increasingly featured, along with linear counterparts, in the forecasting literature. In this study, we focus on forecasting South … competing model consistently and significantly beats the LoLiMoT's performance in forecasting South African inflation. …

Competition models. Their relative merits in explaining and forecasting inflation are investigated theoretically and empirically … successful inflation forecasting. …

Competition models. Their relative merits in explaining and forecasting inflation are investigated theoretically and empirically … successful inflation forecasting. …

, which should be manifested, possibly with a lag, in both producer and consumer prices. We build a forecasting model based on …

deflator, it provides a root mean square forecasting error (RMFSE) of 1.0% at a four-year horizon for the period between 1971 …

obtained for the USA is characterized by A1=4.0, A2=-0.03075, and t1=2 years. It provides a root mean square forecasting error … (RMFSE) of 0.8% at a two-year horizon for the period between 1965 and 2002 (the best among other inflation forecasting models … relation between macroeconomic and population variables, to a practical one - an accurate out-of-sample inflation forecasting …