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Whose Inflation Expectations Best Predict Inflation?
11 references·6 citing·51 second hop
Whose Inflation Expectations Best Predict Inflation? (2021)Whose Inflation Expectations Best Predict…Term Structures of Inflation Expectations and Real Interest Rates (2019)Term Structures of Inflation …Understanding survey-based inflation expectations (2018)Understanding survey-based in…Nowcasting U.S. Headline and Core Inflation (2017)Nowcasting U.S. Headline and …Measuring the Level and Uncertainty of Trend Inflation (2016)Measuring the Level and Uncer…Have Standard VARs Remained Stable Since the Crisis? (2016)Have Standard VARs Remained S…Is the Phillips Curve Alive and Well after All? Inflation Expectations and the Missing Disinflation (2015)Is the Phillips Curve Alive a…Can we rely on market-based inflation forecasts? (2015)Can we rely on market-based i…Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps (2012)Inflation Expectations, Real …Why Has U.S. Inflation Become Harder to Forecast? (2007)Why Has U.S. Inflation Become…Erratum to “Why Has U.S. Inflation Become Harder to Forecast?” (2007)Erratum to “Why Has U.S. Infl…Do macro variables, asset markets, or surveys forecast inflation better? (2007)Do macro variables, asset mar…Forecasting Inflation Using Economic Narratives (2024)Forecasting Inflation Using E…The Swaps Strike Back: Evaluating Expectations of One-Year Inflation (2023)The Swaps Strike Back: Evalua…Post-Keynesian Economics: New Foundations by Marc LavoieChapter 8: Inflation Theory (2023)Post-Keynesian Economics: New…Understanding Which Prices Affect Inflation Expectations (2022)Understanding Which Prices Af…Out of Bounds: Do SPF Respondents Have Anchored Inflation Expectations? (2022)Out of Bounds: Do SPF Respond…The Phillips Curve at 60: Time for Time and Frequency (2019)The Phillips Curve at 60: Tim…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Evaluating alternative models of trend inflation (2014)Global factors and trend inflation (2019)Anchored Inflation Expectations (2022)The Science of Monetary Policy: A New Keynesian Perspective (1999)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Credit Spreads and Business Cycle Fluctuations (2012)How Do Firms Form Their Expectations? 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(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)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Measuring and Testing the Impact of News on Volatility (1993)Inflation Risk in Corporate Bonds (2014)Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices (2018)Time-varying inflation risk and stock returns (2019)Parsimonious Modeling of Yield Curves (1987)Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (1998)Core and ‘Crust’: Consumer Prices and the Term Structure of Interest Rates (2019)Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility (2020)The term structure of expectations (2023)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Uncertainty across volatility regimes (2018)Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting (2019)Bank capital requirement shocks: A narrative perspective (2022)Rational Expectations and the Theory of Price Movements (1961)Measuring Economic Policy Uncertainty* (2016)
this work references cited by second hop

References

  • 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
  • 2007Do macro variables, asset markets, or surveys forecast inflation better?801 cited
  • 2015Is the Phillips Curve Alive and Well after All? Inflation Expectations and the Missing Disinflation749 cited
  • 2012Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps226 cited
  • 2016Measuring the Level and Uncertainty of Trend Inflation117 cited
  • 2017Nowcasting U.S. Headline and Core Inflation51 cited
  • 2016Have Standard VARs Remained Stable Since the Crisis?48 cited
  • 2019Term Structures of Inflation Expectations and Real Interest Rates47 cited
  • 2018Understanding survey-based inflation expectations46 cited
  • 2007Erratum to “Why Has U.S. Inflation Become Harder to Forecast?”27 cited
  • 2015Can we rely on market-based inflation forecasts?25 cited

Cited by

  • 2024Forecasting Inflation Using Economic Narratives38 cited
  • 2019The Phillips Curve at 60: Time for Time and Frequency22 cited
  • 2022Out of Bounds: Do SPF Respondents Have Anchored Inflation Expectations?18 cited
  • 2022Understanding Which Prices Affect Inflation Expectations

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

14 cited
  • 2023The Swaps Strike Back: Evaluating Expectations of One-Year Inflation13 cited
  • 2023Post-Keynesian Economics: New Foundations by Marc LavoieChapter 8: Inflation Theory12 cited