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Do Monetary Indicators (Still) Predict Euro Area Inflation?
16 references·8 citing·34 second hop
Do Monetary Indicators (Still) Predict Euro Area Inflation? (2016)Do Monetary Indicators (Still) Predict Eu…Understanding and Comparing Factor-Based Forecasts ∗ (2014)Understanding and Comparing F…Forecast Combination and Encompassing (2009)Forecast Combination and Enco…Is Inflation Always and Everywhere a Monetary Phenomenon?* (2005)Is Inflation Always and Every…A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series (2005)A comparison of direct and it…Pooling of forecasts (2004)Pooling of forecastsCombination forecasts of output growth in a seven‐country data set (2004)Combination forecasts of outp…A money demand system for euro area M3 (2004)A money demand system for eur…Money and inflation in the euro area: A case for monetary indicators? (2003)Money and inflation in the eu…Macroeconomic forecasting in the Euro area: Country specific versus area-wide information (2003)Macroeconomic forecasting in …Forecasting Output and Inflation: The Role of Asset Prices (2003)Forecasting Output and Inflat…Do financial variables help forecasting inflation and real activity in the euro area? (2003)Do financial variables help f…Macroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…Forecasting Using Principal Components From a Large Number of Predictors (2002)Forecasting Using Principal C…Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…Tests of equal forecast accuracy and encompassing for nested models (2001)Tests of equal forecast accur…Asymptotic Inference about Predictive Ability (1996)Asymptotic Inference about Pr…Price adjustment in German manufacturing: evidence from two merged surveys (2009)Price adjustment in German ma…Determinants of Inflation in GCC (2009)Determinants of Inflation in …Composite Indicators for Monetary Analysis (2009)Composite Indicators for Mone…Does global liquidity matter for monetary policy in the Euro area? (2008)Does global liquidity matter …The Sectoral Distribution of Money Supply in the Euro Area (2007)The Sectoral Distribution of …Is core money growth a good and stable inflation predictor in the euro area (2007)Is core money growth a good a…Has the Export Pricing Behaviour of German Enterprises Changed? (2007)Has the Export Pricing Behavi…Does a "two-pillar Phillips curve" justify a two-pillar monetary policy strategy? (2007)Does a "two-pillar Phillips c…Tests for Unit Roots: A Monte Carlo Investigation (1989)Forecasting inflation (1999)Inferential Theory for Factor Models of Large Dimensions (2003)A PANIC Attack on Unit Roots and Cointegration (2004)Panel Data Models With Interactive Fixed Effects (2009)The Generalized Dynamic-Factor Model: Identification and Estimation (2000)Forecasting the path of China's CO2 emissions using province-level information (2008)Forecasting with panel data (2008)Large Dimensional Factor Analysis (2008)The Combination of Forecasts (1969)Forecasting Stock Returns (2013)Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 (2016)Evaluating Interval Forecasts (1998)Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (1998)Bridge models to forecast the euro area GDP (2003)Chapter 10 Forecasting with Many Predictors (2006)Should Macroeconomic Forecasters Use Daily Financial Data and How? (2013)Testing the equality of prediction mean squared errors (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Output Fluctuations in the United States: What Has Changed since the Early 1980's?Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets (2009)Realising the future: forecasting with high‐frequency‐based volatility (HEAVY) models (2010)Forecasting Inflation (2013)Comparing Predictive Accuracy (1994)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)The macroeconomy and the yield curve: a dynamic latent factor approach (2005)Credit Spreads and Business Cycle Fluctuations (2012)Evaluating Density Forecasts with Applications to Financial Risk Management (1998)A forecast comparison of volatility models: does anything beat a GARCH(1,1)? (2005)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Measuring Uncertainty (2015)
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References

  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 1996Asymptotic Inference about Predictive Ability1,415 cited
  • 2001Tests of equal forecast accuracy and encompassing for nested models1,178 cited
  • 2004Combination forecasts of output growth in a seven‐country data set1,138 cited
  • 2003Forecasting Output and Inflation: The Role of Asset Prices1,076 cited
  • 2005A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series808 cited
  • 2004Pooling of forecasts484 cited
  • 2003Macroeconomic forecasting in the Euro area: Country specific versus area-wide information415 cited
  • 2003Do financial variables help forecasting inflation and real activity in the euro area?336 cited
  • 2005Is Inflation Always and Everywhere a Monetary Phenomenon?*276 cited
  • 2003Money and inflation in the euro area: A case for monetary indicators?275 cited
  • 2014Understanding and Comparing Factor-Based Forecasts ∗242 cited
  • 2004A money demand system for euro area M3

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191 cited
  • 2009Forecast Combination and Encompassing120 cited
  • Cited by

    • 2009Determinants of Inflation in GCC29 cited
    • 2007The Sectoral Distribution of Money Supply in the Euro Area27 cited
    • 2007Does a "two-pillar Phillips curve" justify a two-pillar monetary policy strategy?25 cited
    • 2008Does global liquidity matter for monetary policy in the Euro area?22 cited
    • 2009Composite Indicators for Monetary Analysis22 cited
    • 2009Price adjustment in German manufacturing: evidence from two merged surveys19 cited
    • 2007Has the Export Pricing Behaviour of German Enterprises Changed?16 cited
    • 2007Is core money growth a good and stable inflation predictor in the euro area13 cited