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Macroeconomic Volatility, Predictability, and Uncertainty in the Great Moderation
15 references·16 citing·42 second hop
Macroeconomic Volatility, Predictability, and Uncertainty in the Great Moderation (2007)Macroeconomic Volatility, Predictability,…The Less-Volatile U.S. Economy (2004)The Less-Volatile U.S. EconomyHas the Business Cycle Changed? Evidence and Explanations (2003)Has the Business Cycle Change…A Real-Time Data Set for Macroeconomists: Does the Data Vintage Matter? (2003)A Real-Time Data Set for Macr…Has the Business Cycle Changed and Why? (2002)Has the Business Cycle Change…The Long and Large Decline in U.S. Output Volatility (2001)The Long and Large Decline in…Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Consumption, Aggregate Wealth…What is an Oil Shock? (2000)What is an Oil Shock?Federal Reserve Information and the Behavior of Interest Rates (2000)Federal Reserve Information a…Has the U.S. Economy Become More Stable? 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References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 2000What is an Oil Shock?2,194 cited
  • 2001Consumption, Aggregate Wealth, and Expected Stock Returns2,187 cited
  • n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 cited
  • 1989New Indexes of Coincident and Leading Economic Indicators1,795 cited
  • 2002Has the Business Cycle Changed and Why?1,515 cited
  • 1999Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle1,174 cited
  • 2000Federal Reserve Information and the Behavior of Interest Rates1,049 cited
  • 2001The Long and Large Decline in U.S. Output Volatility995 cited
  • 2003Has the Business Cycle Changed? Evidence and Explanations305 cited
  • 1993Introducing: The Survey of Professional Forecasters289 cited
  • 2003A Real-Time Data Set for Macroeconomists: Does the Data Vintage Matter?193 cited
  • 2004The Less-Volatile U.S. Economy158 cited

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Cited by

  • 2010Do Expectations Matter? The Great Moderation Revisited74 cited
  • 2010Assessing the temporal variation of macroeconomic forecasts by a panel of changing composition64 cited
  • 2007Gauging the Uncertainty of the Economic Outlook from Historical Forecasting Errors63 cited
  • 2009Has the Economy Become More Predictable? Changes in Greenbook Forecast Accuracy58 cited
  • 2011The performance of short-term forecasts of the German economy before and during the 2008/2009 recession55 cited
  • 2006Forecasting with Small Macroeconomic VARs in the Presence of Instabilities53 cited
  • 2018Gauging the uncertainty of the economic outlook using historical forecasting errors: The Federal Reserve’s approach50 cited
  • 2016Business uncertainty and investment: Evidence from Japanese companies47 cited
  • 2005Has Output Become More Predictable? Changes in Greenbook Forecast Accuracy44 cited
  • 2008Federal Reserve Information During the Great Moderation43 cited
  • 2007Real-Time Forecasting of GDP Based on a Large Factor Model with Monthly and Quarterly Data40 cited
  • 2009A reappraisal of the leading indicator properties of the yield curve under structural instability34 cited
  • 2023The role of financial slack on the relationship between demand uncertainty and operational efficiency33 cited
  • 2021FRED-QD: A Quarterly Database for Macroeconomic Research31 cited
  • 2019The nonlinear effects of uncertainty shocks26 cited
  • 2012LEARNING AND THE GREAT MODERATION*24 cited