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Do core inflation measures help forecast inflation?
6 references·15 citing·39 second hop
Do core inflation measures help forecast inflation? (1998)Do core inflation measures help forecast …Measuring Core Inflation (1993)Measuring Core InflationIs the Fisher effect for real? (1992)Is the Fisher effect for real?Median Price Changes: An Alternative Approach to Measuring Current Monetary Inflation (1991)Median Price Changes: An Alte…Is the Fisher Effect for Real? A Reexamination of the Relationship Between Inflation and Interest Rates (1991)Is the Fisher Effect for Real…Effects of model specification on tests for unit roots in macroeconomic data (1987)Effects of model specificatio…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Is it Time to Reassess the Focal Role of Core PCE Inflation in Assessing the Trend in PCE Inflation? (2022)Is it Time to Reassess the Fo…The Usefulness of Core PCE Inflation Measures (2011)The Usefulness of Core PCE In…REGIONAL ECONOMIC OUTLOOK (2011)REGIONAL ECONOMIC OUTLOOKU.S. CORE INFLATION: A WAVELET ANALYSIS (2006)U.S. CORE INFLATION: A WAVELE…Core Inflation Measures and Statistical Issues in Choosing Among Them (2006)Core Inflation Measures and S…Permanent-transitory decompositions and traditional measures of core inflation (2003)Permanent-transitory decompos…Measuring US core inflation: A common trends approach (2003)Measuring US core inflation: …Inflation measurement and the ECB's pursuit of price stability: a first assessment (2003)Inflation measurement and the…A First Assessment of Some Measures of Core Inflation for the Euro Area (2003)A First Assessment of Some Me…Why should Central Banks avoid the use of the underlying inflation indicator? (2002)Why should Central Banks avoi…An alternative measure of core inflation (2002)An alternative measure of cor…On the Endogeneity of the Money Multiplier in India (2001)On the Endogeneity of the Mon…Do core inflation measures help forecast inflation? (2000)Do core inflation measures he…Is Poland Ready for Inflation Targeting? (1999)Is Poland Ready for Inflation…Inflation Targeting: What Can the ECB Learn From the Recent Experience of the Bank of England? (1998)Inflation Targeting: What Can…Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Understanding spurious regressions in econometrics (1986)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Shifting endpoints in the term structure of interest rates (2001)Long-horizon regressions: theoretical results and applications (2003)Relative-Price Changes as Aggregate Supply Shocks (1995)Phillips Curve Inflation Forecasts (2008)Inflation Dynamics and the Great Recession (2011)On the mechanics of economic development (1988)Institutions, Institutional Change and Economic Performance (1991)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)External Fragility or Deindustrialization: What is the Main Threat to Latin American Countries in the 2010s? 1 (2012)Central Banking at a Crossroads : Europe and Beyond (2014)Do mobile phones, economic growth, bank competition and stability matter for financial inclusion in Africa? (2019)Testing for Common Trends (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation of Common Long-Memory Components in Cointegrated Systems (1995)A long-run structural model of the UK (2006)Measuring Core Inflation (1995)Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)The Microstructure of the Euro Money Market (2001)FOOD INFLATION IN SOUTH AFRICA: SOME IMPLICATIONS FOR ECONOMIC POLICY (2011)The asymmetric reaction of monetary policy to inflation and the output gap: Evidence from Canada (2012)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Why Does Stock Market Volatility Change Over Time? (1989)Stock Price Distributions with Stochastic Volatility: An Analytic Approach (1991)The distribution of realized stock return volatility (2001)Inflation: Causes and effects (1983)Implementing Inflation Targeting Regimes: The Case of Poland (2001)Modelling inflation in EU accession countries: the case of the Czech Republic, Hungary and Poland. (2001)Is Hungary ready for inflation targeting? (2002)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables (1999)The Term Structure of Real Rates and Expected Inflation (2007)Monetary Policy in the Euro Area: Strategy and Decision-Making at the European Central Bank (2001)Inflation Dynamics and the Great Recession (2011)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Generalized autoregressive conditional heteroskedasticity (1986)
this work references cited by second hop

References

  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1987Effects of model specification on tests for unit roots in macroeconomic data637 cited
  • 1991Is the Fisher Effect for Real? A Reexamination of the Relationship Between Inflation and Interest Rates438 cited
  • 1992Is the Fisher effect for real?423 cited
  • 1993Measuring Core Inflation374 cited
  • 1991Median Price Changes: An Alternative Approach to Measuring Current Monetary Inflation102 cited

Cited by

  • 2011REGIONAL ECONOMIC OUTLOOK122 cited
  • 1999Is Poland Ready for Inflation Targeting?60 cited
  • 2003A First Assessment of Some Measures of Core Inflation for the Euro Area40 cited
  • 2003Permanent-transitory decompositions and traditional measures of core inflation36 cited
  • 2000Do core inflation measures help forecast inflation?30 cited
  • 2006Core Inflation Measures and Statistical Issues in Choosing Among Them28 cited
  • 2003Measuring US core inflation: A common trends approach26 cited
  • 1998Inflation Targeting: What Can the ECB Learn From the Recent Experience of the Bank of England?24 cited
  • 2003Inflation measurement and the ECB's pursuit of price stability: a first assessment

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24 cited
  • 2002Why should Central Banks avoid the use of the underlying inflation indicator?23 cited
  • 2001On the Endogeneity of the Money Multiplier in India20 cited
  • 2022Is it Time to Reassess the Focal Role of Core PCE Inflation in Assessing the Trend in PCE Inflation?19 cited
  • 2011The Usefulness of Core PCE Inflation Measures18 cited
  • 2006U.S. CORE INFLATION: A WAVELET ANALYSIS18 cited
  • 2002An alternative measure of core inflation17 cited