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Chapter 7 What Can We Learn from Comprehensive Data Revisions for Forecasting Inflation? Some US Evidence
16 references·0 citing·43 second hop
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References

  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 2001Monetary Policy Rules Based on Real-Time Data1,357 cited
  • 2001A real-time data set for macroeconomists787 cited
  • 2003Monetary policy in a data-rich environment702 cited
  • 1999Some tests for parameter constancy in cointegrated VAR‐models617 cited
  • 1996PRACTITIONERS CORNER: Tests for Cointegration in Models with Regime and Trend Shifts600 cited
  • 1986News or Noise? An Analysis of GNP Revisions300 cited
  • 2005The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time266 cited
  • 2006Generalized Method of Moments257 cited
  • 2005News and Noise in G-7 GDP Announcements219 cited
  • 1984Are preliminary announcements of the money stock rational forecasts?211 cited
  • 2003A Real-Time Data Set for Macroeconomists: Does the Data Vintage Matter?193 cited
  • 2006(Un)Predictability and Macroeconomic Stability136 cited
  • 1996Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?90 cited
  • 2003The Changing Face of Central Banking: Evolutionary Trends since World War II88 cited

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A Term at the Fed: An Insider's View
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