I present evidence that higher frequency measures of inflation expectations outperform lower frequency measures of … inflation expectations in tests of accuracy, predictive power, and rationality. For decades, the academic literature has focused … on three survey measures of expected inflation: the Livingston Survey, the Survey of Professional Forecasters, and the …

I present evidence that higher frequency measures of inflation expectations outperform lower frequency measures of … inflation expectations in tests of accuracy, predictive power, and rationality. For decades, the academic literature has focused … on three survey measures of expected inflation: the Livingston Survey, the Survey of Professional Forecasters, and the …

With the inflation-growth nexus being a hotly debated issue within the academic paradigm, the purpose of our study is … a credit technology which causes a nonlinear relationship between inflation and growth. Econometrically, we rely on the … smooth transition regression (STR) which allows us to estimate an optimal inflation rate characterized by smooth transition …

The estimation of inflation volatility is important to central banks as it guides their policy initiatives for … Heteroscedasticity (GARCH) family with a view to providing a parsimonious approximation to the dynamics of Nigeria’s inflation volatility … and food CPI, implying that the impacts of inflation shocks on their volatilities die away very slowly. However, the …

asymmetric cointegration effects of inflation on the stock market returns for the Johannesburg Stock Exchange (JSE) using monthly … autoregressive (MTAR) model. Indeed, our results advocate for a negative, nonlinear cointegration relationship between inflation and … stock returns in South Africa with causality running uni-directional from inflation to stock returns. Our empirical results …

banks use forecasting models based on ANN methodology for predicting various macroeconomic indicators, like inflation, GDP … Growth and currency in circulation etc. In this paper, we have attempted to forecast monthly YoY inflation for Pakistan by …

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 …