Citations for "Why Has U.S. Inflation Become Harder to Forecast?"
by James H. Stock & Mark W. Watson
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- Guerron-Quintana, Pablo A., 2011.
"The implications of inflation in an estimated new Keynesian model,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 35(6), pages 947-962, June.
- Igor Masten & Massimiliano Marcellino & Anindya Banerjeey, 2009.
"Forecasting with Factor-augmented Error Correction Models,"
RSCAS Working Papers
2009/32, European University Institute.
- Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2010.
"Forecasting with Factor-augmented Error Correction Models,"
CEPR Discussion Papers
7677, C.E.P.R. Discussion Papers.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2009.
"Forecasting with Factor-Augmented Error Correction Models,"
Discussion Papers
09-06, Department of Economics, University of Birmingham.
- Olga Arratibel & Christophe Kamps & Nadine Leiner-Killinger, 2009.
"Inflation forecasting in the new EU member states,"
Working Paper Series
1015, European Central Bank.
- Francisco Dias & Maximiano Pinheiro & António Rua, 2010.
"Forecasting using targeted diffusion indexes,"
Journal of Forecasting,
John Wiley & Sons, Ltd., vol. 29(3), pages 341-352.
- Pierre L Siklos, 2010.
"Relative Price Shocks, Inflation Expectations, and the Role of Monetary Policy,"
RBA Annual Conference Volume,
in: Renée Fry & Callum Jones & Christopher Kent (ed.), Inflation in an Era of Relative Price Shocks
Reserve Bank of Australia.
- D'Agostino, Antonello & McQuinn, Kieran & Whelan, Karl, 2010.
"Are Some Forecasters Really Better Than Others?,"
Research Technical Papers
5/RT/10, Central Bank of Ireland.
- Antonello D’Agostino & Kieran McQuinn & Karl Whelan, 2010.
"Are Some Forecasters Really Better Than Others?,"
Working Papers
201012, School Of Economics, University College Dublin.
- D'Agostino, Antonello & McQuinn, Kieran & Whelan, Karl, 2011.
"Are some forecasters really better than others?,"
MPRA Paper
32938, University Library of Munich, Germany.
- George J. Hall & Thomas J. Sargent, 2011.
"Interest Rate Risk and Other Determinants of Post-WWII US Government Debt/GDP Dynamics,"
American Economic Journal: Macroeconomics,
American Economic Association, vol. 3(3), pages 192-214, July.
- George J. Hall & Thomas J. Sargent, 2010.
"Interest rate risk and other determinants of post WWII U.S. government debt/GDP dynamics,"
Working Papers
01, Brandeis University, Department of Economics and International Businesss School.
- Thomas J. Sargent & George J. Hall, 2010.
"Interest rate risk and other determinants of post WWII U.S. government debt/GDP dynamics,"
2010 Meeting Papers
208, Society for Economic Dynamics.
- George J. Hall & Thomas J. Sargent, 2010.
"Interest Rate Risk and Other Determinants of Post-WWII U.S. Government Debt/GDP Dynamics,"
NBER Working Papers
15702, National Bureau of Economic Research, Inc.
- Jonas Dovern & Ulrich Fritsche & Jiri Slacalek, 2012.
"Disagreement Among Forecasters in G7 Countries,"
The Review of Economics and Statistics,
MIT Press, vol. 94(4), pages 1081-1096, November.
- Patrick Fève & Julien Matheron & Jean-Guillaume Sahuc, 2010.
"Disinflation Shocks in the Eurozone: A DSGE Perspective,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 42(2-3), pages 289-323, 03.
- Fève, Patrick & Matheron, Julien & Sahuc, Jean-Guillaume, 2007.
"Disinflation Shocks in the Eurozone: a DSGE Perspective,"
IDEI Working Papers
483, Institut d'Économie Industrielle (IDEI), Toulouse.
- Fève, Patrick & Matheron, Julien & Sahuc, Jean-Guillaume, 2009.
"Disinflation Shocks in the Eurozone: a DSGE Perspective,"
TSE Working Papers
09-080, Toulouse School of Economics (TSE).
- Zhang, Chengsi & Clovis, Joel, 2010.
