BIS paper explores changing inflation risk factors

The Bank for International Settlements, Basel
The Bank for International Settlements, Basel
Photo: Ulrich Roth

Research published by the Bank for International Settlements explores how various factors have changed patterns of inflation risk over time.

Ryan Niladri Banerjee, Juan Contreras, Aaron Mehrotra and Fabrizio Zampolli find that for a wide range of advanced and emerging economies, upside risks to inflation have fallen in recent years.

In the working paper, they use quantile regressions to examine how different factors change the distribution of inflation risks. The method allows the authors to

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