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Forecasting Inflation Across Euro Area Countries and Sectors: A Panel VAR Approach
16 references·1 citing·52 second hop
Forecasting Inflation Across Euro Area Countries and Sectors: A Panel VAR Approach (2016)Forecasting Inflation Across Euro Area Co…Panel Vector Autoregressive Models: A Survey (2013)Panel Vector Autoregressive M…Forecasting Inflation (2013)Forecasting InflationDo institutional changes affect business cycles? Evidence from Europe (2012)Do institutional changes affe…Inflation Dynamics and the Great Recession (2011)Inflation Dynamics and the Gr…Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate (2009)Combining Disaggregate Foreca…Tests of Conditional Predictive Ability (2006)Tests of Conditional Predicti…ESTIMATING MULTICOUNTRY VAR MODELS* (2006)ESTIMATING MULTICOUNTRY VAR M…Approximately normal tests for equal predictive accuracy in nested models (2006)Approximately normal tests fo…Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Effects of Mone…Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy? 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References

  • 2006Approximately normal tests for equal predictive accuracy in nested models2,513 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
  • 2006Tests of Conditional Predictive Ability1,667 cited
  • 1985Exponential smoothing: The state of the art1,461 cited
  • 2001Tests of equal forecast accuracy and encompassing for nested models1,178 cited
  • 2001Are Phillips Curves Useful for Forecasting Inflation?731 cited
  • 2013Panel Vector Autoregressive Models: A Survey548 cited
  • 2013Forecasting Inflation449 cited
  • 2003Macroeconomic forecasting in the Euro area: Country specific versus area-wide information415 cited
  • 2011Inflation Dynamics and the Great Recession301 cited
  • 2006ESTIMATING MULTICOUNTRY VAR MODELS*292 cited
  • 2003Forecasting and turning point predictions in a Bayesian panel VAR model193 cited
  • 2004Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?171 cited
  • 2009Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate155 cited
  • 2012Do institutional changes affect business cycles? Evidence from Europe

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133 cited
  • 1984Forecasting Contemporaneously Aggregated Vector ARMA Processes118 cited
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    • 2021Economic consequences of follow-up disasters: Lessons from the 2011 Great East Japan Earthquake4 cited