Forecasting inflation from the term structure

Article Abstract:

The forecasting ability of the term structure with respect to future inflation in Germany is examined. The results reveal that the information and the forecasting ability of the term structure is limited, and a model that uses the real interest rate and takes the time series properties into account is a good predictor for future inflation rates.

Germany

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What triggers inflation in emerging market economies?

Article Abstract:

A study is conducted to investigate the factors associated with start of 24 inflation episodes in 15 Emerging Market Economies (EMEs) between the years 1980 and 2001. The results suggest that the increases in the output gap, agricultural shocks, and expansionary fiscal policy raise the probability of inflation starts in EMEs.

Public Finance Activities, Fiscal Policy, Emerging markets

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Regime shifts in European real interest rates

Article Abstract:

The four major European economies' real interest rates over a sample period that included the 1990s are analyzed. It is concluded that the European real interest rates have generally been stable, only shifting in response to occasional external shocks.

Europe

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