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Core Measures of Inflation as Predictors of Total Inflation
16 references·0 citing·41 second hop
Core Measures of Inflation as Predictors of Total Inflation (2011)Core Measures of Inflation as Predictors …Core Inflation: A Review of Some Conceptual Issues (2008)Core Inflation: A Review of S…Do macro variables, asset markets, or surveys forecast inflation better? (2007)Do macro variables, asset mar…Tests of Conditional Predictive Ability (2006)Tests of Conditional Predicti…Do Macro Variables, Asset Markets, or Surveys Forecast Inflation Better? (2006)Do Macro Variables, Asset Mar…A Review of Core Inflation and an Evaluation of its Measures (2006)A Review of Core Inflation an…Understanding the Greenspan Standard by (2005)Understanding the Greenspan S…Weighted Median Inflation: Is This Core Inflation? (2004)Weighted Median Inflation: Is…Comparing Measures of Core Inflation (2002)Comparing Measures of Core In…A Simple Adaptive Measure of Core Inflation (2002)A Simple Adaptive Measure of …Comparing Measures of Core Inflation (2001)Comparing Measures of Core In…A Core Inflation Index for the Euro Area (2001)A Core Inflation Index for th…A Comparison of the CPI and the PCE Price Index (1999)A Comparison of the CPI and t…Measuring Core Inflation (1993)Measuring Core InflationA probability model of the coincident economic indicators (1991)A probability model of the co…New Indexes of Coincident and Leading Economic Indicators (1989)New Indexes of Coincident and…A Probability Model of The Coincident Economic Indicators (1988)A Probability Model of The Co…Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)A Panic Attack on Unit Roots and Cointegration (2001)A Comparison of Measures of Core Inflation (2007)Inflation responses to commodity price shocks – How and why do countries differ? (2016)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)10 Structural time series models (1993)Are correlations of stock returns justified by subsequent changes in national outputs? (2003)Remittances, finance and growth: Does financial development foster the impact of remittances on economic growth? (2018)Measuring Core Inflation (1995)Relative-Price Changes as Aggregate Supply Shocks (1995)Phillips Curve Inflation Forecasts (2008)Inflation Dynamics and the Great Recession (2011)Risk, Return, and Equilibrium: Empirical Tests (1973)Comparing Predictive Accuracy (1994)Macroeconomic Forecasting Using Diffusion Indexes (2002)A Test for Superior Predictive Ability (2005)Large Bayesian vector auto regressions (2009)Volatility forecast comparison using imperfect volatility proxies (2010)Postwar U.S. Business Cycles: An Empirical Investigation (1997)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)The Determinants of Stock and Bond Return Comovements (2010)Time-varying short-horizon predictability☆ (2010)Expectations of Returns and Expected Returns (2014)A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)A Core Inflation Indicator for the Euro Area (2005)Expected Returns in Treasury Bonds (2015)Nobel Lecture: Inflation and Unemployment (1977)Monetary Policy in the Euro Area (2001)Value at Risk Models in Finance (2003)Core Inflation and Trend Inflation (2016)The Conditional CAPM and the Cross-Section of Expected Returns (1996)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Measuring the Output Responses to Fiscal Policy (2012)Averaging forecasts from VARs with uncertain instabilities (2009)The Determinants of Stock and Bond Return Comovements (2009)Should Macroeconomic Forecasters Use Daily Financial Data and How? (2013)Macro Factors in Bond Risk Premia (2009)A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models (2011)Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics (2016)
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References

  • 1989New Indexes of Coincident and Leading Economic Indicators1,795 cited
  • 2006Tests of Conditional Predictive Ability1,667 cited
  • 2007Do macro variables, asset markets, or surveys forecast inflation better?801 cited
  • 1991A probability model of the coincident economic indicators558 cited
  • 1993Measuring Core Inflation374 cited
  • 1988A Probability Model of The Coincident Economic Indicators261 cited
  • 2002A Simple Adaptive Measure of Core Inflation229 cited
  • 2008Core Inflation: A Review of Some Conceptual Issues217 cited
  • 2006Do Macro Variables, Asset Markets, or Surveys Forecast Inflation Better?202 cited
  • 2001Comparing Measures of Core Inflation129 cited
  • 2005Understanding the Greenspan Standard by124 cited
  • 2004Weighted Median Inflation: Is This Core Inflation?83 cited
  • 1999A Comparison of the CPI and the PCE Price Index49 cited
  • 2001A Core Inflation Index for the Euro Area46 cited
  • 2002Comparing Measures of Core Inflation45 cited
  • 2006A Review of Core Inflation and an Evaluation of its Measures

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