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Do monetary indicators lead euro area inflation?
16 references·7 citing·40 second hop
Do monetary indicators lead euro area inflation? (2009)Do monetary indicators lead euro area inf…Why Has U.S. Inflation Become Harder to Forecast? (2007)Why Has U.S. Inflation Become…Tests of Conditional Predictive Ability (2006)Tests of Conditional Predicti…Is Inflation Always and Everywhere a Monetary Phenomenon?* (2005)Is Inflation Always and Every…Evaluating Direct Multistep Forecasts (2005)Evaluating Direct Multistep F…The two pillars of the European Central Bank (2004)The two pillars of the Europe…Pooling of forecasts (2004)Pooling of forecastsCombination forecasts of output growth in a seven‐country data set (2004)Combination forecasts of outp…Forecasting Output and Inflation: The Role of Asset Prices (2003)Forecasting Output and Inflat…Do financial variables help forecasting inflation and real activity in the euro area? (2003)Do financial variables help f…Forecasting Using Principal Components From a Large Number of Predictors (2002)Forecasting Using Principal C…Tests of equal forecast accuracy and encompassing for nested models (2001)Tests of equal forecast accur…Are Phillips Curves Useful for Forecasting Inflation? (2001)Are Phillips Curves Useful fo…Forecasting inflation (1999)Forecasting inflationIs there a role for monetary aggregates in the conduct of monetary policy? (1997)Is there a role for monetary …Asymptotic Inference about Predictive Ability (1996)Asymptotic Inference about Pr…8 Forecast evaluation and combination (1996)8 Forecast evaluation and com…Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach (2017)Money supply and inflation dy…Business cycle, interest rate and money in the euro area: A common factor model (2014)Business cycle, interest rate…Short-term inflation forecasting models for Turkey and a forecast combination analysis (2013)Short-term inflation forecast…Writing Clearly: The ECB’s Monetary Policy Communication (2012)Writing Clearly: The ECB’s Mo…Composite Indicators for Monetary Analysis (2009)Composite Indicators for Mone…Four Monetary Policy Strategies in Comparison: How to Deal with Financial Instability? (2008)Four Monetary Policy Strategi…The Sectoral Distribution of Money Supply in the Euro Area (2007)The Sectoral Distribution of …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Comparing Predictive Accuracy (1994)Predicting currency crises: (1999)Comparing Density Forecasts via Weighted Likelihood Ratio Tests (2007)Forecasting with panel data (2008)Macroeconomic Forecasting Using Diffusion Indexes (2002)A PANIC Attack on Unit Roots and Cointegration (2004)Measuring Uncertainty (2015)The Combination of Forecasts (1969)Forecasting Stock Returns (2013)Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 (2016)Risk, Return, and Equilibrium: Empirical Tests (1973)A Test for Superior Predictive Ability (2005)Large Bayesian vector auto regressions (2009)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)Testing the equality of prediction mean squared errors (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)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)Postwar U.S. Business Cycles: An Empirical Investigation (1997)The macroeconomy and the yield curve: a dynamic latent factor approach (2005)Credit Spreads and Business Cycle Fluctuations (2012)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)Evaluating Density Forecasts with Applications to Financial Risk Management (1998)A forecast comparison of volatility models: does anything beat a GARCH(1,1)? (2005)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)
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References

  • 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
  • 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
  • 2006Tests of Conditional Predictive Ability1,667 cited
  • 1996Asymptotic Inference about Predictive Ability1,415 cited
  • 1999Forecasting inflation1,273 cited
  • 2001Tests of equal forecast accuracy and encompassing for nested models1,178 cited
  • 2004Combination forecasts of output growth in a seven‐country data set1,138 cited
  • 2003Forecasting Output and Inflation: The Role of Asset Prices1,076 cited
  • 2001Are Phillips Curves Useful for Forecasting Inflation?731 cited
  • 19968 Forecast evaluation and combination536 cited
  • 2004Pooling of forecasts484 cited
  • 2003Do financial variables help forecasting inflation and real activity in the euro area?336 cited
  • 2005Is Inflation Always and Everywhere a Monetary Phenomenon?*276 cited
  • 1997Is there a role for monetary aggregates in the conduct of monetary policy?268 cited
  • 2005Evaluating Direct Multistep Forecasts243 cited
  • 2004The two pillars of the European Central Bank

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118 cited

Cited by

  • 2013Short-term inflation forecasting models for Turkey and a forecast combination analysis45 cited
  • 2012Writing Clearly: The ECB’s Monetary Policy Communication32 cited
  • 2007The Sectoral Distribution of Money Supply in the Euro Area27 cited
  • 2017Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach24 cited
  • 2009Composite Indicators for Monetary Analysis22 cited
  • 2008Four Monetary Policy Strategies in Comparison: How to Deal with Financial Instability?15 cited
  • 2014Business cycle, interest rate and money in the euro area: A common factor model12 cited