"China inflation dynamics: Persistence and policy regimes,"
Journal of Policy Modeling,
Elsevier, vol. 32(3), pages 373-388, May.
- Markus Jochmann & Gary Koop & Simon M. Potter, 2009.
"Modeling the Dynamics of Inflation Compensation,"
Working Paper Series
15_09, The Rimini Centre for Economic Analysis, revised Jan 2009.
- Martha Misas A & Juan José Echavarría S & Enrique López E, 2010.
"La persistencia estadística de la inflación en Colombia,"
VNIVERSITAS ECONÃMICA
008296, UNIVERSIDAD JAVERIANA - BOGOTÁ.
- D'Agostino, Antonello & Whelan, Karl, 2007.
"Federal Reserve information during the great moderation,"
Open Access publications from University College Dublin
urn:hdl:10197/235, University College Dublin.
- Antonello D’Agostino & Karl Whelan, 2007.
"Federal Reserve Information during the Great Moderation,"
Working Papers
200722, School Of Economics, University College Dublin.
- D'Agostino, Antonello & Whelan, Karl, 2007.
"Federal Reserve Information During the Great Moderation,"
Research Technical Papers
8/RT/07, Central Bank of Ireland.
- D'Agostino, A & Whelan, K, 2007.
"Federal Reserve Information During the Great Moderation,"
MPRA Paper
6092, University Library of Munich, Germany.
- D'Agostino, Antonello & Whelan, Karl, 2008.
"Federal Reserve information during the great moderation,"
Open Access publications from University College Dublin
urn:hdl:10197/252, University College Dublin.
- BELMONTE, Miguel A.G. & KOOP, Gary & KOROBILIS, Dimitris, 2011.
"Hierarchical shrinkage in time-varying parameter models,"
CORE Discussion Papers
2011036, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Miguel A. G. Belmonte & Gary Koop & Dimitris Korobilis, 2011.
"Hierarchical Shrinkage in Time-Varying Parameter Models,"
Working Paper Series
35_11, The Rimini Centre for Economic Analysis.
- Miguel, Belmonte & Gary, Koop & Dimitris, Korobilis, 2011.
"Hierarchical shrinkage in time-varying parameter models,"
MPRA Paper
31827, University Library of Munich, Germany.
- Miguel Belmonte & Gary Koop & Dimitris Korobilis, 2011.
"Hierarchical Shrinkage in Time-Varying Parameter Models,"
Working Papers
1137, University of Strathclyde Business School, Department of Economics.
- Christopher J. Neely & David E. Rapach, 2008.
"Real interest rate persistence: evidence and implications,"
Review,
Federal Reserve Bank of St. Louis, issue Nov, pages 609-642.
- Elmar Mertens, 2008.
"Managing Beliefs about Monetary Policy under Discretion?,"
Working Papers
08.02, Swiss National Bank, Study Center Gerzensee.
- Alessandra Del Boca & Michele Fratianni & Franco Spinelli & Carmine Trecroci, 2008.
"The Phillips Curve and the Italian Lira, 1861-1998,"
Working Papers
2008-05, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
- Del Boca, Alessandra & Fratianni, Michele & Spinelli, Franco & Trecroci, Carmine, 2010.
"The Phillips curve and the Italian lira, 1861-1998,"
The North American Journal of Economics and Finance,
Elsevier, vol. 21(2), pages 182-197, August.
- Byrne, Joseph P & Nagayasu, Jun, 2011.
"Common factors of the exchange risk premium in emerging European markets,"
MPRA Paper
31393, University Library of Munich, Germany.
- Kirstin Hubrich & Kenneth D. West, 2008.
"Forecast Evaluation of Small Nested Model Sets,"
NBER Working Papers
14601, National Bureau of Economic Research, Inc.
- Carlos Capistrán & Gabriel López-Moctezuma, 2008.
"Experts´ Macroeconomics Expectations: An Evaluation of Mexican Short-Run Forecasts,"
Working Papers
2008-11, Banco de México.
- David F. Hendry & Kirstin Hubrich, 2010.
"Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate,"
Working Paper Series
1155, European Central Bank.
- Michael T. Kiley, 2008.
