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Forecasting, rational expectations and the phillips-curve: An empirical investigation
16 references·0 citing·42 second hop
Forecasting, rational expectations and the phillips-curve: An empirical investigation (1985)Forecasting, rational expectations and th…Trends and random walks in macroeconomic time series (1988)Trends and random walks in ma…A comparison of inflation forecasts (1984)A comparison of inflation for…Real Business Cycles (1983)Real Business CyclesEmpirical exchange rate models of the seventies (1983)Empirical exchange rate model…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)The accuracy of extrapolation…Does Anticipated Monetary Policy Matter? An Econometric Investigation (1982)Does Anticipated Monetary Pol…A Model of Exchange Rate Dynamics (1982)A Model of Exchange Rate Dyna…Accuracy of Forecasting: An Empirical Investigation (1979)Accuracy of Forecasting: An E…Unanticipated Money, Output, and the Price Level in the United States (1978)Unanticipated Money, Output, …What Economics Is Most Important to Teach: The Hansen Committee Report (1977)What Economics Is Most Import…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Unanticipated Money Growth and Unemployment in the United States (1976)Unanticipated Money Growth an…A Classical Macroeconometric Model for the United States (1976)A Classical Macroeconometric …Economic Forecasts and Policy (1962)Economic Forecasts and PolicyEconomic Forecasts and Policy. (1959)Economic Forecasts and Policy.Expectations and Exchange Rate Dynamics (1976)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)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)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Understanding business cycles (1977)Time to Build and Aggregate Fluctuations (1982)Agency Costs, Collateral, and Business Fluctuations (1986)Noise (1986)The Value Premium (2005)Optimal Choice of Monetary Policy Instruments in a Simple Stochastic Macro Model (1970)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Causality in temporal systems (1977)After Keynesian Macroeconomics (1979)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Niche Party Success and Mainstream Party Policy Shifts – How Green and Radical Right Parties Differ in Their Impact (2014)Some International Evidence on Output-Inflation Tradeoffs. (1973)Rational expectations and the role of monetary policy (1976)On the Determination of the Public Debt (1979)Financial Structure and Aggregate Economic Activity: An Overview (1988)What have We Learnt from the Convergence Debate? (2003)The Combination of Forecasts (1969)Exponential smoothing: The state of the art (1985)Combining forecasts: A review and annotated bibliography (1990)Error measures for generalizing about forecasting methods: Empirical comparisons (1992)Forecasting methods and applications (1993)Output Effects of Government Purchases (1981)Sectoral Shifts and Cyclical Unemployment (1982)The Federal Funds Rate and the Channels of Monetary Transnission (1990)Uncertainty and the effectiveness of policy (1967)Predictability of Stock Returns: Robustness and Economic Significance (1995)Understanding the Mechanisms Through Which an Influential Early Childhood Program Boosted Adult Outcomes (2013)Generalized autoregressive conditional heteroskedasticity (1986)
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References

  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1988Trends and random walks in macroeconomic time series2,433 cited
  • 1983Real Business Cycles2,076 cited
  • 1982The accuracy of extrapolation (time series) methods: Results of a forecasting competition1,465 cited
  • 1962Economic Forecasts and Policy980 cited
  • 1976Unanticipated Money Growth and Unemployment in the United States840 cited
  • 1978Unanticipated Money, Output, and the Price Level in the United States668 cited
  • 1976A Classical Macroeconometric Model for the United States553 cited
  • 1979Accuracy of Forecasting: An Empirical Investigation514 cited
  • 1984A comparison of inflation forecasts380 cited
  • 1977What Economics Is Most Important to Teach: The Hansen Committee Report373 cited
  • 1982A Model of Exchange Rate Dynamics323 cited
  • 1982Does Anticipated Monetary Policy Matter? An Econometric Investigation316 cited
  • 1959Economic Forecasts and Policy.

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