SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Pooling forecasts in linear rational expectations models
16 references·0 citing·47 second hop
Pooling forecasts in linear rational expectations models (2009)Pooling forecasts in linear rational expe…Trend Inflation, Indexation, and Inflation Persistence in the New Keynesian Phillips Curve (2008)Trend Inflation, Indexation, …Economic Forecasting (2008)Economic ForecastingDo macro variables, asset markets, or surveys forecast inflation better? (2007)Do macro variables, asset mar…Changes in the Federal Reserve's Inflation Target: Causes and Consequences (2007)Changes in the Federal Reserv…The decline of activist stabilization policy: Natural rate misperceptions, learning, and expectations (2005)The decline of activist stabi…Robustness of the estimates of the hybrid New Keynesian Phillips curve (2005)Robustness of the estimates o…Interest and Prices (2004)Interest and PricesDisagreement about Inflation Expectations (2003)Disagreement about Inflation …Robust Monetary Policy Rules with Unknown Natural Rates (2002)Robust Monetary Policy Rules …The Conquest of American Inflation (1999)The Conquest of American Infl…Survey Measures of Expected U.S. Inflation (1999)Survey Measures of Expected U…Inflation dynamics: A structural econometric analysis (1999)Inflation dynamics: A structu…The (Un)Importance of Forward-Looking Behavior in Price Specifications (1997)The (Un)Importance of Forward…New Keynesian Economics and the Phillips Curve (1995)New Keynesian Economics and t…Formulating and estimating dynamic linear rational expectations models (1980)Formulating and estimating dy…The Combination of Forecasts (1969)The Combination of ForecastsEconometric policy evaluation: A critique (1976)Rules, discretion and reputation in a model of monetary policy (1983)The Role of Monetary Policy (1995)The quest for prosperity without inflation (2003)Expectations, learning and macroeconomic persistence (2007)Inflation-Gap Persistence in the US (2009)Some International Evidence on Output-Inflation Tradeoffs. (1973)Sticky Prices in the United States (1982)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Optimal Monetary Policy Inertia (1999)Prices and unit labor costs: a new test of price stickiness (2002)Oil and the Macroeconomy Since the 1970s (2004)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Time Series Analysis: Forecasting and Control (1977)Macroeconomics and Reality (1980)The Solution of Linear Difference Models under Rational Expectations (1980)On the Limitations of Government Borrowing: A Framework for Empirical Testing (1985)Rational-expectations econometric analysis of changes in regime (1988)The federal funds rate and the channels of monetary transmission (1989)Inflation Dynamics: A Structural Econometric Analysis (2000)One Decade of Inflation Targeting in the World: What Do We Know and What Do We Need to Know? (2001)Sticky Prices in the Euro Area: A Summary of New Micro-Evidence (2006)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Testing for Indeterminacy: An Application to U.S. Monetary Policy: Comment (2007)Forecasting Inflation (2013)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Postwar U.S. Business Cycles: An Empirical Investigation (1997)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)The Determinants of Stock and Bond Return Comovements (2010)Time-varying short-horizon predictability☆ (2010)Expectations of Returns and Expected Returns (2014)Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve (2002)Disagreement and the Stock Market (2007)What Can Survey Forecasts Tell Us about Information Rigidities? (2012)How Do Firms Form Their Expectations? New Survey Evidence (2018)Aggregate Dynamics and Staggered Contracts (1980)Optimal monetary policy with staggered wage and price contracts (2000)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)A model of unconventional monetary policy (2010)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Science of Monetary Policy: A New Keynesian Perspective (1999)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Time series forecasting using a hybrid ARIMA and neural network model (2003)25 years of time series forecasting (2006)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)
this work references cited by second hop

References

  • 1969The Combination of Forecasts3,194 cited
  • 1999Inflation dynamics: A structural econometric analysis3,088 cited
  • 2004Interest and Prices2,583 cited
  • 1995New Keynesian Economics and the Phillips Curve896 cited
  • 1980Formulating and estimating dynamic linear rational expectations models877 cited
  • 2007Do macro variables, asset markets, or surveys forecast inflation better?801 cited
  • 1999The Conquest of American Inflation653 cited
  • 2003Disagreement about Inflation Expectations586 cited
  • 2008Trend Inflation, Indexation, and Inflation Persistence in the New Keynesian Phillips Curve562 cited
  • 1997The (Un)Importance of Forward-Looking Behavior in Price Specifications528 cited
  • 2007Changes in the Federal Reserve's Inflation Target: Causes and Consequences425 cited
  • 2005Robustness of the estimates of the hybrid New Keynesian Phillips curve396 cited
  • 2002Robust Monetary Policy Rules with Unknown Natural Rates304 cited
  • 1999Survey Measures of Expected U.S. Inflation296 cited
  • 2005The decline of activist stabilization policy: Natural rate misperceptions, learning, and expectations271 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2008
Economic Forecasting
254 cited

Cited by

No citing works inside the corpus for this window.