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Measuring the Level and Uncertainty of Trend Inflation
16 references·16 citing·41 second hopsampled
Measuring the Level and Uncertainty of Trend Inflation (2016)Measuring the Level and Uncertainty of Tr…Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts (2015)Information Rigidity and the …What Can Survey Forecasts Tell Us about Information Rigidities? (2012)What Can Survey Forecasts Tel…International Journal of Central Banking (2012)International Journal of Cent…Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset (2011)Term Premia and Inflation Unc…Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2010)Shocks and Frictions in US Bu…Inflation-Gap Persistence in the US (2009)Inflation-Gap Persistence in …Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Drifts and volatilities: mone…Measuring the Natural Rate of Interest (2003)Measuring the Natural Rate of…Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve (2002)Sticky Information versus Sti…LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model (1998)Median Unbiased Estimation of…Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyTesting the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)A new approach to decompositi…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Anchored Inflation Expectations (2022)Anchored Inflation Expectatio…Long-term inflation expectations and the transmission of monetary policy shocks: Evidence from a SVAR analysis (2021)Long-term inflation expectati…Do Inflation Expectations Improve Model-Based Inflation Forecasts? 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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’2,308 cited
  • 2002Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve2,302 cited
  • 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US1,955 cited
  • 2010Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach1,507 cited
  • 2012International Journal of Central Banking1,258 cited
  • 2015Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts1,145 cited
  • 2003Measuring the Natural Rate of Interest1,062 cited
  • 2012What Can Survey Forecasts Tell Us about Information Rigidities?846 cited
  • 2009Inflation-Gap Persistence in the US544 cited

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  • 2011Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset504 cited
  • 1998Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model365 cited
  • Cited by

    • 2019Global factors and trend inflation102 cited
    • 2014Evaluating alternative models of trend inflation101 cited
    • 2022Anchored Inflation Expectations98 cited
    • 2014Inflation Persistence, the NAIRU, and the Great Recession86 cited
    • 2016A Time Series Model of Interest Rates With the Effective Lower Bound69 cited
    • 2020A Model of the Fed's View on Inflation64 cited
    • 2021A Time‐Series Model of Interest Rates with the Effective Lower Bound61 cited
    • 2019Measuring Inflation Anchoring and Uncertainty: A U.S. and Euro Area Comparison53 cited
    • 2019Eight Centuries of Global Real Interest Rates, R-G, and the ‘Suprasecular’ Decline, 1311–201850 cited
    • 2019Term Structures of Inflation Expectations and Real Interest Rates47 cited
    • 2015Core Inflation and Trend Inflation38 cited
    • 2021Do Inflation Expectations Improve Model-Based Inflation Forecasts?37 cited
    • 2020Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility34 cited
    • 2018Measuring Inflation Expectations Uncertainty Using High‐Frequency Data33 cited
    • 2021Long-term inflation expectations and the transmission of monetary policy shocks: Evidence from a SVAR analysis32 cited
    • 2019Inflation Expectations: Review and Evidence29 cited