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ECONOMETRIC MODELLING FOR SHORT-TERM INFLATION FORECASTING IN THE EMU.
16 references·0 citing·38 second hop
ECONOMETRIC MODELLING FOR SHORT-TERM INFLATION FORECASTING IN THE EMU. (2004)ECONOMETRIC MODELLING FOR SHORT-TERM INFL…Macroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…Forecasting inflation in the European Monetary Union: A disaggregated approach by countries and by sectors (2002)Forecasting inflation in the …The Marshallian Macroeconomic Model (2001)The Marshallian Macroeconomic…Modelling UK inflation, 1875–1991 (2001)Modelling UK inflation, 1875–…An I(2) analysis of inflation and the markup (2001)An I(2) analysis of inflation…A note on aggregation, disaggregation and forecasting performance (2000)A note on aggregation, disagg…Modeling Inflation in Australia (1998)Modeling Inflation in Austral…Modelling Inflation in Australia (1995)Modelling Inflation in Austra…Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyCOINTEGRATION AND COMMON FACTORS (1994)COINTEGRATION AND COMMON FACT…German and American wage and price dynamics (1993)German and American wage and …Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Estimating the Inflationary Effects of Depreciation (1987)Estimating the Inflationary E…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…The Mechanics of Inflation (1950)The Mechanics of InflationDistribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)No money, no inflation the role of money in the economy (2001)The Econometrics of Macroeconomic Modelling (2005)Chapter 12 Forecasting with Breaks (2006)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Forecasting Using Principal Components From a Large Number of Predictors (2002)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Measuring Uncertainty (2015)Time Series Analysis: Forecasting and Control (1977)Testing for a Unit Root in Time Series Regression (1988)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Inflation Dynamics, Marginal Cost, and the Output Gap: Evidence from Three Countries (2005)Global economic activity and crude oil prices: A cointegration analysis (2009)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Efficient Tests for an Autoregressive Unit Root (1996)Nexus between financial development, tourism, renewable energy, and greenhouse gas emission in high-income countries: A continent-wise analysis (2019)Impact of financial development on CO2 emissions: A comparative analysis of developing countries (D8) and developed countries (G8) (2020)The impact of tourism, renewable energy, and economic growth on ecological footprint and natural resources: A panel data analysis (2021)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Forecasting turning points in international output growth rates using Bayesian exponentially weighted autoregression, time-varying parameter, and pooling techniques (1991)To combine or not to combine? issues of combining forecasts (1992)Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates (1993)Aggregation of space-time processes (2003)The impact of aggregation level on forecasting performance (2004)Seasonal ARIMA forecasting of inbound air travel arrivals to Taiwan (2009)Stabilisation Policy and the Time-Forms of Lagged Responses (1957)Econometric Analysis for National Economic Planning (1971)HAZARDS IN IMPLEMENTING A MONETARY CONDITIONS INDEX (1996)Output and inflation in the long run (2001)Relationship between inflation rate and inflation uncertainty (2001)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)
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References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 1998Modeling Inflation in Australia157 cited
  • 2001Modelling UK inflation, 1875–1991155 cited
  • 2000A note on aggregation, disaggregation and forecasting performance134 cited
  • 2001An I(2) analysis of inflation and the markup121 cited
  • 1993German and American wage and price dynamics110 cited
  • 1995Modelling Inflation in Australia103 cited
  • 1994COINTEGRATION AND COMMON FACTORS67 cited
  • 2002Forecasting inflation in the European Monetary Union: A disaggregated approach by countries and by sectors61 cited
  • 1950The Mechanics of Inflation25 cited
  • 1987Estimating the Inflationary Effects of Depreciation21 cited
  • 2001The Marshallian Macroeconomic Model

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