applied to quarterly and monthly US inflation in an empirical study. We find that the persistence of quarterly inflation has … and density forecasts for monthly US inflation. …

concerned with themodelling and forecasting of two U.S. macroeconomic time series:inflation and industrial production. …

In 2016 the Central Bank of Argentina began to announce inflation targets. In this context, providing authorities with … desired policy goals. This paper develops a group of models to forecast inflation for Argentina, which includes autoregressive … can improve the forecast ability of the univariate autoregressive benchmark’s model of inflation. The Giacomini-White test …

the beginning of 2018. They also have performed well in forecasting the direction of inflation. In terms of the …This paper develops Area-wide Leading Inflation CyclE (ALICE) indicators for euro area headline and core inflation with … an aim to provide early signals about turning points in the respective inflation cycle. The series included in the two …

We propose simulation-based forecasting methods for the noncausal vector autoregressive model proposed by Lanne and … simulation procedures. Simulation experiments demonstrate that gains in forecasting accuracy are achieved by using the correct … of U.S. inflation and marginal cost turns out superior to the best-fitting conventional causal VAR model in forecasting …

to forecasting area-wide industrial production. To this end, we use various tests that are designed to compare competing …