Estimating volatility of Inflation metrics, implementing MSE volatility, ARCH GARCH HS comparison

Study of Inflation metrics volatility has been started with estimating the 3/6/9/12 months volatility extracted form Mean Squared Error in Core CPI in a range 0.2% 0.4%. Measure of volatility in Core CPI, that should be useful to determined the…

The Price Surge: How Commodities, Energy, and Deficits Fuel Inflation (and What You Can Do About It)

What do we do with a drunken sailor?

On this chart, UK Inflation Expectations stand at 6.1% On this chart, UK Inflation Expectations have risen to 5.6% in February, as CPI Inflation increased to 10.4%. Important to notice in the chart, that Inflation Expectations are at the highest…

UK SPRING BUDGET, ANOTHER MISSED OPPORTUNITY

The big idea coming from the UK Exchequer Spring Budget, it’s a rough measure of Capex that won’t produce what’s hoped, but rather accounting tricks to inflate capex expenditure so as to evade the raise in Corporate Tax. The measure…