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 …

Global Markets, as a predictor for a measure of the monthly core inflation rate in Argentina, known as "resto IPCBA" and …, reveals a slight trend towards increased forecast accuracy as the daily variable approaches a full month for certain horizons. …

monetary and credit aggregates are very often selected among the top predictors of inflation, with their predictive power … and credit variables in forecasting inflation, even if their information content is diluted in a much broader pool of …

property that as the forecast horizon shortens accuracy improves. On average, forecasters underpredict inflation, but this … inflation rate and the extent of underprediction increases during recessions. The hypothesis of forecast efficiency is …This paper provides a full characterization of inflation rate forecasts using the mean values from Consensus Economics …

inflation. However, forecast improvements are rarely statistically significant. In addition, we find little evidence of the … analyze output gap revisions and assess the usefulness of these gaps in forecasting total CPI inflation and three newly … developed measures of core CPI inflation: CPI-median, CPI-trim and CPI-common. We also study whether labour-input gaps …

forecast country inflation. This paper constructs forecasts of common (or 'global') inflation using survey forecasts of country … not at a longer horizon. Global inflation forecasts, and forecast errors, are correlated with survey forecasts and errors … forecasting country inflation than do lags of global inflation. However, for most countries, lagged or forecast global inflation …

The paper develops a model for forecasting inflation in France. As this model has to be integrated in the Eurosystem …

This paper considers inflation forecasting for a vast panel of countries. We combine the information from common … factors driving global inflation as well as country-specific inflation in order to build a set of different models. We also …. We also show that it is easier to forecast countries with more developed economies. The forecasting gains seem to be …

In this paper, we present an updated version of the reference model used at Banque de France to forecast inflation …: MAPI (Model for Analysis and Projection of Inflation). While the conceptual framework of the model remains very close to …

This paper analyzes the inflation forecast errors over the period 2021Q1-2022Q3 using forecasts of core and headline … information. Focusing on core inflation forecast errors in 2021, four factors provide a potential ex post explanation: a stronger … different governments in 2020 correlates positively with core inflation forecast errors in advanced economies. This result hints …