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Forecasting inflation with a lot of data

Author

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  • Jonas D. M. Fisher

Abstract

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Suggested Citation

  • Jonas D. M. Fisher, 2000. "Forecasting inflation with a lot of data," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Mar.
  • Handle: RePEc:fip:fedhle:y:2000:i:mar:n:151
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    File URL: http://www.chicagofed.org/digital_assets/publications/chicago_fed_letter/2000/cflmar2000.pdf
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    Citations

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    Cited by:

    1. Stephen G. Cecchetti & Rita S. Chu & Charles Steindel, 2000. "The unreliability of inflation indicators," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 6(Apr).
    2. Jesús Vázquez, 2009. "Does the term spread play a role in the fed funds rate reaction function? An empirical investigation," Empirical Economics, Springer, vol. 36(1), pages 175-199, February.
    3. Jesus Vazquez, 2004. "Does the Term Spread Play a Role in the Fed's Reaction Function? An Empirical Investigation," Computing in Economics and Finance 2004 52, Society for Computational Economics.
    4. Andrew Atkeson & Lee E. Ohanian, 2001. "Are Phillips curves useful for forecasting inflation?," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Win, pages 2-11.
    5. Duasa, Jarita & Ahmad, Nursilah, 2008. "Identifying good inflation forecaster," MPRA Paper 13302, University Library of Munich, Germany.
    6. Marc-André Gosselin & Greg Tkacz, 2001. "Evaluating Factor Models: An Application to Forecasting Inflation in Canada," Staff Working Papers 01-18, Bank of Canada.

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