Research Discussion Paper – RDP 2009-06 Inflation Volatility and Forecast Accuracy

Contents

• Introduction
• Methodology and Data
• Properties of Inflation
• Forecastability of Inflation
• Conclusion
• Appendix A: Data Description and Sources
• Appendix B: Simple Measures of Inflation Behaviour
• Appendix C: Parameter Estimates
• Appendix D: Inflation and its Permanent Component
• Appendix E: Cross-country Estimates σ_ε
• Appendix F: GDP Growth Statistics
• References