Michigan Surveys of Consumers. While these measures have been useful in developing models of forecasting inflation, the data …

This Paper proposes a new forecasting method that exploits information from a large panel of time series. The method is …

This Paper proposes a new forecasting method that exploits information from a large panel of time series. The method is …

index and to evaluate the role of financial variables in forecasting. We considered two models which allow forecasting based … univariate methods for forecasting inflation at one, three, six, and twelve months and industrial production at one and three … months. We find that financial variables do help forecasting inflation, but do not help forecasting industrial production. …

series on the Estonian economy. In order to improve forecasting of economic activity in Estonia, we derive a leading …

-making process, particularly in inflation-targeting countries, and are utilized in forecasting and modelling exercises. In South a … energy prices, dynamic factor models and wavelet decompositions. After considering the forecasting ability of these measures …

from internet search queries performed on the search engine Google. The forecasting performance of the Google Inflation …, Survey of Professional Forecasters, and the Michigan Survey. While useful in developing models of forecasting inflation …