Time series of quarterly UK CPI from Q1 1997 to Q3 2013. Data formatted from the October 2013 release of the CPI data by the Office of National Statistics. Q1 are taken from February values, Q2 from May, Q3 from August and Q4 from November.
Immigration, emigration and net migration flow counts (and their confidence intervals) for the UK from the International Passenger Survey (IPS) conducted by the Office of National Statistics. Data formatted from the 2012 release of the Long-Term International Migration Statistics.
Numerical parameters for inflation report of the Bank of England used to specify the probability distributions for forecast charts of CPI inflation. Data formatted from the November 2013 Bank of England Inflation Report.
MCMC simulations of volatility obtained from the bugs function in the R2OpenBUGS package. Estimates based on the stochastic volatility model for Pound-Dollar exchange rate data presented in the appendix of Meyer and Yu (2002). The MCMC was ran for 1100 simulations, thining to keep every 10th iteration, and treating the first 100 simulations as burn in.
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