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A Neural Phillips Curve and a Deep Output Gap
16 references·0 citing·51 second hop
A Neural Phillips Curve and a Deep Output Gap (2024)A Neural Phillips Curve and a Deep Output…It’s Baaack: The Surge in Inflation in the 2020s and the Return of the Non-Linear Phillips Curve (2023)It’s Baaack: The Surge in Inf…How Tight are U.S. Labor Markets? (2022)How Tight are U.S. Labor Mark…How is machine learning useful for macroeconomic forecasting? (2022)How is machine learning usefu…FRED-QD: A Quarterly Database for Macroeconomic Research (2020)FRED-QD: A Quarterly Database…Bond Risk Premiums with Machine Learning (2020)Bond Risk Premiums with Machi…Vulnerable Growth (2019)Vulnerable GrowthThe Formation of Expectations, Inflation, and the Phillips Curve (2018)The Formation of Expectations…A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations (2018)A New Model of Inflation, Tre…The Phillips Curve: Back to the '60s? (2016)The Phillips Curve: Back to t…Is the Phillips Curve Alive and Well after All? Inflation Expectations and the Missing Disinflation (2015)Is the Phillips Curve Alive a…Inflation and Activity: Two Explorations and Their Monetary Policy Implications (2015)Inflation and Activity: Two E…Inflation and Activity – Two Explorations and their Monetary Policy Implications (2015)Inflation and Activity – Two …Forecasting Inflation (2013)Forecasting InflationBuilding a composite Help-Wanted Index (2010)Building a composite Help-Wan…Phillips Curve Inflation Forecasts (2008)Phillips Curve Inflation Fore…Are Phillips Curves Useful for Forecasting Inflation? (2001)Are Phillips Curves Useful fo…The Combination of Forecasts (1969)Forecasting Using Principal Components From a Large Number of Predictors (2002)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Generalized Shrinkage Methods for Forecasting Using Many Predictors (2012)The making of hawks and doves (2020)The Beveridge Curve (1989)Models of technology diffusion (2000)The Cyclical Behavior of Equilibrium Unemployment and Vacancies (2005)Efficient Firm Dynamics in a Frictional Labor Market (2015)Labor Market Heterogeneity and the Aggregate Matching Function (2015)Opening the Black Box of the Matching Function: The Power of Words (2016)The Science of Monetary Policy: A New Keynesian Perspective (1999)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Credit Spreads and Business Cycle Fluctuations (2012)How Do Firms Form Their Expectations? New Survey Evidence (2018)Monetary Policy Communications and Their Effects on Household Inflation Expectations (2022)Rational Expectations and the Theory of Price Movements (1961)Econometric policy evaluation: A critique (1976)Staggered prices in a utility-maximizing framework (1983)Five Facts about Beliefs and Portfolios (2019)Inflation expectations as a policy tool? (2020)The Macroeconomic Effects of Oil Supply News: Evidence from OPEC Announcements (2021)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Comparing Predictive Accuracy (1995)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The term structure of inflation expectations (2012)Advances in Forecasting under Instability (2013)Expected Returns in Treasury Bonds (2015)Aggregate Dynamics and Staggered Contracts (1980)The Role of Monetary Policy (1995)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Disagreement about Inflation Expectations (2003)Globalisation and Inflation: New Cross-Country Evidence on the Global Determinants of Domestic Inflation (2007)Inflation-Gap Persistence in the US (2009)Comparing Predictive Accuracy (1994)The Impact of Uncertainty Shocks (2009)Measuring Economic Policy Uncertainty* (2016)Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks (2022)The measurement and early warning of daily financial stability index based on XGBoost and SHAP: Evidence from China (2023)Determining the Number of Factors in Approximate Factor Models (2002)FinTech as a Game Changer: Overview of Research Frontiers (2021)Machine Learning vs. Economic Restrictions: Evidence from Stock Return Predictability (2022)Option Return Predictability with Machine Learning and Big Data (2023)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Macroeconomic Nowcasting and Forecasting with Big Data (2018)Banking Crises Without Panics* (2020)Optimal Inflation and the Identification of the Phillips Curve (2020)Slack and Cyclically Sensitive Inflation (2020)What Caused the US Pandemic-Era Inflation? (2023)
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References

  • 2019Vulnerable Growth779 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
  • 2018The Formation of Expectations, Inflation, and the Phillips Curve416 cited
  • 2020Bond Risk Premiums with Machine Learning416 cited
  • 2010Building a composite Help-Wanted Index403 cited
  • 2008Phillips Curve Inflation Forecasts326 cited
  • 2016The Phillips Curve: Back to the '60s?261 cited
  • 2022How is machine learning useful for macroeconomic forecasting?242 cited
  • 2015Inflation and Activity – Two Explorations and their Monetary Policy Implications212 cited
  • 2022How Tight are U.S. Labor Markets?138 cited
  • 2023It’s Baaack: The Surge in Inflation in the 2020s and the Return of the Non-Linear Phillips Curve134 cited
  • 2015Inflation and Activity: Two Explorations and Their Monetary Policy Implications123 cited
  • 2018A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations122 cited
  • 2020

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FRED-QD: A Quarterly Database for Macroeconomic Research
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