SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Real-time inflation forecasting with high-dimensional models: The case of Brazil
16 references·8 citing·46 second hop
Real-time inflation forecasting with high-dimensional models: The case of Brazil (2017)Real-time inflation forecasting with high…Complete subset regressions (2013)Complete subset regressionsReal‐Time Forecasts of Inflation: The Role of Financial Variables (2012)Real‐Time Forecasts of Inflat…Large Bayesian vector auto regressions (2009)Large Bayesian vector auto re…Forecasting economic time series using targeted predictors (2008)Forecasting economic time ser…Why Has U.S. Inflation Become Harder to Forecast? (2007)Why Has U.S. Inflation Become…Comparing Density Forecasts via Weighted Likelihood Ratio Tests (2007)Comparing Density Forecasts v…Tests of Conditional Predictive Ability (2006)Tests of Conditional Predicti…Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions (2006)Confidence Intervals for Diff…Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach* (2005)Measuring the Effects of Mone…Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Effects of Mone…Do financial variables help forecasting inflation and real activity in the euro area? (2003)Do financial variables help f…Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…Are Phillips Curves Useful for Forecasting Inflation? (2001)Are Phillips Curves Useful fo…Forecasting inflation (1999)Forecasting inflationMultifactor Explanations of Asset Pricing Anomalies (1996)Multifactor Explanations of A…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Forecasting UK inflation bottom up (2024)Forecasting UK inflation bott…Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models (2023)Machine learning methods for …Analysis Factors Affecting Egyptian Inflation Based on Machine Learning Algorithms (2023)Analysis Factors Affecting Eg…Stacking hybrid GARCH models for forecasting Bitcoin volatility (2021)Stacking hybrid GARCH models …Inflation forecasting in an emerging economy: selecting variables with machine learning algorithms (2021)Inflation forecasting in an e…Nowcasting and Forecasting GDP in Emerging Markets Using Global Financial and Macroeconomic Diffusion Indexes (2018)Nowcasting and Forecasting GD…Inflation Forecasting Using Machine Learning Methods (2018)Inflation Forecasting Using M…Forecasting U.S. money growth using economic uncertainty measures and regularisation techniques (2018)Forecasting U.S. money growth…Tests for Unit Roots: A Monte Carlo Investigation (1989)Inferential Theory for Factor Models of Large Dimensions (2003)A PANIC Attack on Unit Roots and Cointegration (2004)Panel Data Models With Interactive Fixed Effects (2009)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Trends and random walks in macroeconmic time series (1982)Trends and random walks in macroeconomic time series (1988)Forecasting Using Principal Components From a Large Number of Predictors (2002)Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? (2008)Forecasting Stock Returns (2013)Systemic risk and the macroeconomy: An empirical evaluation (2016)Monetary Policy Shocks: What Have We Learned and to What End? (1998)Macroeconomic Forecasting Using Diffusion Indexes (2002)Panel Vector Autoregressive Models: A Survey (2013)Prior Selection for Vector Autoregressions (2014)U.S. Monetary Policy and the Global Financial Cycle (2020)Industry costs of equity (1997)On Persistence in Mutual Fund Performance (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)Macroeconomics and Reality (1980)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Comparing Predictive Accuracy (1994)A Test for Superior Predictive Ability (2005)Volatility forecast comparison using imperfect volatility proxies (2010)Aggregate Dynamics and Staggered Contracts (1980)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)Interpreting the macroeconomic time series facts (1992)Efficient Tests for an Autoregressive Unit Root (1996)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
  • 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
  • 2006Tests of Conditional Predictive Ability1,667 cited
  • 1999Forecasting inflation1,273 cited
  • 2009Large Bayesian vector auto regressions1,158 cited
  • 2001Are Phillips Curves Useful for Forecasting Inflation?731 cited
  • 2008Forecasting economic time series using targeted predictors704 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach*681 cited
  • 2006Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions629 cited
  • 2007Comparing Density Forecasts via Weighted Likelihood Ratio Tests519 cited
  • 2003Do financial variables help forecasting inflation and real activity in the euro area?336 cited
  • 2012Real‐Time Forecasts of Inflation: The Role of Financial Variables

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

222 cited
  • 2013Complete subset regressions211 cited
  • Cited by

    • 2021Stacking hybrid GARCH models for forecasting Bitcoin volatility67 cited
    • 2018Nowcasting and Forecasting GDP in Emerging Markets Using Global Financial and Macroeconomic Diffusion Indexes63 cited
    • 2023Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models54 cited
    • 2018Inflation Forecasting Using Machine Learning Methods48 cited
    • 2024Forecasting UK inflation bottom up47 cited
    • 2021Inflation forecasting in an emerging economy: selecting variables with machine learning algorithms35 cited
    • 2018Forecasting U.S. money growth using economic uncertainty measures and regularisation techniques22 cited
    • 2023Analysis Factors Affecting Egyptian Inflation Based on Machine Learning Algorithms14 cited