SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A Suite of Inflation Forecasting Models
16 references·5 citing·46 second hop
A Suite of Inflation Forecasting Models (2017)A Suite of Inflation Forecasting ModelsLow Inflation in the Euro Area: Causes and Consequences (2017)Low Inflation in the Euro Are…The DOG ThaT DIDN'T BarK: haS INFLaTION BeeN MUZZLeD Or WaS IT JUST SLeepING? (2013)The DOG ThaT DIDN'T BarK: haS…Forecasting Inflation (2013)Forecasting InflationThe Spanish Economic Crisis: Key Factors and Growth Challenges in the Euro Area (2012)The Spanish Economic Crisis: …Effective Use of Survey Information in Estimating the Evolution of Expected Inflation (2012)Effective Use of Survey Infor…Inflation Dynamics and the Great Recession (2011)Inflation Dynamics and the Gr…The impact of oil price changes on Spanish and euro area consumer price inflation (2010)The impact of oil price chang…Modeling Inflation After the Crisis (2010)Modeling Inflation After the …Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate (2009)Combining Disaggregate Foreca…Why Has U.S. Inflation Become Harder to Forecast? (2007)Why Has U.S. Inflation Become…Sticky Prices in the Euro Area: A Summary of New Micro-Evidence (2006)Sticky Prices in the Euro Are…Chapter 4 Forecast Combinations (2006)Chapter 4 Forecast Combinatio…Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy? (2004)Forecasting euro area inflati…Are Phillips Curves Useful for Forecasting Inflation? (2001)Are Phillips Curves Useful fo…Time Series Analysis Forecasting and Control. (1971)Time Series Analysis Forecast…The Combination of Forecasts (1969)The Combination of ForecastsMeasuring credit-to-GDP gaps : the Hodrick-Prescott filter revisited (2019)Measuring credit-to-GDP gaps …Exporting Spanish Firms. Stylized Facts and Trends (2019)Exporting Spanish Firms. Styl…The Financial and Real Performance of Non-Financial Corporations in the Euro Area: 1999-2015 (2018)The Financial and Real Perfor…New Version of the Quarterly Model of Banco de España (MTBE) (2018)New Version of the Quarterly …Monitoring the Spanish Economy Through the Lenses of Structural Bayesian VARs (2017)Monitoring the Spanish Econom…The Combination of Forecasts (1969)Combining forecasts: A review and annotated bibliography (1989)The M3-Competition: results, conclusions and implications (2000)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)Forecasting: theory and practice (2022)The Macroeconomics of Low Inflation (1996)Causes and Consequences of the Oil Shock of 2007–08 (2009)Expected Returns in Treasury Bonds (2015)Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods (2019)Staggered prices in a utility-maximizing framework (1983)Staggered Prices in a Utility-Maximizing Framework (1996)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Oil price risk in the Spanish stock market: An industry perspective (2013)Impact of oil price changes on domestic price inflation at disaggregated levels: Evidence from linear and nonlinear ARDL modeling (2017)Asymmetric impact of oil prices, exchange rate, and inflation on tourism demand in Pakistan: new evidence from nonlinear ARDL (2018)Aggregate Dynamics and Staggered Contracts (1980)Prices Rise Faster than They Fall (2000)Some Evidence on the Importance of Sticky Prices (2004)Price Changes in the Euro Area and the United States: Some Facts from Individual Consumer Price Data (2006)Housing Finance and Monetary Policy (2009)Monetary Non-neutrality in a Multisector Menu Cost Model (2010)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Comparing Predictive Accuracy (1995)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The term structure of inflation expectations (2012)Advances in Forecasting under Instability (2013)The Role of Monetary Policy (1995)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Disagreement about Inflation Expectations (2003)Globalisation and Inflation: New Cross-Country Evidence on the Global Determinants of Domestic Inflation (2007)Inflation-Gap Persistence in the US (2009)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)Discretion versus policy rules in practice (1993)Liquidity Trap and Excessive Leverage (2016)The Aggregate Implications of Regional Business Cycles (2016)A Realized Variance for the Whole Day Based on Intermittent High-Frequency Data (2005)Forecast Combinations (2010)Crowdsourcing hypothesis tests: Making transparent how design choices shape research results. (2020)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Some recent development in a concept of causality (1988)Unit root tests in panel data: asymptotic and finite-sample properties (2002)
this work references cited by second hop

References

  • 1971Time Series Analysis Forecasting and Control.6,714 cited
  • 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
  • 2006Chapter 4 Forecast Combinations1,318 cited
  • 2001Are Phillips Curves Useful for Forecasting Inflation?731 cited
  • 1969The Combination of Forecasts501 cited
  • 2006Sticky Prices in the Euro Area: A Summary of New Micro-Evidence476 cited
  • 2013Forecasting Inflation449 cited
  • 2011Inflation Dynamics and the Great Recession301 cited
  • 2010Modeling Inflation After the Crisis265 cited
  • 2010The impact of oil price changes on Spanish and euro area consumer price inflation221 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
  • 2017Low Inflation in the Euro Area: Causes and Consequences96 cited
  • 2013The DOG ThaT DIDN'T BarK: haS INFLaTION BeeN MUZZLeD Or WaS IT JUST SLeepING?92 cited
  • 2012The Spanish Economic Crisis: Key Factors and Growth Challenges in the Euro Area83 cited

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

2012
Effective Use of Survey Information in Estimating the Evolution of Expected Inflation
81 cited

Cited by

  • 2017Monitoring the Spanish Economy Through the Lenses of Structural Bayesian VARs34 cited
  • 2018New Version of the Quarterly Model of Banco de España (MTBE)32 cited
  • 2019Measuring credit-to-GDP gaps : the Hodrick-Prescott filter revisited27 cited
  • 2018The Financial and Real Performance of Non-Financial Corporations in the Euro Area: 1999-201525 cited
  • 2019Exporting Spanish Firms. Stylized Facts and Trends15 cited