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Forecasting Inflation in France
16 references·5 citing·34 second hop
Forecasting Inflation in France (2010)Forecasting Inflation in FranceWhy Has U.S. Inflation Become Harder to Forecast? (2007)Why Has U.S. Inflation Become…Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy? (2004)Forecasting euro area inflati…Does Entry Regulation Hinder Job Creation? Evidence from the French Retail Industry (2002)Does Entry Regulation Hinder …Distributions of error correction tests for cointegration (2002)Distributions of error correc…LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …Testing the equality of prediction mean squared errors (1997)Testing the equality of predi…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…A Random Walk, Markov Model for the Distribution of Time Series (1983)A Random Walk, Markov Model f…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…A Methodological Note on the Estimation of Time Series (1981)A Methodological Note on the …Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series (1971)Best Linear Unbiased Interpol…Further Methods of Derivation of Quarterly Figures from Annual Data (1967)Further Methods of Derivation…Stabilisation Policy in a Closed Economy (1954)Stabilisation Policy in a Clo…Price, wage and employment response to shocks: evidence from the WDN survey (2012)Price, wage and employment re…Wealth Effects: The French Case (2010)Wealth Effects: The French Ca…National Borders Matter... Where One Draws the Lines Too (2010)National Borders Matter... Wh…Central Bank Liquidity and Market Liquidity: The Role of Collateral Provision on the French Government Debt Securities Market (2010)Central Bank Liquidity and Ma…Asset-Price Boom-Bust Cycles and Credit: What is the Scope of Macro-Prudential Regulation? (2010)Asset-Price Boom-Bust Cycles …A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)25 years of time series forecasting (2006)Tests of Conditional Predictive Ability (2006)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Generalized impulse response analysis in linear multivariate models (1998)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Testing for a Unit Root in Time Series Regression (1988)Efficient Tests for an Autoregressive Unit Root (1996)A PANIC Attack on Unit Roots and Cointegration (2004)Energy consumption, income, and carbon emissions in the United States (2006)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Has the Business Cycle Changed and Why? (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)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)Forecasting and Conditional Projection Using Realistic Prior Distributions (1983)Forecasting and conditional projection using realistic prior distributions (1984)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)The Theory of Economic Growth: A Survey (1965)Robustness properties of a rule for monetary policy (1988)Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (2000)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 1997Testing the equality of prediction mean squared errors2,103 cited
  • 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
  • 1971Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series1,192 cited
  • 1954Stabilisation Policy in a Closed Economy589 cited
  • 2002Does Entry Regulation Hinder Job Creation? Evidence from the French Retail Industry445 cited
  • 1981A Methodological Note on the Estimation of Time Series355 cited
  • 2002Distributions of error correction tests for cointegration320 cited
  • 1983A Random Walk, Markov Model for the Distribution of Time Series289 cited
  • 1967

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Further Methods of Derivation of Quarterly Figures from Annual Data
216 cited
  • 2004Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?171 cited
  • Cited by

    • 2012Price, wage and employment response to shocks: evidence from the WDN survey90 cited
    • 2010Asset-Price Boom-Bust Cycles and Credit: What is the Scope of Macro-Prudential Regulation?57 cited
    • 2010Central Bank Liquidity and Market Liquidity: The Role of Collateral Provision on the French Government Debt Securities Market19 cited
    • 2010Wealth Effects: The French Case18 cited
    • 2010National Borders Matter... Where One Draws the Lines Too17 cited