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A Core Inflation Index for the Euro Area
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A Core Inflation Index for the Euro Area (2001)A Core Inflation Index for the Euro AreaFirm investment and monetary transmission in the euro area (2001)Firm investment and monetary …The Band Pass Filter (1999)The Band Pass FilterThe cyclical behavior of prices (1991)The cyclical behavior of pric…Dynamic Factor Models: A Review of the Literature (2013)Dynamic Factor Models: A Revi…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…MEASURING CHANGES IN THE VALUE OF THE NUMERAIRE (2007)MEASURING CHANGES IN THE VALU…Time-Varying Pass-Through from Import Prices to Consumer Prices: Evidence from an Event Study with Real-Time Data (2005)Time-Varying Pass-Through fro…Forecasting Austrian GDP using the generalized dynamic factor model (2004)Forecasting Austrian GDP usin…Comparing Predictive Accuracy (1994)The Generalized Dynamic-Factor Model: Identification and Estimation (2000)Determining the Number of Factors in Approximate Factor Models (2002)Forecasting the US real house price index: Structural and non-structural models with and without fundamentals (2011)Staggered prices in a utility-maximizing framework (1983)Event Studies in Economics and Finance (1997)The arbitrage theory of capital asset pricing (1976)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)The Econometrics of Financial Markets (2012)Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey (2014)A new approach to statistical arbitrage: Strategies based on dynamic factor models of prices and their performance (2015)Expectations and the neutrality of money (1972)Trends and random walks in macroeconmic time series (1982)A Sticky-Price Manifesto (1994)The comovement between output and prices (2000)Do Countries Default in “Bad times”? (2007)A Monetary History of the United States, 1867-1960 (2017)Biases in Dynamic Models with Fixed Effects (1981)Financing Constraints and Corporate Investment (1987)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)New Findings on Firm Investment and Monetary Transmission in the Euro Area (2003)Preliminary data and econometric forecasting: an application with the Bank of Italy Quarterly Model (2005)The Impact of Financial Position on Investment: An Analysis for Non-Financial Corporations in the Euro Area (2008)New Indexes of Coincident and Leading Economic Indicators (1989)Tests of Conditional Predictive Ability (2006)Why Has U.S. Inflation Become Harder to Forecast? (2007)Do Food Commodity Prices Have Asymmetric Effects on Euro-Area Inflation? (2012)Measuring U.S. Core Inflation: The Stress Test of COVID-19 (2021)Is it Time to Reassess the Focal Role of Core PCE Inflation in Assessing the Trend in PCE Inflation? (2022)The General Theory of Employment, Interest and Money. (1936)Technical Change and the Aggregate Production Function (1957)Relative Goods' Prices, Pure Inflation, and the Phillips Correlation (2007)A Positive Theory of Monetary Policy in a Natural Rate Model (1983)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Are Technology Improvements Contractionary? (2006)Fiscal Volatility Shocks and Economic Activity (2015)Do macro variables, asset markets, or surveys forecast inflation better? (2007)
this work references cited by second hop

References

  • 1999The Band Pass Filter1,909 cited
  • 1991The cyclical behavior of prices249 cited
  • 2001Firm investment and monetary transmission in the euro area57 cited

Cited by

  • 2004Forecasting Austrian GDP using the generalized dynamic factor model40 cited
  • 2013Dynamic Factor Models: A Review of the Literature27 cited
  • 2011Core Measures of Inflation as Predictors of Total Inflation26 cited
  • 2005Time-Varying Pass-Through from Import Prices to Consumer Prices: Evidence from an Event Study with Real-Time Data18 cited
  • 2007MEASURING CHANGES IN THE VALUE OF THE NUMERAIRE18 cited
  • 2011Core Measures of Inflation as Predictors of Total Inflation16 cited

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