find a higher average forecast accuracy of models that incorporate information on inflation expectations from the ECB’s SPF … inflation expectations are typically not large but significant in some periods. Both short- and long-term expectations provide … (not always for the countries). The analysis is undertaken for headline inflation and inflation excluding energy and food …

find a higher average forecast accuracy of models that incorporate information on inflation expectations from the ECB’s SPF … inflation expectations are typically not large but significant in some periods. Both short- and long-term expectations provide … (not always for the countries). The analysis is undertaken for headline inflation and inflation excluding energy and food …

find a higher average forecast accuracy of models that incorporate information on inflation expectations from the ECB's SPF … inflation expectations are typically not large but significant in some periods. Both short- and long-term expectations provide … (not always for the countries). The analysis is undertaken for headline inflation and inflation excluding energy and food …

consider U.S. inflation dynamics. A purely noncausal AR model gets the strongest support, but there is also substantial … evidence in favor of other noncausal AR models allowing for dependence on past inflation. Thus, although U.S. inflation … specifications seem to yield inflation forecasts which are superior to those from alternative models especially at longer forecast …

context of forecasting inflation. The RBFN model is a hybrid model whose learning process is much faster than the BPN model …

with the traditional econometric approaches to forecasting the inflation rate. Of the traditional econometric models we use …

real activity, is regarded as the maintained theory of inflation. Models of inflation without the output gap include the … inflation, we examine models of inflation that do and do not use the output gap. The Phillips curve, which relates inflation to … equation of exchange of the quantity theory of money, the real interest rate gap, and two versions of the model. Since none of …

Both theory and extant empirical evidence suggest that the cross-sectional asymmetry across disaggregated price indexes … might be useful in the forecasting of aggregate inflation. Trimmed-mean inflation estimators have been shown to be useful … devices for forecasting headline PCE inflation. But does this stem from their ability to signal the underlying trend, or does …

remarkable degree of inflation containment both in levels and volatility. These changes in inflation dynamics have implications … for the short term forecasting of inflation. This paper proposes a framework to forecast Greek inflation (measured by both …

The ability of the New Keynesian Phillips curve to explain US inflation dynamics when official central bank forecasts … (Greenbook forecasts) are used as a proxy for inflation expectations is examined. The New Keynesian Phillips curve is estimated … using actual data on future inflation as conventionally employed in empirical work under the assumption of rational …