This paper analyzes the efficacy of SARIMA models in view of forecasting the inflation rates in the Turkish economy. We … perform rigorous tests on the stationarity and show that seasonality in the Turkish inflation rate is both deterministic and … stochastic in nature, with the latter form dominating the inflation process. Further, we provide the first study that tests for …

monetary and credit aggregates are very often selected among the top predictors of inflation, with their predictive power … and credit variables in forecasting inflation, even if their information content is diluted in a much broader pool of …

for future inflation for the cross section of New EU Member States. This paper provides stylized facts on monetary versus … non-monetary (economic and fiscal) determinants of inflation in these countries as well as formal econometric evidence on … predicting inflation at longer (3-year) horizons. -- Inflation forecasting ; leading indicators ; monetary policy ; information …

monetary and credit aggregates are very often selected among the top predictors of inflation, with their predictive power … and credit variables in forecasting inflation, even if their information content is diluted in a much broader pool of …

for future inflation for the cross section of New EU Member States. This paper provides stylized facts on monetary versus … non-monetary (economic and fiscal) determinants of inflation in these countries as well as formal econometric evidence on … predicting inflation at longer (3-year) horizons …

-Wouters model and its forecasts of real GDP growth and inflation are compared with those from two extensions. The first adds … extensions improve the density forecasts of real GDP and inflation and their joint forecasts up to an eight-quarter horizon. We … find that adding financial frictions leads to a deterioration in the forecasts, with the exception of longer-term inflation …

countries, US inflation rate and US output growth rate. For exchange rates, we use the dataset of Molodtsova and Papell (2009 … the forecasting ability of ‘simpler' economic models of exchange rates. With respect to US inflation and output growth …

minimizes the pitfalls associated with potential structural breaks. Exchange rate forecasting, inflation forecasting, output …