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ALTERNATIVE P* MODELS OF INFLATION FORECASTS
16 references·0 citing·46 second hop
ALTERNATIVE P* MODELS OF INFLATION FORECASTS (1999)ALTERNATIVE P* MODELS OF INFLATION FORECA…Is the Price Level Tied to the M2 Monetary Aggregate in the Long Run (2007)Is the Price Level Tied to th…P∗ revisited: money-based inflation forecasts with a changing equilibrium velocity (2000)P∗ revisited: money-based inf…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…Should bond funds be added to M2? (1995)Should bond funds be added to…Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyThe empirical properties of a monetary aggregate that adds bond and stock funds to M2 (1994)The empirical properties of a…Estimating Potential Output as a Latent Variable (1994)Estimating Potential Output a…An Alternative Monetary Aggregate: M2 Plus Household Holdings of Bond and Equity Mutual Funds (1994)An Alternative Monetary Aggre…Adding bond funds to M2 in the P-Star model of inflation (1994)Adding bond funds to M2 in th…Income Velocity and Institutional Change: Some New Time Series Evidence, 1870-1986 (1993)Income Velocity and Instituti…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great…P*: Not the Inflation Forecaster's Holy Grail (1989)P*: Not the Inflation Forecas…Structural change and the combination of forecasts (1987)Structural change and the com…An Evaluation of the Forecast Performance of Alternative Models of Inflation (1987)An Evaluation of the Forecast…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Economic monetary aggregates an application of index number and aggregation theory (1980)Economic monetary aggregates …The Combination of Forecasts (1969)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Improved methods of combining forecasts (1984)To combine or not to combine? issues of combining forecasts (1992)Tourism forecasting: To combine or not to combine? (2007)Forecast Combinations (2010)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)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Econometric policy evaluation: A critique (1976)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Performance of Operational Policy Rules in an Estimated Semi-Classical Structural Model (1998)The robustness of Okun's law: Evidence from OECD countries (2000)Whither Monetary and Financial Stability? The Implications of Evolving Policy Regimes (2007)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Macroeconomics and Reality (1980)The Band Pass Filter (1999)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Measuring Uncertainty (2015)Monetary Policy Rules Based on Real-Time Data (1998)Forecasting Recessions: Can We Do Better on MARS (2001)Central Bank Misperceptions and the Role of Money in Interest Rate Rules (2010)Predicting recessions with boosted regression trees (2017)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Residual-based tests for cointegration in models with regime shifts (1996)Introductory Econometrics for Finance (2008)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)The Quarterly Journal of Economics (2024)The Zero Bound in an Open Economy: A Foolproof Way of Escaping from a Liquidity Trap (2000)Is Inflation Always and Everywhere a Monetary Phenomenon?* (2005)Assessing excess liquidity in the euro area: the role of sectoral distribution of money (2010)Does Inflation Uncertainty Increase with Inflation (1994)The combination of forecasts using changing weights (1994)Modeling and Forecasting Kenyan GDP Using Autoregressive Integrated Moving Average (ARIMA) Models (2016)Testing the equality of prediction mean squared errors (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)
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References

  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 1995Comparing Predictive Accuracy5,214 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis3,283 cited
  • 1980Economic monetary aggregates an application of index number and aggregation theory671 cited
  • 1994Estimating Potential Output as a Latent Variable452 cited
  • 2007Is the Price Level Tied to the M2 Monetary Aggregate in the Long Run362 cited
  • 1987Structural change and the combination of forecasts235 cited
  • 2000P∗ revisited: money-based inflation forecasts with a changing equilibrium velocity86 cited
  • 1987An Evaluation of the Forecast Performance of Alternative Models of Inflation80 cited
  • 1993Income Velocity and Institutional Change: Some New Time Series Evidence, 1870-198673 cited
  • 1989P*: Not the Inflation Forecaster's Holy Grail63 cited
  • 1994The empirical properties of a monetary aggregate that adds bond and stock funds to M231 cited
  • 1995Should bond funds be added to M2?30 cited
  • 1994An Alternative Monetary Aggregate: M2 Plus Household Holdings of Bond and Equity Mutual Funds

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23 cited
  • 1994Adding bond funds to M2 in the P-Star model of inflation19 cited
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