"Monetary policy actions and long-run inflation expectations,"
Finance and Economics Discussion Series
2008-03, Board of Governors of the Federal Reserve System (U.S.).
- Gbaguidi S. DAVID, 2011.
"Expectations Impact On The Effectiveness Of The Inflation-Real Activity Trade-Off,"
Theoretical and Practical Research in Economic Fields,
Association for Sustainable Education, Research and Science, vol. 0(2), pages 141-182, December.
- Gary Koop & Simon Potter, 2010.
"A flexible approach to parametric inference in nonlinear and time varying time series models,"
Post-Print
peer-00732535, HAL.
- Taeyoung Doh, 2008.
"Long run risks in the term structure of interest rates: estimation,"
Research Working Paper
RWP 08-11, Federal Reserve Bank of Kansas City.
- Michael Woodford, 2006.
"How Important is Money in the Conduct of Monetary Policy?,"
Working Papers
1104, Queen's University, Department of Economics.
- Michael Woodford, 2007.
"How Important is Money in the Conduct of Monetary Policy?,"
Levine's Working Paper Archive
122247000000001419, David K. Levine.
- Woodford, Michael, 2007.
"How Important is Money in the Conduct of Monetary Policy?,"
CEPR Discussion Papers
6211, C.E.P.R. Discussion Papers.
- Michael Woodford, 2007.
"How Important is Money in the Conduct of Monetary Policy?,"
NBER Working Papers
13325, National Bureau of Economic Research, Inc.
- Michael Woodford, 2007.
"How Important is Money in the Conduct of Monetary Policy?,"
Discussion Papers
0607-16, Columbia University, Department of Economics.
- Kishor, N. Kundan, 2009.
"Modeling Inflation in India: The Role of Money,"
MPRA Paper
16098, University Library of Munich, Germany.
- Audrone Jakaitiene & Stephane Dees, 2012.
"Forecasting the World Economy in the Short Term,"
The World Economy,
Wiley Blackwell, vol. 35(3), pages 331-350, 03.
- Reynard, Samuel, 2007.
"Maintaining low inflation: Money, interest rates, and policy stance,"
Journal of Monetary Economics,
Elsevier, vol. 54(5), pages 1441-1471, July.
- Samuel Reynard, 2007.
"Maintaining low inflation: money, interest rates, and policy stance,"
Working Paper Series
756, European Central Bank.
- Samuel Reynard, 2007.
"Maintaining Low Inflation: Money, Interest Rates, and Policy Stance,"
Working Papers
2007-05, Swiss National Bank.
- Andrew Atkeson & Patrick J. Kehoe, 2008.
"On the need for a new approach to analyzing monetary policy,"
Working Papers
662, Federal Reserve Bank of Minneapolis.
- Bharat Trehan, 2009.
"Survey measures of expected inflation and the inflation process,"
Working Paper Series
2009-10, Federal Reserve Bank of San Francisco.
- Rodríguez, Alejandro & Ruiz, Esther, 2012.
"Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters,"
Open Access publications from Universidad Carlos III de Madrid
info:hdl:10016/15743, Universidad Carlos III de Madrid.
- Byrne, Joseph P. & Nagayasu, Jun, 2008.
"Common and Idiosyncratic Factors of the Exchange Risk Premium in Emerging European Markets,"
SIRE Discussion Papers
2008-49, Scottish Institute for Research in Economics (SIRE).
- Carlo Altavilla & Matteo Ciccarelli, 2009.
"The Effects of Monetary Policy on Unemployment Dynamics Under Model Uncertainty. Evidence from the US and the Euro Area,"
CSEF Working Papers
231, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith, 2008.
"Forecasting economic and financial variables with global VARs,"
Staff Reports
317, Federal Reserve Bank of New York.
- Pesaran, M.H. & Schuermann, T. & Smit, L.V., 2008.
"Forecasting Economic and Financial Variables with Global VARs,"
Cambridge Working Papers in Economics
0807, Faculty of Economics, University of Cambridge.
- M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith, 2008.
"Forecasting Economic and Financial Variables with Global VARs,"
CESifo Working Paper Series
2263, CESifo Group Munich.
