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P*: Not the Inflation Forecaster's Holy Grail
5 references·15 citing·47 second hop
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(1911)The Purchasing Power of Money.Statistical tests for multiple forecast comparison (2012)Statistical tests for multipl…Financial Factors in Economic Fluctuations ∗ (Preliminary) (2009)Financial Factors in Economic…Financial Factors in Business Cycles ∗ (Preliminary) (2007)Financial Factors in Business…Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting (2005)Meese-Rogoff Redux: Micro-Bas…Monetary policy and forecasting inflation with and without the output gap (2002)Monetary policy and forecasti…Assessing Simple Policy Rules: A View from a Complete Macroeconomic Model (2001)Assessing Simple Policy Rules…Assessing Simple Policy Rules: A View from a Complete Macro Model (2001)Assessing Simple Policy Rules…The Domestic and Foreign Price Gaps in the P-STAR Model (1999)The Domestic and Foreign Pric…A Modified P*-Model of Inflation Based on M1 (1998)A Modified P*-Model of Inflat…Using Monthly Data to Improve Quarterly Model Forecasts (1996)Using Monthly Data to Improve…Aggregate price adjustment: the Fischerian alternative (1996)Aggregate price adjustment: t…Adding bond funds to M2 in the P-Star model of inflation (1994)Adding bond funds to M2 in th…IS P-STAR A GOOD INDICATOR OF INFLATIONARY PRESSURE IN OECD COUNTRIES? 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this work references cited by second hop

References

  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1988How Big Is the Random Walk in GNP?1,270 cited
  • 1911The Purchasing Power of Money.597 cited
  • 20124 Two Illustrations of the Quantity Theory of Money479 cited
  • 1990Unit roots in real GNP: Do we know, and do we care?265 cited

Cited by

  • 2012Statistical tests for multiple forecast comparison85 cited
  • 2005Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting55 cited
  • 2001Assessing Simple Policy Rules: A View from a Complete Macro Model54 cited
  • 2001Assessing Simple Policy Rules: A View from a Complete Macroeconomic Model39 cited
  • 1996Using Monthly Data to Improve Quarterly Model Forecasts36 cited
  • 1991IS P-STAR A GOOD INDICATOR OF INFLATIONARY PRESSURE IN OECD COUNTRIES?34 cited
  • 2009Financial Factors in Economic Fluctuations ∗ (Preliminary)22 cited
  • 1990The P-Star Approach to the Link Between Money and Prices22 cited
  • 2002Monetary policy and forecasting inflation with and without the output gap21 cited
  • 2007Financial Factors in Business Cycles ∗ (Preliminary)20 cited

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1996
Aggregate price adjustment: the Fischerian alternative
20 cited
  • 1994Adding bond funds to M2 in the P-Star model of inflation19 cited
  • 1989P* Type Models: Evaluation and Forecasts16 cited
  • 1999The Domestic and Foreign Price Gaps in the P-STAR Model12 cited
  • 1998A Modified P*-Model of Inflation Based on M111 cited