In this paper, we produce short term forecasts for the inflation in Turkey, using a large number of econometric models. In particular, we employ univariate models, decomposition based approaches (both in frequency and time domain), a Phillips curve motivated time varying parameter model, a suite...

Policymakers are interested in the general trend of inflation. Headline inflation is subject to different shocks and contains noise due to the heterogeneity inherit in it. Therefore, core inflation measures, which are better capable of indicating general trend, are developed. Atuk and Özmen...