- Todd E. Clark & Michael W. McCracken, 2008.
"Averaging forecasts from VARs with uncertain instabilities,"
Working Papers
2008-030, Federal Reserve Bank of St. Louis.
- Hubert, Paul, 2010.
"Monetary Policy, Imperfect Information and the Expectations Channel,"
Open Access publications from Sciences Po
info:hdl:2441/f4rshpf3v1u, Sciences Po.
- Russell, Bill, 2011.
"Non-stationary inflation and panel estimates of United States short and long-run Phillips curves,"
Journal of Macroeconomics,
Elsevier, vol. 33(3), pages 406-419, September.
- Hofmann, Boris, 2009.
"Do monetary indicators lead euro area inflation?,"
Journal of International Money and Finance,
Elsevier, vol. 28(7), pages 1165-1181, November.
- Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Rubio-Ramirez, Juan Francisco & Uribe, Martín, 2009.
"Risk Matters: The Real Effects of Volatility Shocks,"
CEPR Discussion Papers
7264, C.E.P.R. Discussion Papers.
- Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Juan F. Rubio-Ramírez & Martin Uribe, 2009.
"Risk Matters: The Real Effects of Volatility Shocks,"
PIER Working Paper Archive
09-013, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Pablo Guerron & Martin Uribe & Juan Rubio-Ramirez & Jesus Fernandez-Villaverde, 2010.
"Risk Matters: The Real Effects of Volatility Shocks,"
2010 Meeting Papers
281, Society for Economic Dynamics.
- Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez & Martín Uribe, 2009.
"Risk Matters: The Real Effects of Volatility Shocks,"
NBER Working Papers
14875, National Bureau of Economic Research, Inc.
- Pablo A. Guerron-Quintana & Martin Uribe & Juan Rubio-Ramirez & Jesús Fernández-Villaverde, 2009.
"Risk Matters: The Real E¤ects of Volatility Shocks,"
2009 Meeting Papers
237, Society for Economic Dynamics.
- Marvin Goodfriend & Robert G. King, 2009.
"The Great Inflation Drift,"
NBER Working Papers
14862, National Bureau of Economic Research, Inc.
- Marvin Goodfriend & Robert G. King, 2012.
"The Great Inflation Drift,"
NBER Chapters,
in: The Great Inflation: The Rebirth of Modern Central Banking
National Bureau of Economic Research, Inc.
- Assenmacher-Wesche, Katrin & Gerlach, Stefan, 2008.
"Interpreting euro area inflation at high and low frequencies,"
European Economic Review,
Elsevier, vol. 52(6), pages 964-986, August.
- Theodore M. Crone & N. Neil K. Khettry & Loretta J. Mester & Jason A. Novak, 2008.
"Core measures of inflation as predictors of total inflation,"
Working Papers
08-9, Federal Reserve Bank of Philadelphia.
- Daniel L. Thornton, 2009.
"How did we get to inflation targeting and where do we go now? a perspective from the U.S. experience,"
Working Papers
2009-038, Federal Reserve Bank of St. Louis.
- Don Kim, 2008.
"Challenges in macro-finance modeling,"
Finance and Economics Discussion Series
2008-06, Board of Governors of the Federal Reserve System (U.S.).
- David Reifschneider & Peter Tulip, 2007.
"Gauging the uncertainty of the economic outlook from historical forecasting errors,"
Finance and Economics Discussion Series
2007-60, Board of Governors of the Federal Reserve System (U.S.).
- Giordani, Paolo & Villani, Mattias, 2009.
"Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction,"
Working Paper Series
234, Sveriges Riksbank (Central Bank of Sweden).
- Mark Bils & Peter J. Klenow & Benjamin A. Malin, 2012.
"Reset Price Inflation and the Impact of Monetary Policy Shocks,"
American Economic Review,
American Economic Association, vol. 102(6), pages 2798-2825, October.
- Mark Bils & Peter J. Klenow & Benjamin A. Malin, 2009.
"Reset Price Inflation and the Impact of Monetary Policy Shocks,"
NBER Working Papers
14787, National Bureau of Economic Research, Inc.
- Pete Klenow & Ben Malin & Mark Bils, 2010.
