References

• 1994Comparing Predictive Accuracy5,495 cited
• 1995Comparing Predictive Accuracy5,214 cited
• 1998Forecasting with artificial neural networks:4,225 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
• 2008Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence1,391 cited
• 2006Chapter 4 Forecast Combinations1,318 cited
• 1999Forecasting inflation1,273 cited
• 2005A Test for Superior Predictive Ability1,227 cited
• 2004Combination forecasts of output growth in a seven‐country data set1,138 cited
• 2007Do macro variables, asset markets, or surveys forecast inflation better?801 cited
• 2010An Empirical Comparison of Machine Learning Models for Time Series Forecasting793 cited
• 2001Are Phillips Curves Useful for Forecasting Inflation?731 cited
• 2011A two-step estimator for large approximate dynamic factor models based on Kalman filtering