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Inflation Forecast Uncertainty
16 references·1 citing·43 second hop
Inflation Forecast Uncertainty (2001)Inflation Forecast UncertaintyRational Expectations and Inflation (2017)Rational Expectations and Inf…A real-time data set for macroeconomists (2001)A real-time data set for macr…The effects of real and nominal uncertainty on inflation and output growth: some garch-m evidence (2000)The effects of real and nomin…From Homo Economicus to Homo Sapiens (2000)From Homo Economicus to Homo …Rational Bias in Macroeconomic Forecasts (1999)Rational Bias in Macroeconomi…Evaluating Interval Forecasts (1998)Evaluating Interval ForecastsDisagreement as a Measure of Uncertainty (1996)Disagreement as a Measure of …Threshold heteroskedastic models (1994)Threshold heteroskedastic mod…Inflation regimes and the sources of inflation uncertainty (1993)Inflation regimes and the sou…Inflation Regimes and the Sources of Inflation Uncertainty (1993)Inflation Regimes and the Sou…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Divergence of Opinion in Complete Markets: A Note (1985)Divergence of Opinion in Comp…Improved methods of combining forecasts (1984)Improved methods of combining…Real Interest, Money Surprises, Anticipated Inflation and Fiscal Deficits (1983)Real Interest, Money Surprise…Consensus and Uncertainty in Economic Prediction (1983)Consensus and Uncertainty in …Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Longevity Risk, Subjective Survival Expectations, and Individual Saving Behavior (2012)Longevity Risk, Subjective Su…Comparing Predictive Accuracy (1994)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)CAViaR (2004)CoVaR (2016)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Prices of State-Contingent Claims Implicit in Option Prices (1978)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk (2000)Asset pricing with heterogeneous beliefs (2005)Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs (2007)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Rational Expectations and the Theory of Price Movements (1961)Herd Behavior and Investment (1988)Business Cycles, Indicators, and Forecasting (1993)Survey Measures of Expected U.S. Inflation (1999)The strategy of professional forecasting☆ (2006)Analysts’ Forecasts and Asset Pricing: A Survey (2016)Multivariate GARCH models: a surveyConditional Heteroskedasticity in Asset Returns: A New Approach (1991)Emerging equity market volatility (1997)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Do Measures of Monetary Policy in a VAR Make Sense (1998)Monetary Policy Rules Based on Real-Time Data (2001)Macroeconomic Forecasting With Mixed-Frequency Data (2008)Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility (2010)Communicating uncertainty about facts, numbers and science (2019)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Noise Trader Risk in Financial Markets (1990)The Shadow Economy: An International Survey (2003)Theories of Policy Diffusion Lessons from Latin American Pension Reform (2005)The impact of tax morale and institutional quality on the shadow economy (2008)The Combination of Forecasts (1969)Forecasting Output and Inflation: The Role of Asset Prices (2003)Combination forecasts of output growth in a seven‐country data set (2004)Forecasting: theory and practice (2022)Monetary factors in the great depression (1987)Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level (2001)Inflation Forecast Uncertainty (2003)Econometric Analysis of Cross Section and Panel Data (2001)
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References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1998Evaluating Interval Forecasts2,689 cited
  • 1994Threshold heteroskedastic models2,294 cited
  • 1984Improved methods of combining forecasts1,152 cited
  • 2000From Homo Economicus to Homo Sapiens920 cited
  • 2001A real-time data set for macroeconomists787 cited
  • 2017Rational Expectations and Inflation415 cited
  • 1985Divergence of Opinion in Complete Markets: A Note355 cited
  • 1999Rational Bias in Macroeconomic Forecasts342 cited
  • 2000The effects of real and nominal uncertainty on inflation and output growth: some garch-m evidence336 cited
  • 1983Consensus and Uncertainty in Economic Prediction324 cited
  • 1996Disagreement as a Measure of Uncertainty240 cited
  • 1993Inflation Regimes and the Sources of Inflation Uncertainty219 cited
  • 1993Inflation regimes and the sources of inflation uncertainty197 cited
  • 1983Real Interest, Money Surprises, Anticipated Inflation and Fiscal Deficits

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  • 2012Longevity Risk, Subjective Survival Expectations, and Individual Saving Behavior18 cited