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Can we rely on market-based inflation forecasts?
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Can we rely on market-based inflation forecasts? (2015)Can we rely on market-based inflation for…Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields (2010)Inflation Expectations and Ri…Do Macro Variables, Asset Markets, or Surveys Forecast Inflation Better? (2006)Do Macro Variables, Asset Mar…Whose Inflation Expectations Best Predict Inflation? (2021)Whose Inflation Expectations …The reaction of inflation forecasts to news about the Fed (2020)The reaction of inflation for…Patterns and Expectations (2020)Patterns and ExpectationsInflation Forecasts: Are Market-Based and Survey-Based Measures Informative? (2017)Inflation Forecasts: Are Mark…Parsimonious Modeling of Yield Curves (1987)Forecasting, Structural Time Series Models and the Kalman Filter (1990)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)Inflation Risk and the Inflation Risk Premium (2010)Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps (2012)The TIPS‐Treasury Bond Puzzle (2013)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Inflation expectations in euro area Phillips curves (2020)Do Inflation Expectations Improve Model-Based Inflation Forecasts? (2021)The Swaps Strike Back: Evaluating Expectations of One-Year Inflation (2023)The Role of Monetary Policy (1995)Macroeconomic Expectations of Households and Professional Forecasters (2003)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)The General Theory of Employment, Interest and Money. (1936)Availability: A heuristic for judging frequency and probability (1973)Judgment under Uncertainty: Heuristics and Biases (1974)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)Averaging forecasts from VARs with uncertain instabilities (2009)The Determinants of Stock and Bond Return Comovements (2009)Should Macroeconomic Forecasters Use Daily Financial Data and How? (2013)Do macro variables, asset markets, or surveys forecast inflation better? (2007)Why Has U.S. Inflation Become Harder to Forecast? (2007)Is the Phillips Curve Alive and Well after All? Inflation Expectations and the Missing Disinflation (2015)The Phillips Curve at 60: Time for Time and Frequency (2019)Out of Bounds: Do SPF Respondents Have Anchored Inflation Expectations? (2022)Forecasting Inflation Using Economic Narratives (2024)
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References

  • 2010Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields258 cited
  • 2006Do Macro Variables, Asset Markets, or Surveys Forecast Inflation Better?202 cited

Cited by

  • 2021Whose Inflation Expectations Best Predict Inflation?25 cited
  • 2017Inflation Forecasts: Are Market-Based and Survey-Based Measures Informative?24 cited
  • 2020The reaction of inflation forecasts to news about the Fed13 cited
  • 2020Patterns and Expectations0 cited

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