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Evaluating alternative models of trend inflation
16 references·16 citing·41 second hopsampled
Evaluating alternative models of trend inflation (2014)Evaluating alternative models of trend in…Bayesian Multivariate Time Series Methods for Empirical Macroeconomics (2010)Bayesian Multivariate Time Se…Trend Inflation, Indexation, and Inflation Persistence in the New Keynesian Phillips Curve (2008)Trend Inflation, Indexation, …Why Has U.S. Inflation Become Harder to Forecast? (2007)Why Has U.S. Inflation Become…Tests of Conditional Predictive Ability (2006)Tests of Conditional Predicti…Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Time Varying Structural Vecto…Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Drifts and volatilities: mone…Forecasting Output and Inflation: The Role of Asset Prices (2003)Forecasting Output and Inflat…Forecasting Output and Inflation: The Role of Asset Prices (2003)Forecasting Output and Inflat…Bayesian Analysis of Stochastic Volatility Models (2002)Bayesian Analysis of Stochast…Are Phillips Curves Useful for Forecasting Inflation? (2001)Are Phillips Curves Useful fo…Asymptotic Inference about Predictive Ability (1996)Asymptotic Inference about Pr…Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyComparing Predictive Accuracy (1994)Comparing Predictive AccuracyBayesian Analysis of Stochastic Volatility Models (1994)Bayesian Analysis of Stochast…An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator (1992)An Improved Heteroskedasticit…A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)A new approach to decompositi…What’s up with the Phillips Curve? (2020)What’s up with the Phillips C…Underlying Inflation: Its Measurement and Significance (2020)Underlying Inflation: Its Mea…Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts (2020)Stochastic volatility models …Does the Phillips Curve Help to Forecast Euro Area Inflation? 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References

  • 1994Comparing Predictive Accuracy5,495 cited
  • 1995Comparing Predictive Accuracy5,214 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’2,308 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
  • 2006Tests of Conditional Predictive Ability1,667 cited
  • 1996Asymptotic Inference about Predictive Ability1,415 cited
  • 2002Bayesian Analysis of Stochastic Volatility Models1,363 cited
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  • 2003Forecasting Output and Inflation: The Role of Asset Prices1,076 cited
  • 2003Forecasting Output and Inflation: The Role of Asset Prices864 cited
  • 2001Are Phillips Curves Useful for Forecasting Inflation?731 cited
  • 2010Bayesian Multivariate Time Series Methods for Empirical Macroeconomics644 cited
  • 1994Bayesian Analysis of Stochastic Volatility Models

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611 cited
  • 2008Trend Inflation, Indexation, and Inflation Persistence in the New Keynesian Phillips Curve562 cited
  • Cited by

    • 2015The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling152 cited
    • 2020What’s up with the Phillips Curve?75 cited
    • 2020A Model of the Fed's View on Inflation64 cited
    • 2017Adaptive models and heavy tails with an application to inflation forecasting64 cited
    • 2017A Bayesian Model Comparison for Trend‐Cycle Decompositions of Output60 cited
    • 2018Understanding survey-based inflation expectations46 cited
    • 2017Forecasting inflation: Phillips curve effects on services price measures42 cited
    • 2017Short-term inflation forecasting: The M.E.T.A. approach40 cited
    • 2020Does the Phillips Curve Help to Forecast Euro Area Inflation?34 cited
    • 2018Measuring Inflation Expectations Uncertainty Using High‐Frequency Data33 cited
    • 2020Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts32 cited
    • 2016Non-Linear Phillips Curves with Inflation Regime-Switching28 cited
    • 2015Short Term Inflation Forecasting: The M.E.T.A. Approach28 cited
    • 2020Underlying Inflation: Its Measurement and Significance27 cited
    • 2019Inflation forecasting using the New Keynesian Phillips Curve with a time-varying trend22 cited
    • 2019Exploring Trend Inflation Dynamics in Euro Area Countries22 cited