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Estimating the Common Trend Rate of Inflation for Consumer Prices and Consumer Prices Excluding Food and Energy Prices
14 references·3 citing·51 second hop
Estimating the Common Trend Rate of Inflation for Consumer Prices and Consumer Prices Excluding Food and Energy Prices (2008)Estimating the Common Trend Rate of Infla…Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis that the Real Rate of Interest is Constant (2016)Short-Term Interest Rates as …A comparison of forecast performance between federal reserve staff forecasts, simple reduced‐form models, and a DSGE model (2010)A comparison of forecast perf…Why Has U.S. Inflation Become Harder to Forecast? (2007)Why Has U.S. Inflation Become…The Macroeconomic Effects of Oil Shocks: Why are the 2000s So Different from the 1970s? (2007)The Macroeconomic Effects of …A Review of Core Inflation and an Evaluation of its Measures (2006)A Review of Core Inflation an…Understanding the Greenspan Standard by (2005)Understanding the Greenspan S…Are Oil Shocks Inflationary?: Asymmetric and Nonlinear Specifications versus Changes in Regime (2002)Are Oil Shocks Inflationary?:…A Simple Adaptive Measure of Core Inflation (2002)A Simple Adaptive Measure of …Comparing Measures of Core Inflation (2001)Comparing Measures of Core In…Are Phillips Curves Useful for Forecasting Inflation? (2001)Are Phillips Curves Useful fo…Measuring Core Inflation (1993)Measuring Core InflationThe Fisher hypothesis and the forecastability and persistence of inflation (1987)The Fisher hypothesis and the…An Evaluation of the Forecast Performance of Alternative Models of Inflation (1987)An Evaluation of the Forecast…Optimal Properties of Exponentially Weighted Forecasts (1960)Optimal Properties of Exponen…Core Measures of Inflation as Predictors of Total Inflation (2011)Core Measures of Inflation as…Core Measures of Inflation as Predictors of Total Inflation (2011)Core Measures of Inflation as…Macro-modelling with many models (2010)Macro-modelling with many mod…Rational Expectations and the Theory of Price Movements (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Likelihood‐based cointegration tests in heterogeneous panels (2001)Chapter 15 Anomalies and market efficiency (2003)How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements (2013)Short- Term Interest Rates as Predictors of Inflation (2021)Measuring Core Inflation (1995)Relative-Price Changes as Aggregate Supply Shocks (1995)Phillips Curve Inflation Forecasts (2008)Inflation Dynamics and the Great Recession (2011)Forecasting Sales by Exponentially Weighted Moving Averages (1960)Planning Production, Inventories, and Work Force. (1962)Econometric policy evaluation: A critique (1976)Trends and random walks in macroeconmic time series (1982)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)This is what happened to the oil price-macroeconomy relationship (1996)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Oil prices, economic activity and inflation: evidence for some Asian countries (2004)Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: A Comment (2004)Do structural oil-market shocks affect stock prices? 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(2002)Risk Matters: The Real Effects of Volatility Shocks (2011)Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks (2013)Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)
this work references cited by second hop

References

  • 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
  • 1960Optimal Properties of Exponentially Weighted Forecasts985 cited
  • 2007The Macroeconomic Effects of Oil Shocks: Why are the 2000s So Different from the 1970s?866 cited
  • 2002Are Oil Shocks Inflationary?: Asymmetric and Nonlinear Specifications versus Changes in Regime737 cited
  • 2001Are Phillips Curves Useful for Forecasting Inflation?731 cited
  • 1987The Fisher hypothesis and the forecastability and persistence of inflation385 cited
  • 2016Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis that the Real Rate of Interest is Constant382 cited
  • 1993Measuring Core Inflation374 cited
  • 2002A Simple Adaptive Measure of Core Inflation229 cited
  • 2010A comparison of forecast performance between federal reserve staff forecasts, simple reduced‐form models, and a DSGE model152 cited
  • 2001Comparing Measures of Core Inflation129 cited
  • 2005Understanding the Greenspan Standard by124 cited
  • 1987An Evaluation of the Forecast Performance of Alternative Models of Inflation80 cited
  • 2006A Review of Core Inflation and an Evaluation of its Measures45 cited

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Core Measures of Inflation as Predictors of Total Inflation
26 cited
  • 2010Macro-modelling with many models17 cited
  • 2011Core Measures of Inflation as Predictors of Total Inflation16 cited