Various inflation forecasting models are compared using a simulated out-of-sample forecasting framework. We focus on … the question of whether monetary aggregates are useful for forecasting inflation, but unlike previous work we examine a … are also reported on. The first shows that cointegration vector parameter estimation error is crucial when using VEC …

method to the extraction of core inflation and forecasting of UK inflation in the recent past. …

Time series regressions indicate that age structure has significant forecasting power on Swedish inflation. The results … corresponding to the stipulated inflation target. The age model is also considerably better than the consensus forecasts and it is …

variables that we predict are output growth and inflation, two representative variables from our set of indicators that are … macroeconomic indicators (not including spreads) perform best when forecasting inflation in non-volatile time periods, while …

'target' variable to be predicted, using only 'first release' data in model estimation and prediction construction yields mean …

between inflation and real output have been developed. Since these new Phillips curve models are expressed in terms of …