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Computing Long-Term Market Inflation Expectations for Countries Without Inflation Expectation Markets
16 references·0 citing·45 second hop
Computing Long-Term Market Inflation Expectations for Countries Without Inflation Expectation Markets (2018)Computing Long-Term Market Inflation Expe…Deviations from Covered Interest Rate Parity (2016)Deviations from Covered Inter…Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve (2014)Empirical Evidence on Inflati…The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy (2011)The Effects of Quantitative E…The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy (2011)The Effects of Quantitative E…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…The Purchasing Power Parity Debate (2004)The Purchasing Power Parity D…Monetary Policy and Long-Horizon Uncovered Interest Parity (2004)Monetary Policy and Long-Hori…Purchasing Power Parity and the Real Exchange Rate (2001)Purchasing Power Parity and t…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2001)Nominal Rigidities and the Dy…Inflation Dynamics: A Structural Econometric Analysis (2000)Inflation Dynamics: A Structu…The Science of Monetary Policy: A New Keynesian Perspective (1999)The Science of Monetary Polic…Inflation Persistence (1995)Inflation PersistencePurchasing Power Parity in the Long Run (1990)Purchasing Power Parity in th…Combining forecasts: A review and annotated bibliography (1990)Combining forecasts: A review…Combining forecasts: A review and annotated bibliography (1989)Combining forecasts: A review…The Combination of Forecasts (1969)The Combination of ForecastsThe Precision of National Income Estimates (1942)New Methods of Quality Control (1963)Short-Term Sales Forecasting (1965)Principles of Forecasting (2001)Time series forecasting using a hybrid ARIMA and neural network model (2003)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Accuracy of Forecasting: An Empirical Investigation (1979)Group versus individual performance: Are N + 1 heads better than one? (1982)Combining Probability Distributions: A Critique and an Annotated Bibliography (1986)Comparing Predictive Accuracy (1995)Expectations and Exchange Rate Dynamics (1976)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Gravity with Gravitas: A Solution to the Border Puzzle (2003)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)The VAT in Developing and Transitional Countries (2007)Identifying FDI spillovers (2017)Zero Bound on Interest Rates and Optimal Monetary Policy (2003)A New Measure of Monetary Shocks: Derivation and Implications (2004)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)The Aggregate Demand for Treasury Debt (2012)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Staggered prices in a utility-maximizing framework (1983)Staggered Prices in a Utility-Maximizing Framework (1996)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The Impact of Uncertainty Shocks (2009)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The Purchasing Power Parity Puzzle (1996)Unit root tests for panel data (2001)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Agency Costs, Net Worth, And Business Fluctuations (1988)The Limits of Arbitrage (1995)Market Liquidity and Funding Liquidity (2008)Intermediary asset pricing: New evidence from many asset classes (2017)When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response (2020)Foreign Safe Asset Demand and the Dollar Exchange Rate (2021)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Discretion versus policy rules in practice (1993)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)Analysts' forecasts as earnings expectations (1988)Comparing Predictive Accuracy (1994)The M3-Competition: results, conclusions and implications (2000)
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References

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  • 1999The Science of Monetary Policy: A New Keynesian Perspective5,230 cited
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  • 1989Combining forecasts: A review and annotated bibliography2,170 cited
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  • 2011The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy1,198 cited
  • 2004The Purchasing Power Parity Debate1,034 cited
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  • 2004Monetary Policy and Long-Horizon Uncovered Interest Parity403 cited
  • 2001Purchasing Power Parity and the Real Exchange Rate400 cited
  • 2014

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Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve
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