SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
EVALUATING INFLATION FORECASTS
16 references·10 citing·45 second hop
EVALUATING INFLATION FORECASTS (1998)EVALUATING INFLATION FORECASTSA real-time data set for macroeconomists (2001)A real-time data set for macr…The Li vingston Survey: Still Useful Aft er All These Years (1997)The Li vingston Survey: Still…8 Forecast evaluation and combination (1996)8 Forecast evaluation and com…Measuring Core Inflation (1995)Measuring Core InflationMeasuring Core Inflation (1993)Measuring Core InflationIntroducing: The Survey of Professional Forecasters (1993)Introducing: The Survey of Pr…Forecasting With Bayesian Vector Autoregressions—Five Years of Experience (1986)Forecasting With Bayesian Vec…Models of Inflation Expectations Formation: A Comparison of Household and Economist Forecasts (1983)Models of Inflation Expectati…What do Economists Know? An Empirical Study of Experts' Expectations (1981)What do Economists Know? An E…Macroeconomics and Reality (1980)Macroeconomics and RealityForward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward Exchange Rates as Opt…Comparing Survey and Rational Measures of Expected Inflation: Forecast Performance and Interest Rate Effects (1979)Comparing Survey and Rational…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…A Study of Price Forecasts (1977)A Study of Price ForecastsEmpirical Evidence on the Formation of Price Expectations (1970)Empirical Evidence on the For…Applied Economic Forecasting (1967)Applied Economic ForecastingWhat drives household inflation expectations in South Africa? Demographics and anchoring under inflation targeting (2021)What drives household inflati…The Measurement of Expectations (2019)The Measurement of Expectatio…LEARNING AND THE EVOLUTION OF THE FED’S INFLATION TARGET (2019)LEARNING AND THE EVOLUTION OF…On the Epidemiological Microfoundations of Sticky Information* (2009)On the Epidemiological Microf…Monetary Policy Actions and Long-Run Inflation Expectations (2007)Monetary Policy Actions and L…Disagreement and Biases in Inflation Expectations (2006)Disagreement and Biases in In…An Evaluation of Inflation Forecasts from Surveys Using Real-Time Data (2006)An Evaluation of Inflation Fo…Unemployment Expectations: The Impact of Private Information on Income Uncertainty (2003)Unemployment Expectations: Th…Strategic bias, herding behaviour and economic forecasts (2003)Strategic bias, herding behav…Expectations and the Effects of Monetary Policy (1995)Expectations and the Effects …Relative-Price Changes as Aggregate Supply Shocks (1995)Phillips Curve Inflation Forecasts (2008)Inflation Dynamics and the Great Recession (2011)Rational Expectations and the Theory of Price Movements (1961)Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment (1973)ON TESTING FOR UNBIASEDNESS AND EFFICIENCY OF FORECASTS* (1990)Survey Measures of Expected U.S. Inflation (1999)Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? (2008)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Comparing Predictive Accuracy (1994)Predicting currency crises: (1999)Comparing Density Forecasts via Weighted Likelihood Ratio Tests (2007)Forecasting with panel data (2008)Do Measures of Monetary Policy in a VAR Make Sense (1998)Monetary Policy Rules Based on Real-Time Data (2001)Macroeconomic Forecasting With Mixed-Frequency Data (2008)Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility (2010)Communicating uncertainty about facts, numbers and science (2019)Forecasting and Conditional Projection Using Realistic Prior Distributions (1983)Forecasting and conditional projection using realistic prior distributions (1984)Bayesian Methods for Dynamic Multivariate Models (1998)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Large Bayesian vector auto regressions (2009)Asset Prices in an Exchange Economy (1978)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Does financial liberalization spur growth? (2005)Presidential Address: Discount Rates (2011)Expectations and the neutrality of money (1972)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Monetary Policy in the Euro Area (2001)A Simple Adaptive Measure of Core Inflation (2002)Rethinking Capital Regulation (2008)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Generalized autoregressive conditional heteroskedasticity (1986)Extreme Correlation of International Equity Markets (2001)Forecasting Volatility in Financial Markets: A Review (2003)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • 1986Forecasting With Bayesian Vector Autoregressions—Five Years of Experience1,231 cited
  • 1967Applied Economic Forecasting1,206 cited
  • 2001A real-time data set for macroeconomists787 cited
  • 19968 Forecast evaluation and combination536 cited
  • 1993Measuring Core Inflation374 cited
  • 1995Measuring Core Inflation343 cited
  • 1981What do Economists Know? An Empirical Study of Experts' Expectations299 cited
  • 1993Introducing: The Survey of Professional Forecasters289 cited
  • 1977A Study of Price Forecasts243 cited
  • 1970Empirical Evidence on the Formation of Price Expectations208 cited
  • 1983Models of Inflation Expectations Formation: A Comparison of Household and Economist Forecasts137 cited
  • 1979Comparing Survey and Rational Measures of Expected Inflation: Forecast Performance and Interest Rate Effects109 cited
  • 1997The Li vingston Survey: Still Useful Aft er All These Years

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

89 cited

Cited by

  • 2003Unemployment Expectations: The Impact of Private Information on Income Uncertainty69 cited
  • 2003Strategic bias, herding behaviour and economic forecasts50 cited
  • 2006An Evaluation of Inflation Forecasts from Surveys Using Real-Time Data45 cited
  • 2007Monetary Policy Actions and Long-Run Inflation Expectations28 cited
  • 2006Disagreement and Biases in Inflation Expectations27 cited
  • 2019LEARNING AND THE EVOLUTION OF THE FED’S INFLATION TARGET26 cited
  • 1995Expectations and the Effects of Monetary Policy26 cited
  • 2009On the Epidemiological Microfoundations of Sticky Information*17 cited
  • 2021What drives household inflation expectations in South Africa? Demographics and anchoring under inflation targeting16 cited
  • 2019The Measurement of Expectations1 cited