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Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?
13 references·16 citing·39 second hop
Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy? (2004)Forecasting euro area inflation: Does agg…Combination forecasts of output growth in a seven‐country data set (2004)Combination forecasts of outp…Macroeconomic forecasting in the Euro area: Country specific versus area-wide information (2003)Macroeconomic forecasting in …Robust out-of-sample inference (2000)Robust out-of-sample inferenceSome Consequences of Temporal Aggregation in Empirical Analysis (1999)Some Consequences of Temporal…Forecasting inflation (1999)Forecasting inflationTesting the equality of prediction mean squared errors (1997)Testing the equality of predi…Evidence on Structural Instability in Macroeconomic Time Series Relations (1996)Evidence on Structural Instab…Asymptotic Inference about Predictive Ability (1996)Asymptotic Inference about Pr…8 Forecast evaluation and combination (1996)8 Forecast evaluation and com…Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyComparing Information in Forecasts from Econometric Models (1990)Comparing Information in Fore…Combining forecasts: A review and annotated bibliography (1989)Combining forecasts: A review…Is Aggregation Necessarily Bad? (1960)Is Aggregation Necessarily Ba…Forecasting UK inflation bottom up (2024)Forecasting UK inflation bott…Forecast reconciliation: A review (2023)Forecast reconciliation: A re…Forecasting inflation in the euro area: countries matter! (2020)Forecasting inflation in the …Does the Phillips Curve Help to Forecast Euro Area Inflation? 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this work references cited by second hop

References

  • 1995Comparing Predictive Accuracy5,214 cited
  • 1989Combining forecasts: A review and annotated bibliography2,170 cited
  • 1997Testing the equality of prediction mean squared errors2,103 cited
  • 1996Asymptotic Inference about Predictive Ability1,415 cited
  • 1999Forecasting inflation1,273 cited
  • 2004Combination forecasts of output growth in a seven‐country data set1,138 cited
  • 1996Evidence on Structural Instability in Macroeconomic Time Series Relations617 cited
  • 19968 Forecast evaluation and combination536 cited
  • 1990Comparing Information in Forecasts from Econometric Models427 cited
  • 1960Is Aggregation Necessarily Bad?424 cited
  • 2003Macroeconomic forecasting in the Euro area: Country specific versus area-wide information415 cited
  • 1999Some Consequences of Temporal Aggregation in Empirical Analysis271 cited
  • 2000Robust out-of-sample inference211 cited

Cited by

  • 2009Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate155 cited
  • 2010Forecasting Inflation Using Economic Indicators: The Case of France113 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2011Reality Checks and Comparisons of Nested Predictive Models87 cited
  • 2023Forecast reconciliation: A review85 cited
  • 2008Forecast Evaluation of Small Nested Model Sets75 cited
  • 2006Chapter 6 Forecasting with VARMA Models72 cited
  • 2007Forecasting inflation using economic indicators: the case of France59 cited
  • 2006Forecasting Austrian inflation51 cited
  • 2020Forecasting inflation in the euro area: countries matter!48 cited
  • 2024Forecasting UK inflation bottom up47 cited
  • 2010Multi-horizon inflation forecasts using disaggregated data45 cited
  • 2010Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate43 cited
  • 2017Forecasting inflation: Phillips curve effects on services price measures42 cited
  • 2006Regional Inflation Dynamics within and across Euro Area Countries and a Comparison with the US39 cited
  • 2017A Suite of Inflation Forecasting Models35 cited
  • 2020Does the Phillips Curve Help to Forecast Euro Area Inflation?34 cited