, consumption, investment and unemployment) has a distinct dynamic from disagreement about nominal variables (inflation and interest … nominal series. Country-by-country regressions for inflation and interest rates reveal that both the level of disagreement and …

) exploring the role that measures of expectations can play in forecasting inflation. While it is households' and firms' inflation … can play in forecasting inflation, this paper finds that they are indicative for future inflationary developments. When it … bring forecast gains when included in forecasting models and can also inform scenario and risk analysis in projection …

, Survey of Professional Forecasters, and the Michigan Survey. While useful in developing models of forecasting inflation … from internet search queries performed on the search engine Google. The forecasting performance of the Google Inflation …This paper proposes a measure of real-time inflation expectations based on metadata, i.e., data about data, constructed …

We demonstrate the existence of a monetary policy tradeoff between price-inflation variability and output … empirically reasonable degree of nominal wage inertia, strict inflation targeting induces substantial output-gap volatility. …

We build a novel term structure model for pricing synthetic euro area core inflation-linked swaps, a hypothetical swap … contract indexed to core inflation. Our approach relies on a term structure model of traded headline inflation-linked swap … rates, which we assume span core inflation. The model provides estimates of market-based expectations for core inflation, as …

The proposition that inflation expectations can be extracted as inflation predictions from the government bond yield … of inflation. Examining the sub-periods separated by the adoption, in 2000, of inflation targeting, we find that the … monetary policy regime shift strengthened the relationship between the yield spread and future inflation. The results suggest …

. Previous literature has highlighted the role of an economy's "structure" - such as its inflation volatility, inflation rate …, forecasts predicting how a given exchange rate movement will impact inflation at a specific point in time should take into …

the Generalized Dynamic Factor model to develop a set of core inflation indicators that, combining national data with area …