Evidence from a large and growing empirical literature strongly suggests that there have been changes in inflation and … structural analysis, there is little evidence on their usefulness in forecasting UK output growth, inflation and the short … models in forecasting output growth, inflation and a short rate. We find that allowing for time-varying parameters can lead …

wealth. Domestic price inflation is affected by imported inflation including currency depreciation (a pass through effect …

Background: Hedging against inflation assumes instruments such as gold, stocks, fixed income securities, and real … estate. There still exists a lack of appropriate strategy to hedge against inflation. Objectives: This paper examines the … possibilities for hedging against inflation in Croatia offered by the Zagreb Stock Exchange indices. Methods/Approach: Based on …

for Swedish inflation over the period 1980-2014. Three measures of inflation are considered –– headline inflation …, underlying inflation, GDP deflator inflation, in addition to different activity variables, various econometric specifications and … instability, in general, the Phillips curve models improve inflation forecasts against the random walk benchmark for both headline …

inflation rates of Turkey and propose a new weighting scheme, the time-varying simple weighting method. Our guiding principle … prospective credibility of the inflation-targeting regime of the central bank of the Republic of Turkey …

Inflation is defined as an increase in the general price level of goods and services within a period of time. For any … economic agent to formulate policy, it must taken into consideration inflation and the aim of this study is to use ARIMA model … to predict inflation in Ghana. In order to fulfill this objective, monthly inflation variable was used to build the …

Changing time series properties of US inflation and economic activity are analyzed within a class of extended Phillips … models that describe changing patterns in low and high frequencies and backward as well as forward inflation expectation … frequencies are carefully modeled. Modeling inflation expectations using survey data and adding level shifts and stochastic …

Changing time series properties of US inflation and economic activity, measured as marginal costs, are modeled within a …. Forward as well as backward looking expectation mechanisms for inflation are incorporated and their relative importance … evaluated. Survey data on expected inflation are introduced to strengthen the information in the likelihood. Use is made of …

applied to quarterly and monthly US inflation in an empirical study. We find that the persistence of quarterly inflation has … and density forecasts for monthly US inflation …