SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Towards a Measure of Core Inflation using Singular Spectrum Analysis
16 references·0 citing·42 second hop
Towards a Measure of Core Inflation using Singular Spectrum Analysis (2013)Towards a Measure of Core Inflation using…Measuring Short-Run Inflation for Central Bankers (2011)Measuring Short-Run Inflation…Predicting daily exchange rate with singular spectrum analysis (2009)Predicting daily exchange rat…Core Inflation: A Review of Some Conceptual Issues (2008)Core Inflation: A Review of S…Does Inflation Targeting Make a Difference? (2007)Does Inflation Targeting Make…Approximately normal tests for equal predictive accuracy in nested models (2006)Approximately normal tests fo…Post-Apartheid South Africa: The First Ten Years (2005)Post-Apartheid South Africa: …Inflation Targeting in the World Economy (2004)Inflation Targeting in the Wo…The effect of inflation targeting on the behavior of expected inflation: evidence from an 11 country panel (2002)The effect of inflation targe…Inflation targeting: design, performance, challenges (2002)Inflation targeting: design, …A Simple Adaptive Measure of Core Inflation (2002)A Simple Adaptive Measure of …Tests of equal forecast accuracy and encompassing for nested models (2001)Tests of equal forecast accur…Comparing Measures of Core Inflation (2001)Comparing Measures of Core In…Regression-Based Tests of Predictive Ability (1998)Regression-Based Tests of Pre…Measuring Short-Run Inflation for Central Bankers (1996)Measuring Short-Run Inflation…Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyMeasuring Core Inflation (1993)Measuring Core InflationEmpirical exchange rate models of the seventies (1983)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)The out-of-sample success of term structure models as exchange rate predictors: a step beyond (2003)Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? (2008)Economic Forecasting (2008)Measuring Core Inflation (1995)Relative-Price Changes as Aggregate Supply Shocks (1995)Phillips Curve Inflation Forecasts (2008)Inflation Dynamics and the Great Recession (2011)What Determines the Sacrifice Ratio? (1993)Inflation targeting: lessons from the international experience (1999)Inflation Targeting: Lessons from the International Experience (1999)Inflation Targeting: What Have We Learned?* (2009)Inflation Targeting and Real Exchange Rates in Emerging Markets (2010)Inflation Targeting (2010)A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)A Core Inflation Indicator for the Euro Area (2005)Expected Returns in Treasury Bonds (2015)Nobel Lecture: Inflation and Unemployment (1977)Monetary Policy in the Euro Area (2001)Value at Risk Models in Finance (2003)Core Inflation and Trend Inflation (2016)Asymptotic Inference about Predictive Ability (1996)Testing the equality of prediction mean squared errors (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)One Decade of Inflation Targeting in the World: What Do We Know and What Do We Need to Know? (2001)Does Inflation Targeting Matter? (2003)Inflation Targeting in Emerging Market Economies (2003)The Macroeconomic Effects of Inflation Targeting (2004)Macroeconomic Forecasting Using Diffusion Indexes (2002)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Policy Uncertainty and Corporate Investment (2015)Defining Financial Stability (2004)Defining Financial Stability (2004)The Next Great Globalization (2006)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)
this work references cited by second hop

References

  • 1994Comparing Predictive Accuracy5,495 cited
  • 2006Approximately normal tests for equal predictive accuracy in nested models2,513 cited
  • 2001Tests of equal forecast accuracy and encompassing for nested models1,178 cited
  • 2007Does Inflation Targeting Make a Difference?556 cited
  • 1993Measuring Core Inflation374 cited
  • 1998Regression-Based Tests of Predictive Ability286 cited
  • 2002The effect of inflation targeting on the behavior of expected inflation: evidence from an 11 country panel264 cited
  • 2002A Simple Adaptive Measure of Core Inflation229 cited
  • 2004Inflation Targeting in the World Economy223 cited
  • 2008Core Inflation: A Review of Some Conceptual Issues217 cited
  • 2001Comparing Measures of Core Inflation129 cited
  • 2002Inflation targeting: design, performance, challenges102 cited
  • 2011Measuring Short-Run Inflation for Central Bankers99 cited
  • 1996Measuring Short-Run Inflation for Central Bankers95 cited
  • 2009Predicting daily exchange rate with singular spectrum analysis89 cited
  • 2005Post-Apartheid South Africa: The First Ten Years

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

77 cited

Cited by

No citing works inside the corpus for this window.