On the accuracy of time series, interest rate and survey forecasts of inflation
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Bibliographic InfoPaper provided by Federal Reserve Bank of St. Louis in its series Working Papers with number 1984-022.
Date of creation: 1984
Date of revision:
Publication status: Published in Journal of Business, October 1985, 58(4), pp. 377-98
Other versions of this item:
- Hafer, R W & Hein, Scott E, 1985. "On the Accuracy of Time-Series, Interest Rate, and Survey Forecasts of Inflation," The Journal of Business, University of Chicago Press, vol. 58(4), pages 377-98, October.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Figlewski, Stephen & Wachtel, Paul, 1981. "The Formation of Inflationary Expectations," The Review of Economics and Statistics, MIT Press, vol. 63(1), pages 1-10, February.
- R.W. Hafer & Scott E. Hein, 1986. "Federal government debt and inflation: evidence from Granger causality tests," Working Papers 1986-003, Federal Reserve Bank of St. Louis.
- María del Carmen Ramos-Herrera & Simon Sosvilla-Rivero, 2013. "Inflation expectations in Spain: The Spanish PwC Survey," Documentos del Instituto Complutense de AnÃ¡lisis EconÃ³mico 2013-08, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
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- Mester Ioana Teodora, 2009. "VEC MODEL OF DEVELOPING COUNTRY INFLATIONARY DYNAMICS a€“ AN EMPIRICAL STUDY a€“ THE CASE OF ROMANIA," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 2(1), pages 677-682, May.
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"Expectations of inflation: the biasing effect of thoughts about specific prices,"
489, Federal Reserve Bank of New York.
- Bruine de Bruin, Wändi & van der Klaauw, Wilbert & Topa, Giorgio, 2011. "Expectations of inflation: The biasing effect of thoughts about specific prices," Journal of Economic Psychology, Elsevier, vol. 32(5), pages 834-845.
- Mary Thomson & Andrew Pollock & Karen Henriksen & Alex Macaulay, 2004. "The influence of the forecast horizon on judgemental probability forecasts of exchange rate movements," European Journal of Finance, Taylor and Francis Journals, vol. 10(4), pages 290-307.
- Croushore Dean, 2010.
"An Evaluation of Inflation Forecasts from Surveys Using Real-Time Data,"
The B.E. Journal of Macroeconomics,
De Gruyter, vol. 10(1), pages 1-32, May.
- Dean Croushore, 2006. "An evaluation of inflation forecasts from surveys using real-time data," Working Papers 06-19, Federal Reserve Bank of Philadelphia.
- Lloyd B. Thomas, 1999. "Survey Measures of Expected U.S. Inflation," Journal of Economic Perspectives, American Economic Association, vol. 13(4), pages 125-144, Fall.
- Stephen K. McNees & Lauren K. Fine, 1994. "Diversity, uncertainty, and accuracy of inflation forecasts," New England Economic Review, Federal Reserve Bank of Boston, issue Jul, pages 33-44.
- Dean Croushore, 2012. "Forecast bias in two dimensions," Working Papers 12-9, Federal Reserve Bank of Philadelphia.
- Elkin Castaño Vélez & Luis Fernando Melo Velandia, 2000. "Metodos de combinacion de pronosticos: una aplicacion a la inflacion," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 52, pages 113-165, Enero Jun.
- Elliott, Graham & Komunjer, Ivana & Timmermann, Allan G, 2003. "Estimating Loss Function Parameters," CEPR Discussion Papers 3821, C.E.P.R. Discussion Papers.
- Greer, Mark, 2003. "Directional accuracy tests of long-term interest rate forecasts," International Journal of Forecasting, Elsevier, vol. 19(2), pages 291-298.
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