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The properties of survey-based inflation expectations in Sweden
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The properties of survey-based inflation expectations in Sweden (2010)The properties of survey-based inflation …Evaluation of Economic Forecasts (2016)Evaluation of Economic Foreca…Steady‐state priors for vector autoregressions (2009)Steady‐state priors for vecto…The New Palgrave dictionary of economics (2008)The New Palgrave dictionary o…Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? (2008)Biases in Macroeconomic Forec…Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Time Varying Structural Vecto…Disagreement about Inflation Expectations (2003)Disagreement about Inflation …Disagreement about Inflation Expectations (2003)Disagreement about Inflation …Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty (2002)Assessing Nominal Income Rule…Evolving Post-World War II U.S. Inflation Dynamics (2001)Evolving Post-World War II U.…The Science of Monetary Policy: A New Keynesian Perspective (1999)The Science of Monetary Polic…Survey Measures of Expected U.S. Inflation (1999)Survey Measures of Expected U…Is inflation sticky? (1997)Is inflation sticky?Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyTowards a Unified Asymptotic Theory for Autoregression (1987)Towards a Unified Asymptotic …Economic Forecasts and Expectations. (1971)Economic Forecasts and Expect…Phillips Curves, Expectations of Inflation and Optimal Unemployment over Time (1967)Phillips Curves, Expectations…Policy interest-rate expectations in Sweden: a forecast evaluation (2014)Policy interest-rate expectat…Applied Economic Forecasting (1967)8 Forecast evaluation and combination (1996)Out-of-Sample Forecast Tests Robust to the Choice of Window Size (2012)Investor Attention and Stock Market Volatility (2014)Time Series Analysis: Forecasting and Control (1977)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 panels with dynamic factors (2004)The local power of some unit root tests for panel data (2004)Efficient tests of stock return predictability☆ (2006)Some International Evidence on Output-Inflation Tradeoffs. (1973)The Role of Monetary Policy (1995)Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve (2002)Disagreement and the Stock Market (2007)What Can Survey Forecasts Tell Us about Information Rigidities? (2012)How Do Firms Form Their Expectations? New Survey Evidence (2018)Macroeconomic Expectations of Households and Professional Forecasters (2003)Perspectives on Behavioral Finance: Does "Irrationality" Disappear with Wealth? Evidence from Expectations and Actions (2003)The Transmission of Monetary Policy Shocks (2017)A Positive Theory of Monetary Policy in a Natural Rate Model (1983)State-Space Models with Regime Switching (1999)Has the Business Cycle Changed and Why? (2002)Estimating the Effects of Fiscal Policy in OECD Countries (2003)Has Monetary Policy Become More Effective? (2006)Econometric policy evaluation: A critique (1976)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Were There Regime Switches in U.S. Monetary Policy? (2006)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Discretion versus policy rules in practice (1993)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Looking into the Black Box: A Survey of the Matching FunctionLong-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule (1977)Employment Fluctuations with Equilibrium Wage Stickiness (2005)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)Culture and Institutions: Economic Development in the Regions of Europe (2010)Neighborhoods and health (2010)Growth and Structural Transformation (2013)
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  • 2014Policy interest-rate expectations in Sweden: a forecast evaluation20 cited