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The Swaps Strike Back: Evaluating Expectations of One-Year Inflation
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References

  • 2002Comparing Predictive Accuracy1,745 cited
  • 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
  • 2006Tests of Conditional Predictive Ability1,667 cited
  • 2005A Test for Superior Predictive Ability1,227 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
  • 2013Forecasting Inflation449 cited
  • 1989New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates336 cited
  • 1999Survey Measures of Expected U.S. Inflation296 cited
  • 2013The TIPS‐Treasury Bond Puzzle292 cited
  • 2010Modeling Inflation After the Crisis265 cited
  • 2010Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields258 cited
  • 2012The term structure of inflation expectations255 cited
  • 2008Predictability in financial markets: What do survey expectations tell us?250 cited
  • 2012Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps

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