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Modeling and Forecasting Inflation in Japan
16 references·10 citing·40 second hop
Modeling and Forecasting Inflation in Japan (2001)Modeling and Forecasting Inflation in Jap…Is the Price Level Tied to the M2 Monetary Aggregate in the Long Run (2007)Is the Price Level Tied to th…Forecasting non-stationary economic time series (2000)Forecasting non-stationary ec…Inflation Targeting: Lessons from the International Experience (1999)Inflation Targeting: Lessons …Forecasting inflation (1999)Forecasting inflationModeling Inflation in Australia (1998)Modeling Inflation in Austral…Forecasting Economic Time Series (1998)Forecasting Economic Time Ser…Inflation Forecasts and Monetary Policy (1997)Inflation Forecasts and Monet…Inflation Forecasts and Monetary Policy (1997)Inflation Forecasts and Monet…Inflation forecast targeting: Implementing and monitoring inflation targets (1997)Inflation forecast targeting:…The Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…AN INTEGRATED ANALYSIS OF TURKISH INFLATION† (1995)AN INTEGRATED ANALYSIS OF TUR…Detrending, stylized facts and the business cycle (1993)Detrending, stylized facts an…Domestic and foreign effects on prices in an open economy: The case of Denmark (1992)Domestic and foreign effects …Forecasting and testing in co-integrated systems (1987)Forecasting and testing in co…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…A Monetary History of the United States 1867-1960 (1964)A Monetary History of the Uni…Dynamics of Inflation and Unemployment in a Vector Error Correction Model (2013)Dynamics of Inflation and Une…Modeling Inflation in Croatia (2009)Modeling Inflation in CroatiaDeterminants of Inflation in GCC (2009)Determinants of Inflation in …Another look at global disinflation (2009)Another look at global disinf…Inflation Determinants in Paraguay (2008)Inflation Determinants in Par…A Modelling Of Ghana'S Inflation Experience: 1960-2003 (2007)A Modelling Of Ghana'S Inflat…Forecasting Austrian inflation (2006)Forecasting Austrian inflationMoney Demand and Inflation in Dollarized Economies (2005)Money Demand and Inflation in…Fuentes de la inflación en México, 1989-2000: un análisis multicausal de corrección de errores (2003)Fuentes de la inflación en Mé…Inflation Dynamics in Madagascar, 1971-2000 (2001)Inflation Dynamics in Madagas…Expectations and Exchange Rate Dynamics (1976)Macroeconomics and Reality (1980)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Introductory Econometrics for Finance (2008)Critical Values for Cointegration Tests (2010)Tests For Unit Roots: A Monte Carlo Investigation (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)5 Stochastic volatility (1996)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Forecasting Output and Inflation: The Role of Asset Prices (2003)A Positive Theory of Monetary Policy in a Natural Rate Model (1983)The Optimal Degree of Commitment to an Intermediate Monetary Target (1985)Discretion versus policy rules in practice (1993)Monetary Policy and Asset Price Volatility (2000)Open-Economy Inflation Targeting (2000)Monetary Policy Rules Based on Real-Time Data (2001)Interpreting the macroeconomic time series facts (1992)Efficient Tests for an Autoregressive Unit Root (1996)Determining the Number of Factors in Approximate Factor Models (2002)Inferential Theory for Factor Models of Large Dimensions (2003)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Limited asset markets participation, monetary policy and (inverted) aggregate demand logic (2007)Central bank independence and monetary policymaking institutions — Past, present and future (2008)Forecasting Inflation (2013)Economic and statistical measures of forecast accuracy (2000)Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification (2005)The Volatility of Realized Volatility (2008)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Trade Policy and Economic Growth: A Skeptic's Guide to the Cross-National Evidence (2000)The New Politics of the Welfare State (2001)Trends and random walks in macroeconmic time series (1982)Financial Contagion (2000)Commodity currencies (2003)Inflation targeting in emerging economies: What do the data say? (2006)Central Bank Digital Currency and the Future of Monetary Policy (2017)
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References

  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 1964A Monetary History of the United States 1867-19602,110 cited
  • 1987Forecasting and testing in co-integrated systems1,896 cited
  • 1997Inflation forecast targeting: Implementing and monitoring inflation targets1,666 cited
  • 1999Forecasting inflation1,273 cited
  • 1993Detrending, stylized facts and the business cycle1,202 cited
  • 1998Forecasting Economic Time Series863 cited
  • 1999Inflation Targeting: Lessons from the International Experience820 cited
  • 1997Inflation Forecasts and Monetary Policy437 cited
  • 1997Inflation Forecasts and Monetary Policy413 cited
  • 2007Is the Price Level Tied to the M2 Monetary Aggregate in the Long Run362 cited
  • 2000Forecasting non-stationary economic time series340 cited
  • 1992Domestic and foreign effects on prices in an open economy: The case of Denmark161 cited
  • 1998Modeling Inflation in Australia157 cited
  • 1995AN INTEGRATED ANALYSIS OF TURKISH INFLATION†90 cited

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Cited by

  • 2006Forecasting Austrian inflation51 cited
  • 2007A Modelling Of Ghana'S Inflation Experience: 1960-200333 cited
  • 2009Determinants of Inflation in GCC29 cited
  • 2001Inflation Dynamics in Madagascar, 1971-200021 cited
  • 2009Modeling Inflation in Croatia17 cited
  • 2005Money Demand and Inflation in Dollarized Economies14 cited
  • 2003Fuentes de la inflación en México, 1989-2000: un análisis multicausal de corrección de errores13 cited
  • 2009Another look at global disinflation12 cited
  • 2013Dynamics of Inflation and Unemployment in a Vector Error Correction Model12 cited
  • 2008Inflation Determinants in Paraguay10 cited