SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Real-Time Inflation Forecasting in a Changing World · Study

PreprintShelves

PreprintReal-Time Inflation Forecasting in a Changing World

Jan J. J. Groen2011

OA

Preprintgreen2011

Real-Time Inflation Forecasting in a Changing World

Jan J. J. Groen · Richard Paap · Francesco Ravazzolo

27 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Monetary Policy and Economic Impact Forecasting Techniques and Applications Market Dynamics and Volatility

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 27 citations exist upstream.

References

2007Strictly Proper Scoring Rules, Prediction, and Estimation 1996Efficient Tests for an Autoregressive Unit Root 2005Time Varying Structural Vector Autoregressions and Monetary Policy 1998Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models 1997Testing the equality of prediction mean squared errors 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US 2007Why Has U.S. Inflation Become Harder to Forecast?2006Were There Regime Switches in U.S. Monetary Policy?

Cited by

2012Time-Varying Combinations of Predictive Densities Using Nonlinear Filtering 2009Forecast accuracy and economic gains from Bayesian model averaging using time‐varying weights

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2012Real-Time Inflation Forecasting in a Changing Worldarticle · 26 shared references 2013Forecasting Inflationchapter · 12 shared references 2021AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME‐SERIES ECONOMETRICSarticle · 12 shared references 2021Forecasting in the Presence of Instabilities: How We Know Whether Models Predict Well and How to Improve Themarticle · 11 shared references 2014Macroeconomic Forecasting Performance under Alternative Specifications of Time-Varying Volatilityarticle · 10 shared references 2011A Bayesian Evaluation of Alternative Models of Trend Inflationreport · 10 shared references

Details

Year2011

Typepreprint

Published2011-12-28

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations27

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.2139/ssrn.1465985

openalex_workW1968686305

Links

Imported from OpenAlex (CC0) — nothing here is generated.