Research Discussion Paper – RDP 9207 Indicators of Inflationary Pressure

Contents

• Introduction
• Indicative Models of Inflation
• The Data and their Time Series Properties
• Estimation
• Forecasting Performance
• Concluding Remarks
• Appendix: Data Sources
• References

We are grateful to Phil Lowe and Glenn Stevens for helpful comments. However, any errors are ours alone. The views expressed herein are those of the authors and do not necessarily reflect the views of the Reserve Bank of Australia.