This paper surveys the literature since 1993 on pseudo out-of-sample evaluation of inflation
forecasts in the United States and conducts an extensive empirical analysis that …

Using data for 14 countries over the 1994 to 2005 period, we assess the leading indicator
properties of gold at horizons ranging from 6 to 24 months. We find that gold contains …

This paper examines whether the spread between long-and short-terminterest rates
contains information about future economic activity in India. Using the yields on securities …

We examine whether gold is an effective hedge against inflation over different time horizons.
Using a stationary test with a flexible Fourier function, we consider all possible structural …

El objetivo de este trabajo es explorar la relación no lineal entre el dinero y la inflación en
Colombia a través de una red neuronal artificial, utilizando información mensual de la …

Este documento presenta un modelo de estimación de la inflación en Colombia con base
en la utilización de un modelo de la red neuronal artificial (ANN). La prueba de no …

This study examines whether simple measures of Canadian equity and housing price
misalignments contain leading information about output growth and inflation. Previous …

In this study, a hybrid method based on coupling discrete wavelet transforms (DWTs) and
artificial neural network (ANN) for yield spread forecasting is proposed. The discrete wavelet …

Using monthly data over the period January 1976–November 2002, the present paper
detects significant threshold non-linearities in the inflation rates of three emerging countries …

Using interest rate yield spreads to explain changes in inflation, this paper investigates
whether such relationships can be modeled using two-regime threshold models …