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Has Inflation Become Harder to Forecast
11 references·14 citing·52 second hop
Has Inflation Become Harder to Forecast (2005)Has Inflation Become Harder to ForecastShort-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 …Do Macro Variables, Asset Markets, or Surveys Forecast Inflation Better? (2006)Do Macro Variables, Asset Mar…Why Does the Yield Curve Predict Output and Inflation? (2005)Why Does the Yield Curve Pred…Has Output Become More Predictable? Changes in Greenbook Forecast Accuracy (2005)Has Output Become More Predic…Foundations of the Goldilocks Economy: Supply Shocks and the Time-Varying NAIRU (2003)Foundations of the Goldilocks…Forecasting Output and Inflation: The Role of Asset Prices (2003)Forecasting Output and Inflat…Has the Business Cycle Changed and Why? (2002)Has the Business Cycle Change…Are Phillips Curves Useful for Forecasting Inflation? (2001)Are Phillips Curves Useful fo…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…Good policy or good luck? (1993)Good policy or good luck?The Fisher hypothesis and the forecastability and persistence of inflation (1987)The Fisher hypothesis and the…Inflation Targeting in India : An Interim Assessment (2020)Inflation Targeting in India …Modelling Inflation Volatility (2015)Modelling Inflation VolatilityShort-term inflation forecasting models for Turkey and a forecast combination analysis (2013)Short-term inflation forecast…Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set (2013)Evaluating predictive densiti…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…Multi-horizon inflation forecasts using disaggregated data (2010)Multi-horizon inflation forec…Measuring Output Gap Uncertainty (2009)Measuring Output Gap Uncertai…The Federal Response to Home Mortgage Distress: Lessons from the Great Depression (2008)The Federal Response to Home …Forecasting Inflation and Output: Comparing Data-Rich Models with Simple Rules (2008)Forecasting Inflation and Out…Forecasting Inflation and Output: Comparing Data-Rich Models With Simple Rules (2007)Forecasting Inflation and Out…Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule (2007)Asset Prices as Indicators of…Mis-Specification in Phillips Curve Regressions: Quantifying Frequency Dependence in This Relationship While Allowing for Feedback (2006)Mis-Specification in Phillips…Forecasting with Small Macroeconomic VARs in the Presence of Instabilities (2006)Forecasting with Small Macroe…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)The NAIRU, Unemployment and Monetary Policy (1997)The Time-Varying NAIRU and its Implications for Economic Policy (1997)Aggregate Demand and Long-Run Unemployment (1999)Forecasting inflation (1999)Wiring the Labor Market (2001)Are Oil Shocks Inflationary?: Asymmetric and Nonlinear Specifications versus Changes in Regime (2002)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)The Origins of Banking Panics: Models, Facts, and Bank Regulation (1991)Stock returns and inflation: A long-horizon perspective (1993)Forecasting Economic Time Series (2000)Staggered prices in a utility-maximizing framework (1983)Discretion versus policy rules in practice (1993)The Science of Monetary Policy: A New Keynesian Perspective (1999)Phillips Curve Inflation Forecasts (2008)Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve (2009)Change Detection and the Causal Impact of the Yield Curve (2018)Inference About the Change-Point in a Sequence of Random Variables (1970)Testing for the Constancy of Parameters Over Time (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)What is an Oil Shock? (2000)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)A Contribution to the Theory of Economic Growth (1956)Increasing Returns and Long-Run Growth (1986)On the mechanics of economic development (1988)More evidence on income distribution and growth (1995)The Lost Decades: Developing Countries' Stagnation in Spite of Policy Reform 1980–1998 (2001)The simultaneous evolution of growth and inequality (2003)Aggregate Dynamics and Staggered Contracts (1980)The Role of Monetary Policy (1995)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Disagreement about Inflation Expectations (2003)Globalisation and Inflation: New Cross-Country Evidence on the Global Determinants of Domestic Inflation (2007)Inflation-Gap Persistence in the US (2009)Comparing Predictive Accuracy (1994)Postwar U.S. Business Cycles: An Empirical Investigation (1997)The macroeconomy and the yield curve: a dynamic latent factor approach (2005)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)Averaging forecasts from VARs with uncertain instabilities (2009)The Determinants of Stock and Bond Return Comovements (2009)Should Macroeconomic Forecasters Use Daily Financial Data and How? (2013)Institutional causes, macroeconomic symptoms: volatility, crises and growth (2003)Why Has U.S. Inflation Become Harder to Forecast? (2007)Credit Spreads and Business Cycle Fluctuations (2012)
this work references cited by second hop

References

  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 2002Has the Business Cycle Changed and Why?1,515 cited
  • 2003Forecasting Output and Inflation: The Role of Asset Prices1,076 cited
  • 2001Are Phillips Curves Useful for Forecasting Inflation?731 cited
  • 1993Good policy or good luck?562 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
  • 2005Why Does the Yield Curve Predict Output and Inflation?329 cited
  • 2003Foundations of the Goldilocks Economy: Supply Shocks and the Time-Varying NAIRU282 cited
  • 2006Do Macro Variables, Asset Markets, or Surveys Forecast Inflation Better?202 cited
  • 2005Has Output Become More Predictable? Changes in Greenbook Forecast Accuracy44 cited

Cited by

  • 2008The Federal Response to Home Mortgage Distress: Lessons from the Great Depression91 cited
  • 2013Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set59 cited
  • 2006Forecasting with Small Macroeconomic VARs in the Presence of Instabilities53 cited

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  • 2010Multi-horizon inflation forecasts using disaggregated data45 cited
  • 2013Short-term inflation forecasting models for Turkey and a forecast combination analysis45 cited
  • 2007Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule28 cited
  • 2020Inflation Targeting in India : An Interim Assessment28 cited
  • 2011Core Measures of Inflation as Predictors of Total Inflation26 cited
  • 2009Measuring Output Gap Uncertainty25 cited
  • 2015Modelling Inflation Volatility21 cited
  • 2008Forecasting Inflation and Output: Comparing Data-Rich Models with Simple Rules17 cited
  • 2011Core Measures of Inflation as Predictors of Total Inflation16 cited
  • 2006Mis-Specification in Phillips Curve Regressions: Quantifying Frequency Dependence in This Relationship While Allowing for Feedback13 cited
  • 2007Forecasting Inflation and Output: Comparing Data-Rich Models With Simple Rules12 cited