finance; for such tasks as pattern reorganization, and time series forecasting, have dramatically increased. Many central … banks use forecasting models based on ANN methodology for predicting various macroeconomic indicators, like inflation, GDP … ANN model with conventional univariate time series forecasting models such as AR(1) and ARIMA based models and observed …

This paper investigates the use of DMA approach for identifying good inflation predictors and forecasting inflation in … important role in forecasting inflation and change considerably over time and over forecast horizons. Second, among domestic …

literature and the evidence conveyed by the literature on surveys of inflation expectations. While the latter shows that actual … accordance with the rational expectations paradigm. Also, both literatures have historically shown conflicting evidence on the … the reliability of econometric inflation uncertainty proxies, and carries out a (pseudo) real-time forecasting simulation …

This draft is a summary of the paper entitled: Forecasting Fuel Prices with the Chilean Exchange Rate. In that paper we …

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 … Michigan Surveys of Consumers. While these measures have been useful in developing models of forecasting inflation, the data …

. Our findings indicate that out of the 3380 models examined, SARMA (3, 3) x (1, 2)12 is the best model for forecasting the … accuracy measures indicate that the presented model, SARMA (3, 3)(1, 2)12, is good and reliable for forecasting. Finally, the …, Forecasting; ARMA; ARIMA; SARMA; SARIMA; …

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 … Michigan Surveys of Consumers. While these measures have been useful in developing models of forecasting inflation, the data …

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 … previously unexploited monthly and real-time measures of inflation expectations. These higher frequency measures tend to …