"Reset Price Inflation and the Impact of Monetary Policy Shocks,"
2010 Meeting Papers
1079, Society for Economic Dynamics.
- Mark Bils & Pete Klenow & Benjamin Malin, 2009.
"Reset Price Inflation and the Impact of Monetary Policy Shocks,"
Discussion Papers
08-041, Stanford Institute for Economic Policy Research.
- Mark Bils & Peter J. Klenow & Benjamin A. Malin, 2009.
"Reset price inflation and the impact of monetary policy shocks,"
Finance and Economics Discussion Series
2009-16, Board of Governors of the Federal Reserve System (U.S.).
- Laurence Ball & Sandeep Mazumder, 2011.
"Inflation Dynamics and the Great Recession,"
Brookings Papers on Economic Activity,
Economic Studies Program, The Brookings Institution, vol. 42(1 (Spring), pages 337-405.
- Laurence Ball & Sandeep Mazumder, 2011.
"Inflation Dynamics and the Great Recession,"
Economics Working Paper Archive
580, The Johns Hopkins University,Department of Economics.
- Sandeep Mazumder & Laurence M. Ball, 2011.
"Inflation Dynamics and the Great Recession,"
IMF Working Papers
11/121, International Monetary Fund.
- Laurence M. Ball & Sandeep Mazumder, 2011.
"Inflation Dynamics and the Great Recession,"
NBER Working Papers
17044, National Bureau of Economic Research, Inc.
- Don H. Kim, 2009.
"Challenges in macro-finance modeling,"
Review,
Federal Reserve Bank of St. Louis, issue Sep, pages 519-544.
- João Valle e Azevedo & João Tovar Jalles, 2011.
"Rational vs. Professional Forecasts,"
Working Papers
w201114, Banco de Portugal, Economics and Research Department.
- Fuhrer, Jeffrey C., 2010.
"Inflation Persistence,"
Handbook of Monetary Economics,
in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 9, pages 423-486
Elsevier.
- Andrés González & Kirstin Hubrich & Timo Teräsvirta, 2009.
"Forecasting inflation with gradual regime shifts and exogenous information,"
CREATES Research Papers
2009-03, School of Economics and Management, University of Aarhus.
- Capistrán, Carlos & Constandse, Christian & Ramos-Francia, Manuel, 2010.
"Multi-horizon inflation forecasts using disaggregated data,"
Economic Modelling,
Elsevier, vol. 27(3), pages 666-677, May.
- Zhang, Chengsi, 2011.
"Inflation persistence, inflation expectations, and monetary policy in China,"
Economic Modelling,
Elsevier, vol. 28(1), pages 622-629.
- Michal Franta & Branislav Saxa & Kateøina Šmídková, 2010.
"The Role of Inflation Persistence in the Inflation Process in the New EU Member States,"
Czech Journal of Economics and Finance (Finance a uver),
Charles University Prague, Faculty of Social Sciences, vol. 60(6), pages 480-500, December.
- Proietti, Tommaso, 2009.
"The Multistep Beveridge-Nelson Decomposition,"
MPRA Paper
15345, University Library of Munich, Germany.
- Tsyplakov, Alexander, 2010.
"The links between inflation and inflation uncertainty at the longer horizon,"
MPRA Paper
26908, University Library of Munich, Germany.
- Gbaguidi, David Sedo, 2011.
"Regime Switching in a New Keynesian Phillips Curve with Non-zero Steady-state Inflation Rate,"
MPRA Paper
35481, University Library of Munich, Germany.
- Lahiri, Kajal & Sheng, Xuguang, 2009.
"Learning and heterogeneity in GDP and inflation forecasts,"
MPRA Paper
21448, University Library of Munich, Germany.
- Koop, Gary & Korobilis, Dimitris, 2009.
"UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?,"
SIRE Discussion Papers
2009-40, Scottish Institute for Research in Economics (SIRE).
- Gary Koop & Dimitris Korobilis, 2011.
"UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?,"
Working Papers
1118, University of Strathclyde Business School, Department of Economics.
- Gary Koop & Dimitris Korompilis, 2009.
"UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?,"
Working Papers
0917, University of Strathclyde Business School, Department of Economics.
- Koop, Gary & Korobilis, Dimitris, 2011.
"UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?,"
SIRE Discussion Papers
2011-39, Scottish Institute for Research in Economics (SIRE).
- David G. Blanchflower & Conall MacCoille, 2009.
"The formation of inflation expectations: an empirical analysis for the UK,"
NBER Working Papers
15388, National Bureau of Economic Research, Inc.
- Fernando N. de Oliveira & Myrian Petrassi, 2010.
"Is Inflation Persistence Over?,"
Working Papers Series
230, Central Bank of Brazil, Research Department.
- Di Bartolomeo Giovanni & Giuli Francesco, 2009.
"Fiscal and monetary interaction under monetary policy uncertainty,"
wp.comunite
0061, Department of Communication, University of Teramo.
- Koop, Gary & Potter, Simon M., 2011.
"Time varying VARs with inequality restrictions,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 35(7), pages 1126-1138, July.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2010.
"Forecasting with Factor-augmented Error Correction,"
Discussion Papers
09-06r, Department of Economics, University of Birmingham.
- Joshua C. C. Chan & Gary Koop & Simon M. Potter, 2013.
"A New Model of Trend Inflation,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 31(1), pages 94-106, January.
- Chan, Joshua & Koop, Gary & Potter, Simon, 2012.
"A New Model Of Trend Inflation,"
SIRE Discussion Papers
2012-12, Scottish Institute for Research in Economics (SIRE).
- Joshua C C Chan & Gary Koop & Simon M Potter, 2012.
"A New Model of Trend Inflation,"
CAMA Working Papers
2012-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Chan, Joshua & Koop, Gary & Potter, Simon, 2012.
"A new model of trend inflation,"
MPRA Paper
39496, University Library of Munich, Germany.
- Joshua Chan & Gary Koop & Simon Potter, 2012.
"A New Model of Trend Inflation,"
Working Papers
1202, University of Strathclyde Business School, Department of Economics.
- Kevin J. Lansing, 2006.
"Time-Varying U.S. Inflation Dynamics and the New Keynesian Phillips Curve,"
Computing in Economics and Finance 2006
488, Society for Computational Economics.
- Mehrotra , Aaron & Sánchez-Fung, José R., 2008.
"Forecasting Inflation in China,"
BOFIT Discussion Papers
2/2008, Bank of Finland, Institute for Economies in Transition.
- Bill Russell & Anindya Banerjee & Issam Malki & Natalia Ponomareva, 2010.
"A Multiple Break Panel Approach to Estimating United States Phillips Curves,"
Discussion Papers
10-14, Department of Economics, University of Birmingham.
- Castelnuovo, Efrem & Greco, Luciano & Raggi, Davide, 2008.
"Estimating regime-switching Taylor rules with trend inflation,"
Research Discussion Papers
20/2008, Bank of Finland.
- Scott Davis, 2012.
"The Effect of Commodity Price Shocks on Underlying Inflation: The Role of Central Bank Credibility,"
Working Papers
272012, Hong Kong Institute for Monetary Research.
- Michael T. Kiley, 2008.
"Estimating the common trend rate of inflation for consumer prices and consumer prices excluding food and energy prices,"
Finance and Economics Discussion Series
2008-38, Board of Governors of the Federal Reserve System (U.S.).
- James M. Nason & Gregor W. Smith, 2008.
"The New Keynesian Phillips curve : lessons from single-equation econometric estimation,"
Economic Quarterly,
Federal Reserve Bank of Richmond, issue Fall, pages 361-395.
- Refet S. Gürkaynak & Brian Sack & Jonathan H. Wright, 2008.
"The TIPS yield curve and inflation compensation,"
Finance and Economics Discussion Series
2008-05, Board of Governors of the Federal Reserve System (U.S.).
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006.
"The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices,"
Centre for Growth and Business Cycle Research Discussion Paper Series
78, Economics, The Univeristy of Manchester.
- Michael Debabrata Patra & Partha Ray, 2010.
"Inflation Expectations and Monetary Policy in India: An Empirical Exploration,"
IMF Working Papers
10/84, International Monetary Fund.
