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 …

of comparable VAR that fails to recognize that the system is characterized by cointegration. I use Monte Carlo simulation … knowledge of cointegration rank. Furthermore the results indicate that a cointegration modeling of credit risk should be favored …

of comparable VAR that fails to recognize that the system is characterized by cointegration. I use Monte Carlo simulation … knowledge of cointegration rank. Furthermore the results indicate that a cointegration modeling of credit risk should be favored …

Survey of Professional Forecasts for the US are also investigated. We examine internal consistency of individual inflation … respondents. Our analysis indicates that individual forecasters deviate systematically from each other. Moreover, inflation … according to the hybrid specification of the New Keynesian Phillips curve. The results also indicate that inflation uncertainty …

We run out-of-sample forecasts for the inflation rate of 15 euro-zone countries using a NAIRU Phillips curve and a …

Survey of Professional Forecasts for the US are also investigated. We examine internal consistency of individual inflation … respondents. Our analysis indicates that individual forecasters deviate systematically from each other. Moreover, inflation … according to the hybrid specification of the New Keynesian Phillips curve. The results also indicate that inflation uncertainty …