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Forecasting industry-level CPI and PPI inflation: Does exchange rate pass-through matter?
16 references·1 citing·38 second hop
Forecasting industry-level CPI and PPI inflation: Does exchange rate pass-through matter? (2007)Forecasting industry-level CPI and PPI in…Pass-Through of Exchange Rates and Import Prices to Domestic Inflation in Some Industrialized Economies (2007)Pass-Through of Exchange Rate…Analysis of Financial Time Series (2006)Analysis of Financial Time Se…Exchange Rate Pass-Through into Import Prices (2005)Exchange Rate Pass-Through in…The new open economy macroeconomics: a survey (2001)The new open economy macroeco…Nonlinear Time Series Models in Empirical Finance (2000)Nonlinear Time Series Models …Low inflation, pass-through, and the pricing power of firms (2000)Low inflation, pass-through, …New Directions for Stochastic Open Economy Models (1999)New Directions for Stochastic…Forecasting Economic Time Series (1998)Forecasting Economic Time Ser…Inference in TAR Models (1997)Inference in TAR ModelsEfficient Rules for Monetary Policy (1997)Efficient Rules for Monetary …Goods Prices and Exchange Rates: What Have We Learned? (1996)Goods Prices and Exchange Rat…Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyComparing Predictive Accuracy (1994)Comparing Predictive AccuracyA New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Real-Financial Linkages Among Open Economies (1987)Real-Financial Linkages Among…Pricing to Market when the Exchange Rate Changes (1986)Pricing to Market when the Ex…Forecasting inflation under uncertainty: The forgotten dog and the frisbee (2020)Forecasting inflation under u…Aggregate Dynamics and Staggered Contracts (1980)An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)Monetary policy rules in practice (1998)Exchange Rate Pass-Through to Domestic Prices: Does the Inflationary Environment Matter? (2001)Are Oil Shocks Inflationary?: Asymmetric and Nonlinear Specifications versus Changes in Regime (2002)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)Multivariate GARCH models: a surveyThe Pricing of Options and Corporate Liabilities (1973)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Modeling Ordered Choices (2010)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Integration of Trade and Disintegration of Production in the Global Economy (1998)The nature and growth of vertical specialization in world trade (2001)The Rise of Market Power and the Macroeconomic Implications (2017)The Rise of Market Power and the Macroeconomic Implications* (2020)Exchange Rate Dynamics Redux (1995)The Purchasing Power Parity Puzzle (1996)A Simple Framework for International Monetary Policy Analysis (2002)Monetary Policy in the Open Economy Revisited: Price Setting and Exchange-Rate Flexibility (2003)Balance Sheets and Exchange Rate Policy (2004)Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates? (2002)Advanced International Trade : Theory and Evidence Ed. 2 (2004)Pricing-to-Market, Trade Costs, and International Relative Prices (2008)Modeling the price dynamics of CO2 emission allowances (2008)CISS - A Composite Indicator of Systemic Stress in the Financial System (2010)Forecasting Stock Returns (2013)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)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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  • 2020Forecasting inflation under uncertainty: The forgotten dog and the frisbee33 cited