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Survey Measures of Expected Inflation: Revisiting the Issues of Predictive Content and Rationality
5 references·16 citing·53 second hop
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this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 2001Monetary Policy Rules Based on Real-Time Data1,357 cited
  • 1999Survey Measures of Expected U.S. Inflation296 cited
  • 2005The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time266 cited
  • 2003A Real-Time Data Set for Macroeconomists: Does the Data Vintage Matter?193 cited

Cited by

  • 2013Time-varying combinations of predictive densities using nonlinear filtering152 cited
  • 2011Internet search behavior as an economic forecasting tool: The case of inflation expectations146 cited
  • 2014Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices125 cited
  • 2008What Can Survey Forecasts Tell Us About Informational Rigidities?96 cited
  • 2011Inflation Expectations and Behavior: Do Survey Respondents Act on Their Beliefs?95 cited
  • 2007Are inflation expectations rational?89 cited
  • 2012Predicting Inflation Dynamics with Singular Spectrum Analysis82 cited
  • 2017Expectations as a source of macroeconomic persistence: Evidence from survey expectations in a dynamic macro model62 cited
  • 2012Time-Varying Combinations of Predictive Densities Using Nonlinear Filtering62 cited

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  • 2013Forecasting macroeconomic variables using disaggregate survey data60 cited
  • 2019Consumer Expectations51 cited
  • 2008Rethinking the Measurement of Household Inflation Expectations: Preliminary Findings48 cited
  • 2016Modeling heterogeneous inflation expectations: empirical evidence from demographic data?46 cited
  • 2018Understanding survey-based inflation expectations46 cited
  • 2005Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?44 cited
  • 2024Forecasting Inflation Using Economic Narratives38 cited