This paper proposes a measure of real-time inflation expectations based on metadata, i.e., data about data, constructed … from internet search queries performed on the search engine Google. The forecasting performance of the Google Inflation … Search Index (GISI) is assessed relative to 37 other indicators of inflation expectations – 36 survey measures and the TIPS …

For decades, the academic literature has focused on three survey measures of expected inflation: the Livingston Survey … models of forecasting inflation, the data are low frequency measures which appear anachronistic in the modern era of high … frequency and real-time data. I present a collection of 37 different measures of inflation expectations, including many …

data from 1996-97Q1 to 2011-12Q4. It finds that both the shocks impact real output growth and inflation in the short …. An unanticipated hike/reduction in policy rate leads to a symmetric decline/rise in inflation. An unanticipated change in … money supply leads to higher inflation, but a similar decrease in it has no significant impact on inflation. …

the course of the monetary aggregates seems to be endogenous as to the course of the inflation. Moreover, impulse …

This paper surveys the recent literature on inflation forecasting and conducts an extensive empirical analysis on … forecasting inflation in Singapore, Japan, South Korea and Hong Kong paying particular attention to whether the inflation …-markup theory can help to forecast inflation. We first review the relative performance of different predictors in forecasting h …