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Forecasting Inflation Using Economic Narratives
16 references·0 citing·42 second hop
Forecasting Inflation Using Economic Narratives (2024)Forecasting Inflation Using Economic Narr…Empirical Asset Pricing via Machine Learning (2020)Empirical Asset Pricing via M…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Global non-linear effect of temperature on economic production (2015)Global non-linear effect of t…Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Out-of-Sample Equity Premium …Why Has U.S. Inflation Become Harder to Forecast? (2007)Why Has U.S. Inflation Become…Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)A Comprehensive Look at The E…Tests of Conditional Predictive Ability (2006)Tests of Conditional Predicti…Approximately normal tests for equal predictive accuracy in nested models (2006)Approximately normal tests fo…Some Evidence on the Importance of Sticky Prices (2004)Some Evidence on the Importan…Forecasting Using Principal Components From a Large Number of Predictors (2002)Forecasting Using Principal C…Forecasting inflation (1999)Forecasting inflationComparing Predictive Accuracy (1995)Comparing Predictive AccuracyExpectations and the neutrality of money (1972)Expectations and the neutrali…Rational Expectations and the Theory of Price Movements (1961)Rational Expectations and the…The Relation Between Unemployment and the Rate of Change of Money Wage Rates in the United Kingdom, 1861–1957 1 (1958)The Relation Between Unemploy…Macroeconomic Forecasting Using Diffusion Indexes (2002)A PANIC Attack on Unit Roots and Cointegration (2004)A Program for Monetary Stability (1961)Aggregate Demand Management in Search Equilibrium (1982)The Role of Monetary Policy (1995)International Norm Dynamics and Political Change (1998)The Institutional Dynamics of International Political Orders (1998)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Business conditions and expected returns on stocks and bonds (1989)Comparing Predictive Accuracy (1994)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Presidential Address: Discount Rates (2011)The Analysis of Economic Time-Series-Part I: Prices (1953)Optimal Properties of Exponentially Weighted Forecasts (1960)The Economic Implications of Learning by Doing (1971)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Asset Prices in an Exchange Economy (1978)The Penn World Table (Mark 5): An Expanded Set of International Comparisons, 1950-1988 (1991)A new scenario framework for climate change research: the concept of shared socioeconomic pathways (2013)Social and economic impacts of climate (2016)Estimating economic damage from climate change in the United States (2017)The irreversible momentum of clean energy (2017)The General Theory of Employment, Interest and Money. (1936)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Common risk factors in the returns on stocks and bonds (1993)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)In Search of Attention (2011)Textual Analysis in Accounting and Finance: A Survey (2016)The Impact of Uncertainty Shocks (2009)Measuring Uncertainty (2015)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Measuring Geopolitical Risk (2022)A five-factor asset pricing model (2014)Artificial intelligence and machine learning in finance: Identifying foundations, themes, and research clusters from bibliometric analysis (2021)Machine learning advances for time series forecasting (2021)Machine learning in the Chinese stock market (2021)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Policy Uncertainty and Corporate Investment (2015)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

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 1961Rational Expectations and the Theory of Price Movements5,639 cited
  • 1995Comparing Predictive Accuracy5,214 cited
  • 1972Expectations and the neutrality of money4,826 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,822 cited
  • 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction3,984 cited
  • 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
  • 2015Global non-linear effect of temperature on economic production2,901 cited
  • 2020Empirical Asset Pricing via Machine Learning2,528 cited
  • 2006Approximately normal tests for equal predictive accuracy in nested models2,513 cited
  • 1958The Relation Between Unemployment and the Rate of Change of Money Wage Rates in the United Kingdom, 1861–1957 12,387 cited
  • 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
  • 2009Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy1,684 cited
  • 2006Tests of Conditional Predictive Ability1,667 cited
  • 2004Some Evidence on the Importance of Sticky Prices

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  • 1999Forecasting inflation1,273 cited
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