- Edward N. Gamber & Julie K. Smith, 2007.
"Are the Fed’s Inflation Forecasts Still Superior to the Private Sector’s?,"
Working Papers
2007-002, The George Washington University, Department of Economics, Research Program on Forecasting, revised Jul 2008.
- Proietti, Tommaso, 2008.
"Direct and iterated multistep AR methods for difference stationary processes,"
MPRA Paper
10859, University Library of Munich, Germany.
- Proietti, Tommaso, 2011.
"Direct and iterated multistep AR methods for difference stationary processes,"
International Journal of Forecasting,
Elsevier, vol. 27(2), pages 266-280, April.
- Proietti, Tommaso, 2011.
"Direct and iterated multistep AR methods for difference stationary processes,"
International Journal of Forecasting,
Elsevier, vol. 27(2), pages 266-280.
- Horváth, Roman & Komárek, Luboš & Rozsypal, Filip, 2011.
"Does money help predict inflation? An empirical assessment for Central Europe,"
Economic Systems,
Elsevier, vol. 35(4), pages 523-536.
- Carmen Broto & Esther Ruiz, 2008.
"Testing for conditional heteroscedasticity in the components of inflation,"
Banco de España Working Papers
0812, Banco de España.
- Paul Hubert, 2009.
"Informational Advantage and Influence of Communicating Central Banks,"
Documents de Travail de l'OFCE
2009-04, Observatoire Francais des Conjonctures Economiques (OFCE).
- Clark, Todd E. & Davig, Troy, 2011.
"Decomposing the declining volatility of long-term inflation expectations,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 35(7), pages 981-999, July.
- Pierre Perron & Yohei Yamamoto, 2008.
"Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors,"
Boston University - Department of Economics - Working Papers Series
wp2008-017, Boston University - Department of Economics.
- D'Agostino, Antonello & McQuinn, Kieran & O' Reilly, Gerard, 2008.
"Identifying and Forecasting House Price Dynamics in Ireland,"
Research Technical Papers
3/RT/08, Central Bank of Ireland.
- Timothy Cogley & Argia M. Sbordone, 2006.
"Trend inflation and inflation persistence in the New Keynesian Phillips curve,"
Staff Reports
270, Federal Reserve Bank of New York.
- Drew Creal & Siem Jan Koopman & André Lucas, 2008.
"A General Framework for Observation Driven Time-Varying Parameter Models,"
Tinbergen Institute Discussion Papers
08-108/4, Tinbergen Institute.
- Tommaso, Proietti & Alessandra, Luati, 2012.
"Maximum likelihood estimation of time series models: the Kalman filter and beyond,"
MPRA Paper
39600, University Library of Munich, Germany.
- Broto, Carmen, 2011.
"Inflation targeting in Latin America: Empirical analysis using GARCH models,"
Economic Modelling,
Elsevier, vol. 28(3), pages 1424-1434, May.
- Castelnuovo, Efrem, 2010.
"Trend inflation and macroeconomic volatilities in the post-WWII U.S. economy,"
The North American Journal of Economics and Finance,
Elsevier, vol. 21(1), pages 19-33, March.
- Herman O. Stekler, 2008.
"What Do We Know About G-7 Macro Forecasts?,"
Working Papers
2008-009, The George Washington University, Department of Economics, Research Program on Forecasting.
- Groen, Jan J.J. & Kapetanios, George & Price, Simon, 2009.
"A real time evaluation of Bank of England forecasts of inflation and growth,"
International Journal of Forecasting,
Elsevier, vol. 25(1), pages 74-80.
- Daron Acemoglu & Simon Johnson & Pablo Querubin & James A. Robinson, 2008.
"When Does Policy Reform Work? The Case of Central Bank Independence,"
NBER Working Papers
14033, National Bureau of Economic Research, Inc.
- Marcus Cobb, 2009.
"Forecasting Chilean Inflation From Disaggregate Components,"
Working Papers Central Bank of Chile
545, Central Bank of Chile.
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"Conditionally heteroscedastic unobserved component models and their reduced form,"
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2011_1, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
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"Structural shocks and the comovements between output and interest rates,"
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