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Forecasting Local Inflation with Global Inflation: When Economic Theory Meets the Facts
16 references·0 citing·38 second hopsampled
Forecasting Local Inflation with Global Inflation: When Economic Theory Meets the Facts (2015)Forecasting Local Inflation with Global I…Forecasting Inflation (2013)Forecasting InflationThe New Neoclassical Synthesis and the Role of Monetary Policy (2012)The New Neoclassical Synthesi…Globalisation and Inflation: New Cross-Country Evidence on the Global Determinants of Domestic Inflation (2007)Globalisation and Inflation: …ABCs (and Ds) of Understanding VARs (2007)ABCs (and Ds) of Understandin…Approximately normal tests for equal predictive accuracy in nested models (2006)Approximately normal tests fo…INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)INTEREST AND PRICES: FOUNDATI…Macroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…A Simple Framework for International Monetary Policy Analysis (2002)A Simple Framework for Intern…The Science of Monetary Policy: A New Keynesian Perspective (1999)The Science of Monetary Polic…The Science of Monetary Policy: A New Keynesian Perspective (1999)The Science of Monetary Polic…Forecasting inflation (1999)Forecasting inflationThe New Neoclassical Synthesis and the Role of Monetary Policy (1997)The New Neoclassical Synthesi…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Forecasting With Bayesian Vector Autoregressions—Five Years of Experience (1986)Forecasting With Bayesian Vec…Staggered prices in a utility-maximizing framework (1983)Staggered prices in a utility…The Solution of Linear Difference Models under Rational Expectations (1980)The Solution of Linear Differ…"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Inflation and Costs of Price Adjustment (1977)Aggregate Dynamics and Staggered Contracts (1980)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)The monetary dynamics of hyperinflation (1956)Equilibria under ‘active’ and ‘passive’ monetary and fiscal policies (1991)Optimal monetary policy with staggered wage and price contracts (2000)New Indexes of Coincident and Leading Economic Indicators (1989)The Generalized Dynamic-Factor Model: Identification and Estimation (2000)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)Capital Theory and Investment Behavior (1963)Macroeconomics and Reality (1980)Forecasting and Conditional Projection Using Realistic Prior Distributions (1983)Forecasting and testing in co-integrated systems (1987)Time Series Regression with a Unit Root (1987)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Rules, discretion and reputation in a model of monetary policy (1983)Robustness properties of a rule for monetary policy (1988)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Econometric policy evaluation: A critique (1976)Zero Bound on Interest Rates and Optimal Monetary Policy (2003)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)Staggered Prices in a Utility-Maximizing Framework (1996)Dividend yields and expected stock returns (1988)Comparing Predictive Accuracy (1994)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)Interpreting the macroeconomic time series facts (1992)Efficient Tests for an Autoregressive Unit Root (1996)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Determining the Number of Factors in Approximate Factor Models (2002)
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References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 1983Staggered prices in a utility-maximizing framework7,892 cited
  • 2005INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY5,585 cited
  • 1999The Science of Monetary Policy: A New Keynesian Perspective5,230 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 2006Approximately normal tests for equal predictive accuracy in nested models2,513 cited
  • 1980The Solution of Linear Difference Models under Rational Expectations2,412 cited
  • 1986Forecasting With Bayesian Vector Autoregressions—Five Years of Experience1,483 cited
  • 1999Forecasting inflation1,273 cited
  • 1997The New Neoclassical Synthesis and the Role of Monetary Policy1,233 cited
  • 1999The Science of Monetary Policy: A New Keynesian Perspective1,135 cited
  • 2002A Simple Framework for International Monetary Policy Analysis799 cited
  • 2007Globalisation and Inflation: New Cross-Country Evidence on the Global Determinants of Domestic Inflation526 cited
  • 2007ABCs (and Ds) of Understanding VARs480 cited
  • 2012The New Neoclassical Synthesis and the Role of Monetary Policy475 cited

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  • 2013Forecasting Inflation453 cited
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