US inflation
Does global liquidity help to forecast US inflation?
... for US inflation. We consider three measures of inflation and for each measure, we forecast the h-quarter annualized change of the price index, π ...
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Subjective and ex post forecast uncertainty : US inflation and output growth
... The conventional view that agents’ tend to be overcon…dent in their probability assessments is not true of our sample of US professional macro-forecasters at horizons of up to one year ahead. Our panel of ...
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The Dynamics of UK and US Inflation Expectations
... What should we conclude from the empirical results presented in the previous section? From an econometric point of view, our results show the bene…ts of the smoothly mixing regressions framework. Clearly, there are ...
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The semiparametric asymmetric stochastic volatility model with time-varying parameters: The case of US inflation
... between inflation and volatility that has been examined by many ...between inflation and ...estimate inflation. (Chan, 2017) found positive relationship between inflation and volatility before ...
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US inflation expectations and heterogeneous loss functions, 1968 2010
... If forecasters have asymmetric loss functions, then we would expect their point forecasts to be biased, and the bias should depend on the conditional forecast uncertainty.. However, the [r] ...
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The dynamics of UK and US inflation expectations
... Ρατηερ ιτ ωιλλ βε ηιγη ποσσιβλψ εϖεν νεαρ ονε ωηεν ιν‡ατιον ισ ρουγηλψ νεαρ τηε ταργετ, βυτ ωιλλ δεχρεασε ποσσιβλψ εϖεν βεινγ νεαρ ζερο ασ ιν‡ατιον δεϖιατεσ φροm ταργετ.2 Ιν α στυδψ υσιν[r] ...
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A sketch of the economic consequences of the Gulf War
... US inflation: an extra 1^% in 1991, that is more than reversed when but fiscal expenditures are reversed and oil prices * Output rises in the US and UK fiscal expenditures rise, but the [r] ...
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An Econometric Model for Inflation and Unemployment Rate - Cases in Viet Nam and Myanmar
... (CPI), inflation, ...Nam inflation, US inflation and Viet N am and Myanmar unemployment rates in the context Viet Nam and Myanmar economics receive impacts from global economic ...shows ...
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Determination of Factors Affecting the Price of Gold: A Study of MGARCH Model
... worldwide inflation level, USA inflation level, woldwide income, value of US Dollar and random shocks on gold prices with a VAR ...with US Inflation level, interest rates and dollar ...
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Government Debt Reduction in the USA and Greece: A Comparative VECM Analysis
... Sovereign debt reduction has recently proved to be one of the most challenging macroeconomic policies while debt crises are a cause for concern in developed economies (Calitz, 2012). Many developed economies are ...
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The dynamics of the real purchasing power of Algeria's oil revenues
... in US dollar nominal effective exchange rate do not Granger-cause nominal oil prices, ...the US dollar real effective exchange rate and real oil prices ...significant US dollar exchange rate-oil ...
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Determinants of Foreign Portfolio Inflows: Analysis and Implications for China
... in US markets. The countries that trade more with US, and have fewer capital controls in their countries invest more in debt and equity market in the United ...
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Modelling Volatility of the US Dollar Against the Kenyan Shilling Exchange Rate and Investigating the Effect of Kenyan Inflation Rates on this Volatility in Kenya
... low inflation rates and international competitiveness have become major policy ...the US dollar against the Kenyan shilling (USD/KES) exchange rate and investigated the effect of inflation rates in ...
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Growth inflation nexus: threshold model of inflation in India
... growth rate but not vice versa i.e. causality is uni-directional. Growth and WPI is cointegrated in the order of one. VEC Model is stable but change in WPI has slow error correction whereas change in growth rate is not a ...
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Macroeconomic forecasting with mixed frequency data: forecasting US output growth and inflation
... data. Inflation is measured by the change in the GDP deflator, and the forecast period and way in which the exercise is carried out parallels that of section ...of inflation forecasting since its inception; ...
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The Effects of the Incentive for Young and Female Employment Regulated By Law No. 6111 and Macroeconomic Variables on Employment, Informal Employment, and Income
... Accordingly, US researchers conducted studies on the effects of Employment Strategy programs in the ...the US focused on disadvantaged unemployed people of all ...
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The Relationship between Inflation and Unemployment: A Theoretical Discussion about the Philips Curve
... in inflation, lower investment, the growth of external debt, barter economy, the debt crisis, a decrease in income and many other negative ...counter inflation, turned into a big violator of financial ...
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The Construction and Assessment of Forecast Intervals for Monthly Inflation Rate1
... monthly inflation rate some forecast intervals are constructed for 2014 and the results conduct us to the conclusions that all the actual values were located in the forecast intervals in the first 7 months ...
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The Relevance of the Market and News Direction When Analyzing the Inflation News Impact on the US Stock Market
... According to previous studies, the effect of inflation news of common stock returns depends on the state of the economy and the direction of the inflation surprises. Thus, Firstly, we make a preliminary ...
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The historical relationship between inflation and political rebellion, and what it might teach us about neoliberalism
... Cohen & Linton – Inflation, Political Rebellion & the Neoliberal Revolution Also, the instability surrounding the turn of the 19th century involves wild swings into high inflation and se[r] ...
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