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Has Output Become More Predictable? Changes in Greenbook Forecast Accuracy
12 references·11 citing·44 second hop
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this work references cited by second hop

References

  • n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 cited
  • 1999Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle1,174 cited
  • 2000Federal Reserve Information and the Behavior of Interest Rates1,049 cited
  • 2001The Long and Large Decline in U.S. Output Volatility995 cited
  • 2001Are Phillips Curves Useful for Forecasting Inflation?731 cited
  • 2004Risk and Uncertainty in Monetary Policy439 cited
  • 2003Has the Business Cycle Changed? Evidence and Explanations305 cited
  • 2002The Role of Models and Probabilities in the Monetary Policy Process299 cited
  • 2006Assessing the Sources of Changes in the Volatility of Real Growth120 cited
  • 2007Macroeconomic Volatility, Predictability, and Uncertainty in the Great Moderation80 cited
  • 1990A Cross Country Comparison of Seasonal Cycles and Business Cycles70 cited
  • 1992A Cross Country Comparison of Seasonal Cycles and Business Cycles50 cited

Cited by

  • 2007Gauging the Uncertainty of the Economic Outlook from Historical Forecasting Errors63 cited
  • 2006Forecasting with Small Macroeconomic VARs in the Presence of Instabilities53 cited

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2005
Has Inflation Become Harder to Forecast
44 cited
  • 2008Federal Reserve Information During the Great Moderation43 cited
  • 2007Real‐Time Model Uncertainty in the United States: The Fed, 1996–200339 cited
  • 2009A Comparison of Forecast Performance Between Federal Reserve Staff Forecasts, Simple Reduced-Form Models, and a DSGE Model37 cited
  • 2011Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach27 cited
  • 2008Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve24 cited
  • 2012Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach24 cited
  • 2010How did we get to inflation targeting and where do we need to go to now? A perspective from the US experience21 cited
  • 2012Flow and Stock Effects of Large-Scale Asset Purchases: Evidence on the Importance of Local Supply12 cited