The difficulty in modelling inflation and the significance in discovering the underlying data generating process of … inflation is expressed in an ample literature regarding inflation forecasting. In this paper we evaluate nonlinear machine … learning and econometric methodologies in forecasting the U.S. inflation based on autoregressive and structural models of the …

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 …

is an integral part of the inflation forecasting framework at the Reserve Bank of India. Three key vegetables viz … historically high contribution to volatility in not only food price inflation but also headline inflation. Apart from high price … into commodity sentiment indices to analyse the nature of shocks and inflation dynamics of TOP commodities. Our results …

This paper proposes a measure of real-time inflation expectations based on metadata, i.e., data about data, constructed … from internet search queries performed on the search engine Google. The forecasting performance of the Google Inflation … Search Index (GISI) is assessed relative to 37 other indicators of inflation expectations – 36 survey measures and the TIPS …

I present evidence that higher frequency measures of inflation expectations outperform lower frequency measures of … inflation expectations in tests of accuracy, predictive power, and rationality. For decades, the academic literature has focused … on three survey measures of expected inflation: the Livingston Survey, the Survey of Professional Forecasters, and the …

The paper presents an incomplete competition model (ICM), where inflation is determined jointly with unit labour cost … growth. The ICM is estimated on data for the Euro area and evaluated against existing models, i.e. the implicit inflation …. There is, however, some support in favour of the (reduced form) AWM inflation equation. It is the only model that …

The paper presents an incomplete competition model (ICM), where inflation is determined jointly with unit labour cost … growth. The ICM is estimated on data for the Euro area and evaluated against existing models, i.e. the implicit inflation …. There is, however, some support in favour of the (reduced form) AWM inflation equation. It is the only model that …

for the impact of real (output growth) and nominal (inflation) macroeconomic uncertainty on inflation and output growth … expectations, inflation uncertainty in several cases improves the output growth performance of an economy implying that the focus … of European monetary policy strategy on stabilising inflation rather than output growth may be misplaced. Third …

importance of modelling a system that includes the forcing variables as well as the rate of inflation is emphasized. We also …