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How Useful Are Leading Indicators of Inflation
5 references·13 citing·40 second hop
How Useful Are Leading Indicators of Inflation (1995)How Useful Are Leading Indicators of Infl…Is there a role for gold in monetary policy (1994)Is there a role for gold in m…Commodity Prices: Cyclical Weakness or Secular Decline? (1994)Commodity Prices: Cyclical We…Leading Economic Indicators (1991)Leading Economic IndicatorsCommodity Prices as a Leading Indicator of Inflation (1988)Commodity Prices as a Leading…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Gold Prices and Inflation (2021)Gold Prices and InflationThe impact of monetary policy on gold price dynamics (2017)The impact of monetary policy…An Analysis of the Relationship between Inflation and Gold Prices: Evidence from Pakistan (2013)An Analysis of the Relationsh…Commodity prices and inflation: Testing in the frequency domain (2011)Commodity prices and inflatio…THE ROLE OF COMMODITY PRICES IN MACROECONOMIC POLICY IN SOUTH AFRICA (2007)THE ROLE OF COMMODITY PRICES …Gold Price, Neural Networks and Genetic Algorithm (2004)Gold Price, Neural Networks a…An alternative demand indicator: the 'non-accelerating inflation rate of capacity utilization' (2003)An alternative demand indicat…Comparing forecasts of inflation using time distance (2002)Comparing forecasts of inflat…The role of asset prices in Indian inflation in recent years: some conjectures (2001)The role of asset prices in I…Leading inflation indicators for Greece (2001)Leading inflation indicators …Gold and commodity prices as leading indicators of inflation: Tests of long-run relationship and predictive performance (1997)Gold and commodity prices as …Inflation Targeting: Theory and Policy Implications (1996)Inflation Targeting: Theory a…Forecasting Irish Inflation: A Composite Leading Indicator (1996)Forecasting Irish Inflation: …Artificial Adaptive Agents in Economic Theory (1991)Neural network forecasting of the British Pound/US Dollar exchange rate (1998)Increasing Returns and Path Dependence in the Economy (2016)A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)A Closer Look at Oil, Diamonds, and Civil War (2006)The Natural Resource Curse: A Survey (2010)The Natural Resource Curse: A Survey of Diagnoses and Some Prescriptions (2012)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)An overview of global gold market and gold price forecasting (2010)The macroeconomic determinants of volatility in precious metals markets (2010)Does gold act as a hedge or a safe haven for stocks? A smooth transition approach (2014)Measurement of Linear Dependence and Feedback Between Multiple Time Series (1982)Facts and Fantasies about Commodity Futures (2006)Information transmission across currency futures markets: Evidence from frequency domain tests (2011)Can agricultural commodity prices predict Nigeria's inflation? (2019)Is autonomous demand really autonomous in the United States? An asymmetric frequency‐domain Granger causality approach (2021)Asset returns and inflation (1977)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2009)Does gold act as a hedge against different nuances of inflation? Evidence from Quantile-on-Quantile and causality-in- quantiles approaches (2018)Determinants of Recent Inflation in Pakistan and its Relation with Economic Growth: An Econometric Analysis (2022)Do geopolitical oil price risk, global macroeconomic fundamentals relate Islamic and conventional stock market? Empirical evidence from QARDL approach (2022)The Optimal Degree of Commitment to an Intermediate Monetary Target (1985)Is gold a safe haven? International evidence (2010)Expectations and Exchange Rate Dynamics (1976)DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)Commodity prices, money and inflation (2010)Commodity Prices, Convenience Yields, and Inflation (2011)Short-run and long-run determinants of the price of gold (2006)Time and place where gold acts as an inflation hedge: An application of long-run and short-run threshold model (2010)Dynamic Econometrics (1995)The empirical risk–return relation: A factor analysis approach☆ (2006)Macro Factors in Bond Risk Premia (2009)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)
this work references cited by second hop

References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods23,139 cited
  • 1991Leading Economic Indicators222 cited
  • 1994Commodity Prices: Cyclical Weakness or Secular Decline?216 cited
  • 1988Commodity Prices as a Leading Indicator of Inflation62 cited
  • 1994Is there a role for gold in monetary policy49 cited

Cited by

  • 1997Gold and commodity prices as leading indicators of inflation: Tests of long-run relationship and predictive performance168 cited
  • 2011Commodity prices and inflation: Testing in the frequency domain95 cited
  • 2017The impact of monetary policy on gold price dynamics47 cited
  • 2013An Analysis of the Relationship between Inflation and Gold Prices: Evidence from Pakistan35 cited
  • 2004Gold Price, Neural Networks and Genetic Algorithm29 cited
  • 2002Comparing forecasts of inflation using time distance28 cited
  • 2001Leading inflation indicators for Greece27 cited
  • 2021Gold Prices and Inflation27 cited
  • 2003An alternative demand indicator: the 'non-accelerating inflation rate of capacity utilization'26 cited
  • 1996Forecasting Irish Inflation: A Composite Leading Indicator

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11 cited
  • 1996Inflation Targeting: Theory and Policy Implications11 cited
  • 2001The role of asset prices in Indian inflation in recent years: some conjectures9 cited
  • 2007THE ROLE OF COMMODITY PRICES IN MACROECONOMIC POLICY IN SOUTH AFRICA8 cited