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DID THE INTRODUCTION OF THE EURO HAVE AN IMPACT ON INFLATION UNCERTAINTY?—AN EMPIRICAL ASSESSMENT
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DID THE INTRODUCTION OF THE EURO HAVE AN IMPACT ON INFLATION UNCERTAINTY?—AN EMPIRICAL ASSESSMENT (2013)DID THE INTRODUCTION OF THE EURO HAVE AN …Tests of Conditional Predictive Ability (2006)Tests of Conditional Predicti…Oil and the Macroeconomy Since the 1970s (2004)Oil and the Macroeconomy Sinc…Combination forecasts of output growth in a seven‐country data set (2004)Combination forecasts of outp…On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)On Adjusting the Hodrick-Pres…Monetary Policy and Asset Price Volatility (2000)Monetary Policy and Asset Pri…The Band Pass Filter (1999)The Band Pass FilterInflation targeting as a monetary policy rule (1999)Inflation targeting as a mone…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Fractionally integrated gener…Central Bank Strategy, Credibility, and Independence: Theory and Evidence (1992)Central Bank Strategy, Credib…Why Does Stock Market Volatility Change Over Time? (1989)Why Does Stock Market Volatil…Expected stock returns and volatility (1987)Expected stock returns and vo…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Nobel Lecture: Inflation and Unemployment (1977)Nobel Lecture: Inflation and …The Combination of Forecasts (1969)The Combination of ForecastsThe negative side of inflation targeting: revisiting inflation uncertainty in the EMU (2020)The negative side of inflatio…Specification Tests in Econometrics (1978)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Multivariate GARCH models: a surveyConditional Heteroskedasticity in Asset Returns: A New Approach (1991)The distribution of realized stock return volatility (2001)Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (2007)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Multivariate Simultaneous Generalized ARCH (1995)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)Some International Evidence on Output-Inflation Tradeoffs. (1973)Anticipated inflation and the capital stock in a cash in-advance economy (1981)An empirical analysis of cross-national economic growth, 1951–1980 (1989)The Role of Monetary Policy (1995)The General Theory of Employment, Interest and Money. (1936)Macroeconomics and Reality (1980)Measuring Uncertainty (2015)A Positive Theory of Monetary Policy in a Natural Rate Model (1983)Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)Are Technology Improvements Contractionary? (2006)Fiscal Volatility Shocks and Economic Activity (2015)Time to Build and Aggregate Fluctuations (1982)Stories of the Twentieth Century for the Twenty-First (2012)Uncertainty, Financial Frictions, and Investment Dynamics (2014)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)ARCH modeling in finance (1992)The Cross‐Section of Volatility and Expected Returns (2006)Econometric Analysis of Cross Section and Panel Data (2001)Time series forecasting using a hybrid ARIMA and neural network model (2003)25 years of time series forecasting (2006)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)
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References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
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  • 1987Expected stock returns and volatility4,147 cited
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  • 1977Nobel Lecture: Inflation and Unemployment1,800 cited
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  • 1992Central Bank Strategy, Credibility, and Independence: Theory and Evidence1,366 cited
  • 2000Monetary Policy and Asset Price Volatility1,274 cited
  • 1999Inflation targeting as a monetary policy rule1,166 cited
  • 2004Combination forecasts of output growth in a seven‐country data set1,138 cited
  • 2004

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Oil and the Macroeconomy Since the 1970s
1,137 cited

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  • 2020The negative side of inflation targeting: revisiting inflation uncertainty in the EMU10 cited