SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Interest Rates and the Subjective Probability Distribution of Inflation Forecasts
5 references·16 citing·54 second hop
Interest Rates and the Subjective Probability Distribution of Inflation Forecasts (1988)Interest Rates and the Subjective Probabi…The econometric analysis of models with risk terms (1988)The econometric analysis of m…Real Interest, Money Surprises, Anticipated Inflation and Fiscal Deficits (1983)Real Interest, Money Surprise…Consensus and Uncertainty in Economic Prediction (1983)Consensus and Uncertainty in …The Nonadjustment of Nominal Interest Rates: A Study of the Fisher Effect (1982)The Nonadjustment of Nominal …Inflation Uncertainty and Expected Returns on Treasury Bills (1976)Inflation Uncertainty and Exp…Forecasting Binary Outcomes (2013)Forecasting Binary OutcomesForecast Uncertainty—Ex AnteandEx Post: U.S. Inflation and Output Growth (2013)Forecast Uncertainty—Ex Antea…How Informative are the Subjective Density Forecasts of Macroeconomists? (2011)How Informative are the Subje…Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty (2008)Inflation Risk Premia and Sur…Evolution of forecast disagreement in a Bayesian learning model (2008)Evolution of forecast disagre…The Recent Behaviour of Financial Market Volatility (2007)The Recent Behaviour of Finan…The ECB Survey of Professional Forecasters (SPF): A Review after Eight Years' Experience (2007)The ECB Survey of Professiona…Inflation-Linked Bonds from a Central Bank Perspective (2007)Inflation-Linked Bonds from a…Modelling multi‐period inflation uncertainty using a panel of density forecasts (2006)Modelling multi‐period inflat…Comparing the Point Predictions and Subjective Probability Distributions of Professional Forecasters (2006)Comparing the Point Predictio…Chapter 14 Survey Expectations (2006)Chapter 14 Survey ExpectationsCombining Density and Interval Forecasts: A Modest Proposal* (2005)Combining Density and Interva…In!ation forecast uncertainty (2003)In!ation forecast uncertaintyEmpirical measures of inflation uncertainty: a cautionary note (1996)Empirical measures of inflati…On the use of dispersion measures from NAPM surveys in business cycle forecasting (1993)On the use of dispersion meas…Survey Data on Expectations: What Have We Learnt? (1991)Survey Data on Expectations: …Risk, Uncertainty and Profit (1921)The General Theory of Employment, Interest and Money. (1936)Rational Expectations and the Theory of Price Movements (1961)An evaluation of the forecasts of the federal reserve: a pooled approach (2007)EUROMIND: A Monthly Indicator of the Euro Area Economic Conditions (2010)Forecast Rationality Tests Based on Multi-Horizon Bounds (2012)Inflation, Rational Valuation and the Market (1979)Towards an understanding of the costs of inflation: II (1981)Inflation, real returns and capital investment (1982)Risk, Inflation, and the Stock Market (1983)The Decline of Inflation and the Bull Market of 1982-1999 (2002)Short- Term Interest Rates as Predictors of Inflation (2021)Money and Economic Growth (1965)Time Series Analysis: Forecasting and Control (1977)The Economic Effects of Long-Term Fiscal Discipline (2002)Budget Deficits, National Saving, and Interest Rates (2004)THE BUDGET DEFICIT AND ECONOMIC PERFORMANCE: A SURVEY (2005)Portfolio Selection: Efficient Diversification of Investments (1959)THE “FISHER EFFECT” FOR RISKY ASSETS: AN EMPIRICAL INVESTIGATION (1976)The Adjustment of Stock Prices to Information About Inflation (1981)Business Cycles, Financial Crises, and Stock Volatility (1989)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: Heuristics and Biases (1975)Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7 (2010)Measuring global and country-specific uncertainty (2017)Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality (1995)The day of the week effect on stock market volatility (2001)The day of the week effect on stock market volatility and volume: International evidence (2003)Psychology and Economics (1997)Investor Psychology and Asset Pricing (2001)Uncertain Judgements: Eliciting Experts' Probabilities (2006)Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts (2015)Management dynamics in the knowledge economy (2016)Improved methods of combining forecasts (1984)Differences of Opinion and the Cross Section of Stock Returns (2002)Measuring Expectations (2004)Internal Consistency of Survey Respondents' Forecasts: Evidence Based on the Survey of Professional Forecasters* (2009)Assessing the temporal variation of macroeconomic forecasts by a panel of changing composition (2010)Trimmed Opinion Pools and the Crowd's Calibration Problem (2013)The Combination of Forecasts (1969)Combining forecasts: A review and annotated bibliography (1989)Combining forecasts: A review and annotated bibliography (1990)Chapter 12 Forecasting with Breaks (2006)Combining inflation density forecasts (2010)Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness (2010)Experience with Forecasting Univariate Time Series and the Combination of Forecasts (1974)Combining Expert Judgments: A Bayesian Approach (1977)Macroeconomic forecasts and microeconomic forecasters (2002)The strategy of professional forecasting☆ (2006)Combining density forecasts (2007)
this work references cited by second hop

References

  • 1988The econometric analysis of models with risk terms343 cited
  • 1983Consensus and Uncertainty in Economic Prediction324 cited
  • 1982The Nonadjustment of Nominal Interest Rates: A Study of the Fisher Effect275 cited
  • 1976Inflation Uncertainty and Expected Returns on Treasury Bills193 cited
  • 1983Real Interest, Money Surprises, Anticipated Inflation and Fiscal Deficits160 cited

Cited by

  • 2006Chapter 14 Survey Expectations203 cited
  • 2008Evolution of forecast disagreement in a Bayesian learning model157 cited
  • 2005Combining Density and Interval Forecasts: A Modest Proposal*155 cited
  • 2013Forecast Uncertainty—Ex AnteandEx Post: U.S. Inflation and Output Growth105 cited
  • 2006Comparing the Point Predictions and Subjective Probability Distributions of Professional Forecasters93 cited
  • 2007The Recent Behaviour of Financial Market Volatility85 cited
  • 2008Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty74 cited
  • 2006Modelling multi‐period inflation uncertainty using a panel of density forecasts65 cited
  • 2007Inflation-Linked Bonds from a Central Bank Perspective56 cited
  • 2007The ECB Survey of Professional Forecasters (SPF): A Review after Eight Years' Experience

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

53 cited
  • 2013Forecasting Binary Outcomes49 cited
  • 1993On the use of dispersion measures from NAPM surveys in business cycle forecasting47 cited
  • 2011How Informative are the Subjective Density Forecasts of Macroeconomists?45 cited
  • 1996Empirical measures of inflation uncertainty: a cautionary note43 cited
  • 2003In!ation forecast uncertainty42 cited
  • 1991Survey Data on Expectations: What Have We Learnt?38 cited