Rodrigues, Paulo Manuel MarquesImpeciati, Lucrezia2025-03-192025-03-192024-05-272023-12-20http://hdl.handle.net/10362/180911This study applies quantile regression to the examination of inflation at risk in Germany. By looking at coefficient estimates, the paper shows how risk factors have diverse impacts at different inflation percentiles. The investigation further extends to the comparison of short-term and long-term forecasting models, emphasizing how sensitivity changes shape inflation trends. Furthermore, for significant years, future core inflation distributions are constructed, allowing for the visual representation of the evolution of inflation at risk.engInflationQuantile regressionProbability distributionMacroeconomic linkagesmaster thesis203863968