SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Multi-horizon inflation forecasts using disaggregated data
16 references·2 citing·36 second hop
Multi-horizon inflation forecasts using disaggregated data (2010)Multi-horizon inflation forecasts using d…Optimal combination forecasts for hierarchical time series (2011)Optimal combination forecasts…Price Setting During Low and High Inflation: Evidence from Mexico* (2009)Price Setting During Low and …Hierarchical forecasts for Australian domestic tourism (2008)Hierarchical forecasts for Au…Do macro variables, asset markets, or surveys forecast inflation better? (2007)Do macro variables, asset mar…Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy? (2004)Forecasting euro area inflati…A Companion to Economic Forecasting (2004)A Companion to Economic Forec…Forecasting inflation (1999)Forecasting inflationPeriodicity and Stochastic Trends In Economic Time Series (1996)Periodicity and Stochastic Tr…Asymptotic Inference about Predictive Ability (1996)Asymptotic Inference about Pr…Comparing Predictive Accuracy (1994)Comparing Predictive AccuracySeasonal integration and cointegration (1990)Seasonal integration and coin…Forecasting Economic Time Series (1986)Forecasting Economic Time Ser…Forecasting Economic Time Series (1979)Forecasting Economic Time Ser…Time Series Analysis: Forecasting and Control. (1978)Time Series Analysis: Forecas…Time Series Analysis, Forecasting and Control. (1971)Time Series Analysis, Forecas…The Typical Spectral Shape of an Economic Variable (1966)The Typical Spectral Shape of…ANALYZING MORTALITY BOND INDEXES VIA HIERARCHICAL FORECAST RECONCILIATION (2019)ANALYZING MORTALITY BOND INDE…Estimating the Exchange Rate Pass-through to Prices in Mexico (2013)Estimating the Exchange Rate …Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Testing for a Unit Root (1993)Dynamic Econometrics (1995)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Postwar U.S. Business Cycles: An Empirical Investigation (1997)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)The Determinants of Stock and Bond Return Comovements (2010)Time-varying short-horizon predictability☆ (2010)Expectations of Returns and Expected Returns (2014)Interpreting the macroeconomic time series facts (1992)Efficient Tests for an Autoregressive Unit Root (1996)Determining the Number of Factors in Approximate Factor Models (2002)Inferential Theory for Factor Models of Large Dimensions (2003)Evaluating Density Forecasts with Applications to Financial Risk Management (1998)A forecast comparison of volatility models: does anything beat a GARCH(1,1)? (2005)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Fractional Brownian Motions, Fractional Noises and Applications (1968)Long memory processes and fractional integration in econometrics (1996)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Principles of forecasting : a handbook for researchers and practitioners (2001)25 years of time series forecasting (2006)The politics of attention: how government prioritizes problems (2006)Long memory relationships and the aggregation of dynamic models (1980)Understanding spurious regressions in econometrics (1986)Generalized autoregressive conditional heteroskedasticity (1986)A long memory property of stock market returns and a new model (1993)Introductory Econometrics for Finance (2008)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Forecasting the behavior of multivariate time series using neural networks (1992)The Effectiveness of Antiterrorism Policies: A Vector-Autoregression-Intervention Analysis (1993)Economic and statistical measures of forecast accuracy (2000)
this work references cited by second hop

References

  • 1994Comparing Predictive Accuracy5,495 cited
  • 1978Time Series Analysis: Forecasting and Control.5,299 cited
  • 1971Time Series Analysis, Forecasting and Control.2,771 cited
  • 1990Seasonal integration and cointegration1,475 cited
  • 1996Asymptotic Inference about Predictive Ability1,415 cited
  • 1999Forecasting inflation1,273 cited
  • 1979Forecasting Economic Time Series1,004 cited
  • 2007Do macro variables, asset markets, or surveys forecast inflation better?801 cited
  • 1986Forecasting Economic Time Series714 cited
  • 1966The Typical Spectral Shape of an Economic Variable663 cited
  • 2011Optimal combination forecasts for hierarchical time series471 cited
  • 2009Price Setting During Low and High Inflation: Evidence from Mexico*266 cited
  • 2008Hierarchical forecasts for Australian domestic tourism244 cited
  • 1996Periodicity and Stochastic Trends In Economic Time Series244 cited
  • 2004A Companion to Economic Forecasting211 cited
  • 2004Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?

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

171 cited

Cited by

  • 2019ANALYZING MORTALITY BOND INDEXES VIA HIERARCHICAL FORECAST RECONCILIATION16 cited
  • 2013Estimating the Exchange Rate Pass-through to Prices in Mexico13 cited