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Tails of Inflation Forecasts and Tales of Monetary Policy
16 references·8 citing·36 second hop
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References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 2006Approximately normal tests for equal predictive accuracy in nested models2,513 cited
  • 1998Monetary Policy Shocks: What Have We Learned and to What End?2,186 cited
  • 2007The Impact of Uncertainty Shocks2,111 cited
  • n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 cited
  • 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
  • 2004A New Measure of Monetary Shocks: Derivation and Implications1,621 cited
  • 2006Were There Regime Switches in U.S. Monetary Policy?1,607 cited
  • 2002Has the Business Cycle Changed and Why?1,515 cited
  • 2001Monetary Policy Rules Based on Real-Time Data1,357 cited
  • 1998Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory1,166 cited
  • 2015Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts

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1,145 cited
  • 2008The Time-Varying Volatility of Macroeconomic Fluctuations844 cited
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    • 2012Optimal Monetary and Prudential Policies63 cited
    • 2024Inflation at risk in advanced and emerging market economies35 cited
    • 2025How Likely Is an Inflation Disaster?33 cited
    • 2012Foreign Entry and Spillovers with Technological Incompatibilities in the Supply Chain33 cited
    • 2012The Measurement and Behavior of Uncertainty: Evidence from the ECB Survey of Professional Forecasters31 cited
    • 2015Inflation, deflation, and uncertainty: What drives euro-area option-implied inflation expectations, and are they still anchored in the sovereign debt crisis?28 cited
    • 2022Inflation disasters and consumption26 cited
    • 2013Risk management, nonlinearity and aggressiveness in monetary policy: The case of the US Fed15 cited