaction of inflation forecasts to news about the Fed

Mazumder, Sandeep - In: Economic modelling 94 (2021), pp. 256-264

Persistent link: https://www.econbiz.de/10012694769

Central bank communications and professional forecasts : evidence from India

Goyal, Ashima; Parab, Prashant Mehul - In: Journal of emerging market finance 20 (2021) 3, pp. 308-336

Persistent link: https://www.econbiz.de/10012660464

Do inflation expectations improve model-based inflation forecasts?

Bańbura, Marta; Leiva-Leon, Danilo; Menz, Jan-Oliver - 2021

find a higher average forecast accuracy of models that incorporate information on inflation expectations from the ECB's SPF … and Consensus Economics compared to their counterparts that do not. The gains in forecast accuracy from incorporating … households does not lead to systematic improvements in forecast performance. Individual models we consider are typically better …

Persistent link: https://www.econbiz.de/10012643485