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Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models
16 references·1 citing·43 second hop
Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models (2012)Improving Real-Time Estimates of Output a…The Oxford Handbook of Economic Forecasting (2011)The Oxford Handbook of Econom…Frontiers of Real-Time Data Analysis (2011)Frontiers of Real-Time Data A…Modeling Inflation After the Crisis (2010)Modeling Inflation After the …Inflation-Gap Persistence in the US (2009)Inflation-Gap Persistence in …Macroeconomic Forecasting With Mixed-Frequency Data (2008)Macroeconomic Forecasting Wit…Why Has U.S. Inflation Become Harder to Forecast? (2007)Why Has U.S. Inflation Become…Journal of Applied Econometrics (2006)Journal of Applied Econometri…Approximately normal tests for equal predictive accuracy in nested models (2006)Approximately normal tests fo…The Unreliability of Output-Gap Estimates in Real Time (2002)The Unreliability of Output-G…Monetary Policy Rules Based on Real-Time Data (2001)Monetary Policy Rules Based o…A real-time data set for macroeconomists (2001)A real-time data set for macr…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…Two Models of Measurements and the Investment Accelerator (1989)Two Models of Measurements an…News or Noise? An Analysis of GNP Revisions (1986)News or Noise? An Analysis of…Macroeconomics and Reality (1980)Macroeconomics and RealitySurvey of current business (1921)Survey of current businessWhich Output Gap Estimates Are Stable in Real Time and Why? (2020)Which Output Gap Estimates Ar…Detrending, stylized facts and the business cycle (1993)Disagreement about Inflation Expectations (2003)The quest for prosperity without inflation (2003)New Evidence on the Interest Rate Effects of Budget Deficits and Debt (2009)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Generalized impulse response analysis in linear multivariate models (1998)Comparing Predictive Accuracy (1994)Do Measures of Monetary Policy in a VAR Make Sense (1998)Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility (2010)Communicating uncertainty about facts, numbers and science (2019)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)The Band Pass Filter (1999)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Measuring Uncertainty (2015)Econometric policy evaluation: A critique (1976)Staggered Prices in a Utility-Maximizing Framework (1996)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Trend Inflation, Indexation, and Inflation Persistence in the New Keynesian Phillips Curve (2008)Forecasting Inflation (2013)Time-Varying Effects of Oil Supply Shocks on the US Economy (2013)Discretion versus policy rules in practice (1993)Inflation forecast targeting: Implementing and monitoring inflation targets (1997)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Has the Business Cycle Changed and Why? (2002)Risk Matters: The Real Effects of Volatility Shocks (2011)Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks (2013)Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)Macroeconomic Forecasting Using Diffusion Indexes (2002)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Policy Uncertainty and Corporate Investment (2015)The relationship between return and market value of common stocks (1981)Capital-skill Complementarity and Inequality: A Macroeconomic Analysis (2000)The Resurgence of Growth in the Late 1990s: Is Information Technology the Story? (2000)The Effect of Fixed Exchange Rates on Monetary Policy (2004)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)The Mechanism(s) of Neighbourhood Effects: Theory, Evidence, and Policy Implications (2011)
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 2006Approximately normal tests for equal predictive accuracy in nested models2,513 cited
  • 1921Survey of current business2,134 cited
  • 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
  • 2001Monetary Policy Rules Based on Real-Time Data1,357 cited
  • 2006Journal of Applied Econometrics979 cited
  • 2002The Unreliability of Output-Gap Estimates in Real Time944 cited
  • 2001A real-time data set for macroeconomists787 cited
  • 2009Inflation-Gap Persistence in the US544 cited
  • 2011The Oxford Handbook of Economic Forecasting444 cited
  • 2008Macroeconomic Forecasting With Mixed-Frequency Data392 cited
  • 1989Two Models of Measurements and the Investment Accelerator371 cited
  • 2011Frontiers of Real-Time Data Analysis333 cited
  • 1986News or Noise? An Analysis of GNP Revisions300 cited
  • 2010Modeling Inflation After the Crisis265 cited

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Cited by

  • 2020Which Output Gap Estimates Are Stable in Real Time and Why?16 cited