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What is Keeping U.S. Core Inflation Low

What is Keeping U.S. Core Inflation Low »

Source: What is Keeping U.S. Core Inflation Low : Insights from a Bottom-Up Approach

Volume/Issue: 2016/124

Series: IMF Working Papers

Author(s): Yasser Abdih , Ravi Balakrishnan , and Baoping Shang

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 July 2016

ISBN: 9781498347297

Keywords: Inflation modeling and forecasting, Phillips curve, core goods and services inflation.

Over the past two decades, U.S. core PCE goods and services inflation have evolved differently. Against the backdrop of global concerns of low inflation, we use this trend as motivation to develop a bottom-up model...

The Role of Seasonality and Monetary Policy in Inflation Forecasting

The Role of Seasonality and Monetary Policy in Inflation Forecasting »

Source: The Role of Seasonality and Monetary Policy in Inflation Forecasting

Volume/Issue: 2006/175

Series: IMF Working Papers

Author(s): Francis Kumah

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2006

ISBN: 9781451864359

Keywords: Inflation forecasting, seasonal unit roots, monetary policy stance, error-correction models, VAR, money growth, money supply, inflation forecasts, Forecasting and Other Model Applications, Prices

Adequate modeling of the seasonal structure of consumer prices is essential for inflation forecasting. This paper suggests a new econometric approach for jointly determining inflation forecasts and monetary policy...

The Monetary Model Strikes Back

The Monetary Model Strikes Back »

Source: The Monetary Model Strikes Back : Evidence from the World

Volume/Issue: 2008/73

Series: IMF Working Papers

Author(s): Valerie Cerra , and Sweta Saxena

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2008

ISBN: 9781451869354

Keywords: Monetary models, Out-of-sample forecasts, Panel Data, random walk, inflation, monetary model, cointegration, statistics, Out- of - sample forecasts,

We revisit the dramatic failure of monetary models in explaining exchange rate movements. Using the information content from 98 countries, we find strong evidence for cointegration between nominal exchange rates an...

Forecasting ECB Monetary Policy

Forecasting ECB Monetary Policy »

Source: Forecasting ECB Monetary Policy : Accuracy is (Still) a Matter of Geography

Volume/Issue: 2006/41

Series: IMF Working Papers

Author(s): Michael Ehrmann , Marcel Fratzscher , and Helge Berger

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2006

ISBN: 9781451863017

Keywords: ECB, forecast, geography, history, heterogeneity, Taylor rule, learning, transmission, survey data, communication

Monetary policy in the euro area is conducted within a multicountry, multicultural, and multilingual context involving multiple central banking traditions. How does this heterogeneity affect the ability of economic...

Forecasting Thailand's Core Inflation

Forecasting Thailand's Core Inflation »

Source: Forecasting Thailand's Core Inflation

Volume/Issue: 2004/90

Series: IMF Working Papers

Author(s): Tao Sun

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2004

ISBN: 9781451851427

Keywords: Core Inflation, cointegration, statistics, equation, Forecasting and Other Model Applications, Prices, Business Fluctuations, and Cycles: Forecasting and Simulation,

This paper develops an approach for forecasting in Thailand core inflation. The key innovation is to anchor the projections derived from the short-term time-series properties of core inflation to its longer-run evo...

An Evaluation of the World Economic Outlook Forecasts

An Evaluation of the World Economic Outlook Forecasts »

Source: An Evaluation of the World Economic Outlook Forecasts

Volume/Issue: 2006/59

Series: IMF Working Papers

Author(s): Allan Timmermann

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2006

ISBN: 9781451863192

Keywords: Global economic condition, forecast performance, and evaluation, inflation, statistics, correlation, inflation forecasts, General Aggregative Models: Forecasting and Simulation, Prices, Business Fluctuations

The World Economic Outlook (WEO) is a key source of forecasts of global economic conditions. It is therefore important to review the performance of these forecasts against both actual outcomes and alternative forec...

Leading Indicators of Growth and Inflation in Turkey

Leading Indicators of Growth and Inflation in Turkey »

Source: Leading Indicators of Growth and Inflation in Turkey

Volume/Issue: 2002/231

Series: IMF Working Papers

Author(s): Daniel Leigh , and Marco Rossi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2002

ISBN: 9781451875546

Keywords: Growth, inflation, combination forecasts, monetary policy, central bank, monetary aggregate, foreign exchange, Prices, Business Fluctuations, and Cycles: Forecasting and Simulation

Growth and inflation in Turkey have been volatile over the last two decades. It would, therefore, be useful to identify indicators that anticipate economic conditions and inflation. This paper investigates the pred...

Forecasting Inflation in Indonesia

Forecasting Inflation in Indonesia »

Source: Forecasting Inflation in Indonesia

Volume/Issue: 2002/111

Series: IMF Working Papers

Author(s): Uma Ramakrishnan , and Athanasios Vamvakidis

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2002

ISBN: 9781451853483

Keywords: inflation forecasting, monetary policy, price inflation, monetary fund, money supply, Model Construction and Estimation, Prices, Business Fluctuations, and Cycles: Forecasting and Simulation,

A reliable inflation-forecasting model is central for a sound monetary policy framework. In this paper, we study the domestic and international transmission effects on inflation in Indonesia and analyze the possibl...

Disagreement about Future Inflation: Understanding the Benefits of Inflation Targeting and Transparency

Disagreement about Future Inflation: Understanding the Benefits of Inflation Targeting and Transparency »

Source: Disagreement about Future Inflation: Understanding the Benefits of Inflation Targeting and Transparency

Volume/Issue: 2018/25

Series: IMF Working Papers

Author(s): Steve Brito , Yan Carriere-Swallow , and Bertrand Gruss

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 January 2018

ISBN: 9781484339718

Keywords: Inflation targeting, Central banks and their policies, central bank transparency, inflation forecasts, Monetary Policy (Targets, Instruments, and Effects), Forecasting and Other Model Applications

We estimate the determinants of disagreement about future inflation in a large and diverse sample of countries, focusing on the role of monetary policy frameworks. We offer novel insights that allow us to reconcile...

Philippines

Philippines »

Source: Philippines : Preparations for Inflation Targeting

Volume/Issue: 2001/99

Series: IMF Working Papers

Author(s): Piyabha Kongsamut

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2001

ISBN: 9781451852271

Keywords: inflation targeting, inflation modeling, inflation, inflation target, central bank, Multiple or Simultaneous Equation Models: Time-Series Models, Prices, Business Fluctuations, and Cycles: Forecasting and Simulation, Targeting,

The Philippines is planning to shift toward adoption of an inflation targeting framework in 2001. This paper reviews key policy issues in this context, describes various operational and technical preparations, and...