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The global component of headline and core inflation in emerging market economies and its ability to improve forecasting performance
16 references·2 citing·42 second hop
The global component of headline and core inflation in emerging market economies and its ability to improve forecasting performance (2022)The global component of headline and core…U.S. Monetary Policy and the Global Financial Cycle (2020)U.S. Monetary Policy and the …Fiscal Volatility Shocks and Economic Activity (2015)Fiscal Volatility Shocks and …Economic policy uncertainty and stock market volatility (2015)Economic policy uncertainty a…Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold–Mariano Tests (2015)Comparing Predictive Accuracy…Capital Flows and the Risk-Taking Channel of Monetary Policy (2013)Capital Flows and the Risk-Ta…Globalisation and Inflation: New Cross-Country Evidence on the Global Determinants of Domestic Inflation (2007)Globalisation and Inflation: …Understanding the Evolution of World Business Cycles (2005)Understanding the Evolution o…Market Size, Trade, and Productivity (2005)Market Size, Trade, and Produ…On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)On Adjusting the Hodrick-Pres…Macroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…Forecasting Using Principal Components From a Large Number of Predictors (2002)Forecasting Using Principal C…LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (1995)Unit Root Tests in ARMA Model…Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyForecasting Economic Time Series (1986)Forecasting Economic Time Ser…Forecasting principles and practiceForecasting principles and pr…A novel hybrid framework for forecasting stock indices based on the nonlinear time series models (2025)A novel hybrid framework for …Forecasting stock prices using a novel filtering-combination technique: Application to the Pakistan stock exchange (2024)Forecasting stock prices usin…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Further evidence on breaking trend functions in macroeconomic variables (1997)Testing for unit roots in heterogeneous panels (2003)Testing for Error Correction in Panel Data* (2007)Macroeconomics and Reality (1980)Forward and spot exchange rates (1984)Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)Household Debt and Business Cycles Worldwide* (2017)Testing for a Unit Root in Time Series Regression (1988)Efficient Tests for an Autoregressive Unit Root (1996)Energy consumption, income, and carbon emissions in the United States (2006)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)The Band Pass Filter (1999)Stories of the Twentieth Century for the Twenty-First (2012)Uncertainty, Financial Frictions, and Investment Dynamics (2014)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Determining the Number of Factors in Approximate Factor Models (2002)U.S. Monetary Policy and International Risk Spillovers (2019)China's overseas lending (2021)The Time Variation in Risk Appetite and Uncertainty (2021)Scale Economies, Product Differentiation, and the Pattern of Trade (1990)Technology, Geography, and Trade (2002)Plants and Productivity in International Trade (2003)The Impact of Trade on Intra-Industry Reallocations and Aggregate Industry Productivity (2003)Gravity Equations: Workhorse,Toolkit, and Cookbook (2014)The Fall of the Labor Share and the Rise of Superstar Firms* (2020)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Measuring Uncertainty (2015)A PANIC Attack on Unit Roots and Cointegration (2004)A Comparison of ARIMA and LSTM in Forecasting Time Series (2018)The Performance of LSTM and BiLSTM in Forecasting Time Series (2019)Recurrent Neural Networks for Time Series Forecasting: Current status and future directions (2020)Testing the equality of prediction mean squared errors (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)
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References

  • 1995Comparing Predictive Accuracy5,214 cited
  • n.d.Forecasting principles and practice4,364 cited
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
  • 2005Market Size, Trade, and Productivity2,866 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 2002On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations1,986 cited
  • 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag1,459 cited
  • 2013Capital Flows and the Risk-Taking Channel of Monetary Policy1,303 cited
  • 2020U.S. Monetary Policy and the Global Financial Cycle1,074 cited
  • 2015Fiscal Volatility Shocks and Economic Activity942 cited
  • 1986Forecasting Economic Time Series714 cited
  • 2005Understanding the Evolution of World Business Cycles541 cited
  • 2015Economic policy uncertainty and stock market volatility538 cited
  • 2007Globalisation and Inflation: New Cross-Country Evidence on the Global Determinants of Domestic Inflation526 cited

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  • 2015Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold–Mariano Tests494 cited
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    • 2025A novel hybrid framework for forecasting stock indices based on the nonlinear time series models33 cited
    • 2024Forecasting stock prices using a novel filtering-combination technique: Application to the Pakistan stock exchange32 cited