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Do Inflation Expectations Improve Model-Based Inflation Forecasts?
16 references·2 citing·50 second hop
Do Inflation Expectations Improve Model-Based Inflation Forecasts? (2021)Do Inflation Expectations Improve Model-B…Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors (2019)Large Bayesian vector autoreg…Safety, Liquidity, and the Natural Rate of Interest (2017)Safety, Liquidity, and the Na…Is the Phillips Curve Alive and Well after All? Inflation Expectations and the Missing Disinflation (2015)Is the Phillips Curve Alive a…Forecasting Inflation (2013)Forecasting InflationReal-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility (2010)Real-Time Density Forecasts F…INFLATION DYNAMICS AND SUBJECTIVE EXPECTATIONS IN THE UNITED STATES (2010)INFLATION DYNAMICS AND SUBJEC…Forecast comparisons in unstable environments (2010)Forecast comparisons in unsta…Steady‐state priors for vector autoregressions (2009)Steady‐state priors for vecto…Large Bayesian vector auto regressions (2009)Large Bayesian vector auto re…Inflation-Gap Persistence in the US (2009)Inflation-Gap Persistence in …Why Has U.S. Inflation Become Harder to Forecast? (2007)Why Has U.S. Inflation Become…Do macro variables, asset markets, or surveys forecast inflation better? (2007)Do macro variables, asset mar…An area-wide model for the euro area (2004)An area-wide model for the eu…Evolving Post-World War II U.S. Inflation Dynamics (2001)Evolving Post-World War II U.…Are Phillips Curves Useful for Forecasting Inflation? (2001)Are Phillips Curves Useful fo…The Band Pass Filter (1999)The Band Pass FilterA Neural Phillips Curve and a Deep Output Gap (2024)A Neural Phillips Curve and a…Underlying Inflation and Asymmetric Risks (2023)Underlying Inflation and Asym…Discretion versus policy rules in practice (1993)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Comparing Predictive Accuracy (1994)Out-of-Sample Forecast Tests Robust to the Choice of Window Size (2012)Geopolitical risk and oil volatility: A new insight (2019)Monetary Policy Shocks: What Have We Learned and to What End? 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References

  • 1999The Band Pass Filter1,909 cited
  • 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
  • 2009Large Bayesian vector auto regressions1,158 cited
  • 2001Evolving Post-World War II U.S. Inflation Dynamics914 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
  • 2001Are Phillips Curves Useful for Forecasting Inflation?731 cited
  • 2009Inflation-Gap Persistence in the US544 cited
  • 2004An area-wide model for the euro area478 cited
  • 2010Forecast comparisons in unstable environments468 cited
  • 2013Forecasting Inflation449 cited
  • 2010Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility423 cited
  • 2017Safety, Liquidity, and the Natural Rate of Interest353 cited
  • 2009Steady‐state priors for vector autoregressions212 cited
  • 2019Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors207 cited
  • 2010INFLATION DYNAMICS AND SUBJECTIVE EXPECTATIONS IN THE UNITED STATES

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206 cited

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  • 2023Underlying Inflation and Asymmetric Risks13 cited
  • 2024A Neural Phillips Curve and a Deep Output Gap11 cited