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Divisia money in a composite leading indicator of inflation
16 references·2 citing·35 second hop
Divisia money in a composite leading indicator of inflation (1999)Divisia money in a composite leading indi…The Federal Reserve Bank of Kansas City Economic Review (2020)The Federal Reserve Bank of K…Predicting UK Business Cycle Regimes (2001)Predicting UK Business Cycle …Divisia monetary aggregates : theory and practice (2000)Divisia monetary aggregates :…One Divisia money for Europe? (1997)One Divisia money for Europe?Measurement Matters: Recent Results from Monetary Economics Reexamined (1996)Measurement Matters: Recent R…Business Cycles (1992)Business CyclesA Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience (1992)A Procedure for Predicting Re…Turning point prediction with the composite leading index: An ex ante analysis (1991)Turning point prediction with…Leading Economic Indicators (1991)Leading Economic IndicatorsForecasting Output With the Composite Leading Index: A Real-Time Analysis (1991)Forecasting Output With the C…Forecasting Output with the Composite Leading Index: A Real-Time Analysis (1991)Forecasting Output with the C…A probability model of the coincident economic indicators (1991)A probability model of the co…Scoring the Leading Indicators (1989)Scoring the Leading IndicatorsNew Indexes of Coincident and Leading Economic Indicators (1989)New Indexes of Coincident and…Economic monetary aggregates an application of index number and aggregation theory (1980)Economic monetary aggregates …Factor Analysis as a Statistical Method. (1973)Factor Analysis as a Statisti…Does money matter in inflation forecasting? (2010)Does money matter in inflatio…The UK Household Sector Demand for Risky Money (2004)The UK Household Sector Deman…Economics and Information Theory (1967)Exact and superlative index numbers (1976)Modeling the demand for narrow money in the United Kingdom and the United States (1991)Introduction to measurement with theory (2010)The Liquidity Premium of Near-Money Assets* (2016)Measurement Without Theory (1947)A New Vector Partition of the Probability Score (1973)Are Economic Time Series Asymmetric over the Business Cycle? (1984)Predicting the bear stock market: Macroeconomic variables as leading indicators (2008)Predicting U.S. Recessions with Dynamic Binary Response Models (2008)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks (1995)Forecasting Economic Time Series (2000)Economic tracking portfolios (2001)Exchange rate forecasting: the errors we’ve really made (2003)Forecasting and turning point predictions in a Bayesian panel VAR model (2003)Are European business cycles close enough to be just one? (2006)Chapter 14 Survey Expectations (2006)The Conditional CAPM and the Cross-Section of Expected Returns (1996)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Measuring the Output Responses to Fiscal Policy (2012)Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa (1998)The cyclical behavior of optimal bank capital (2003)Exploring Alternative Measures of Welfare in the Absence of Expenditure Data (2003)Predicting behavioral intention of choosing a travel destination (2005)Tools for Composite Indicators Building (2005)Macro Factors in Bond Risk Premia (2009)A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models (2011)Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics (2016)Frontier Estimation and Firm-Specific Inefficiency Measures in the Presence of Heteroscedasticity (1995)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Racial Segregation and the American Foreclosure Crisis (2010)Forecasting the U.S. Unemployment Rate (1998)Credit Crises, Money and Contractions: an historical view (2009)Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward (2011)
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References

  • 1989New Indexes of Coincident and Leading Economic Indicators1,795 cited
  • 1973Factor Analysis as a Statistical Method.730 cited
  • 1980Economic monetary aggregates an application of index number and aggregation theory671 cited
  • 1991A probability model of the coincident economic indicators558 cited
  • 2020The Federal Reserve Bank of Kansas City Economic Review465 cited
  • 1989Scoring the Leading Indicators351 cited
  • 1991Forecasting Output with the Composite Leading Index: A Real-Time Analysis330 cited
  • 1992A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience276 cited
  • 1992Business Cycles262 cited
  • 1991Leading Economic Indicators217 cited
  • 1996Measurement Matters: Recent Results from Monetary Economics Reexamined179 cited
  • 2001Predicting UK Business Cycle Regimes130 cited
  • 1991Forecasting Output With the Composite Leading Index: A Real-Time Analysis100 cited
  • 1991Turning point prediction with the composite leading index: An ex ante analysis59 cited
  • 2000Divisia monetary aggregates : theory and practice42 cited
  • 1997

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One Divisia money for Europe?
26 cited

Cited by

  • 2010Does money matter in inflation forecasting?36 cited
  • 2004The UK Household Sector Demand for Risky Money12 cited