Citation map · Study

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

16 references·2 citing·45 second hop

FromToDepth

this work references cited by second hop

References

2007Strictly Proper Scoring Rules, Prediction, and Estimation5,771 cited
1996Efficient Tests for an Autoregressive Unit Root5,637 cited
2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
1998Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models2,265 cited
1997Testing the equality of prediction mean squared errors2,103 cited
2005Drifts and volatilities: monetary policies and outcomes in the post WWII US1,955 cited
2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
2006Were There Regime Switches in U.S. Monetary Policy?1,607 cited
1987The Information in Long-Maturity Forward Rates1,552 cited
2002Bayesian Analysis of Stochastic Volatility Models1,363 cited
1999Forecasting inflation1,273 cited
2011Making and Evaluating Point Forecasts1,159 cited
2005The macroeconomy and the yield curve: a dynamic latent factor approach967 cited
2001Evolving Post-World War II U.S. Inflation Dynamics914 cited
2008The Time-Varying Volatility of Macroeconomic Fluctuations844 cited
2005

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

What does the yield curve tell us about GDP growth?

815 cited

Cited by

2012Time-Varying Combinations of Predictive Densities Using Nonlinear Filtering62 cited
2009Forecast accuracy and economic gains from Bayesian model averaging using time‐varying weights58 cited