An index of leading indicators for inflation
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- William E. Cullison, 1988. "On recognizing inflation," Economic Review, Federal Reserve Bank of Richmond, vol. 74(Jul), pages 4-12.
- Arthur F. Burns & Wesley C. Mitchell, 1946. "Measuring Business Cycles," NBER Books, National Bureau of Economic Research, Inc, number burn46-1.
- Cooley, Thomas F. & Ohanian, Lee E., 1991.
"The cyclical behavior of prices,"
Journal of Monetary Economics, Elsevier, vol. 28(1), pages 25-60, August.
- Cooley, T.F. & Ohanian, L.E., 1989. "The Cyclical Behavior Of Prices," RCER Working Papers 188, University of Rochester - Center for Economic Research (RCER).
- Diebold, Francis X & Mariano, Roberto S, 2002.
"Comparing Predictive Accuracy,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 134-144, January.
- Diebold, Francis X & Mariano, Roberto S, 1995. "Comparing Predictive Accuracy," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(3), pages 253-263, July.
- Francis X. Diebold & Roberto S. Mariano, 1994. "Comparing Predictive Accuracy," NBER Technical Working Papers 0169, National Bureau of Economic Research, Inc.
- Tom Doan, 2025. "DMARIANO: RATS procedure to compute Diebold-Mariano Forecast Comparison Test," Statistical Software Components RTS00055, Boston College Department of Economics.
- Kenneth M. Emery & Evan F. Koenig, 1991. "Misleading indicators? Using the composite leading indicators to predict cyclical turning points," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Jul, pages 1-14.
- Klein, Philip A., 1986. "Leading indicators of inflation in market economies," International Journal of Forecasting, Elsevier, vol. 2(4), pages 403-412.
- Francis X. Diebold & Roberto S. Mariano, 1991. "Comparing predictive accuracy I: an asymptotic test," Discussion Paper / Institute for Empirical Macroeconomics 52, Federal Reserve Bank of Minneapolis.
- Karamouzis, Nicholas & Lombra, Raymond, 1989.
"Federal reserve policymaking: an overview and analysis of the policy process,"
Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 30(1), pages 7-62, January.
- Karamouzis, N. & Lombra, R., 1988. "Federal Reserve Policy Making: An Overview And Analysis Of The Policy Process," Papers 0-88-8, Pennsylvania State - Department of Economics.
- Karamouzis, N. & Lombra, R., 1989. "Federal Reserve Policymaking: An Overview And Analisys Of The Policy Process," Papers 8-88-5, Pennsylvania State - Department of Economics.
- James M. Boughton & William H. Branson, 1988. "Commodity Prices as a Leading Indicator of Inflation," NBER Working Papers 2750, National Bureau of Economic Research, Inc.
- William E. Cullison, 1988. "On recognizing inflation," Working Paper 88-06, Federal Reserve Bank of Richmond.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Gibson, Heather D. & Lazaretou, Sophia, 2001. "Leading inflation indicators for Greece," Economic Modelling, Elsevier, vol. 18(3), pages 325-348, August.
- Egorov D.A. (Егоров, Д.А.) & Perevyshina E.A. (Перевышина, Е.А.), 2016. "Modelling of Inflationary Processes in Russia [Моделирование Инфляционных Процессов В России]," Working Papers 2138, Russian Presidential Academy of National Economy and Public Administration.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Gibson, Heather D. & Lazaretou, Sophia, 2001. "Leading inflation indicators for Greece," Economic Modelling, Elsevier, vol. 18(3), pages 325-348, August.
- Smant, David J. C., 1998. "Modelling trends, expectations and the cyclical behaviour of prices," Economic Modelling, Elsevier, vol. 15(1), pages 151-161, January.
- Lars-H. R. Siemers, 2024.
"On the Hamilton-HP Filter Controversy: Evidence from German Business Cycles,"
Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 20(3), pages 367-409, November.
- Lars-H. R. Siemers, 2024. "On the Hamilton-HP Filter Controversy: Evidence from German Business Cycles," MAGKS Papers on Economics 202421, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Ard H.J. den Reijer, 2005. "Forecasting Dutch GDP using Large Scale Factor Models," DNB Working Papers 028, Netherlands Central Bank, Research Department.
- Eliana Gonz�lez & Luis F. Melo & Viviana Monroy & Brayan Rojas, 2009.
"A Dynamic Factor Model For The Colombian Inflation,"
Borradores de Economia
5273, Banco de la Republica.
- Eliana González & . Luis F. Melo & Viviana Monroy & Brayan Rojas, 2009. "A Dynamic Factor Model for the Colombian Inflation," Borradores de Economia 549, Banco de la Republica de Colombia.
- Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020. "Modeling US historical time-series prices and inflation using alternative long-memory approaches," Empirical Economics, Springer, vol. 58(4), pages 1491-1511, April.
- repec:onb:oenbwp:y::i:89:b:1 is not listed on IDEAS
- Chauvet, Marcelle & Potter, Simon, 2013. "Forecasting Output," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 141-194, Elsevier.
- Afees A. Salisu & Raymond Swaray & Hadiza Sa'id, 2021. "Improving forecasting accuracy of the Phillips curve in OECD countries: The role of commodity prices," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2946-2975, April.
- Marcos Dal Bianco & Jaime Martinez-MartÃn & Maximo Camacho, 2013. "Short-Run Forecasting of Argentine GDP Growth," Working Papers 1314, BBVA Bank, Economic Research Department.
- Dreger, Christian & Schumacher, Christian, 2002.
"Estimating Large-Scale Factor Models for Economic Activity in Germany: Do They Outperform Simpler Models?,"
Discussion Paper Series
26321, Hamburg Institute of International Economics.
- Dreger, Christian & Schumacher, Christian, 2002. "Estimating large-scale factor models for economic activity in Germany: Do they outperform simpler models?," HWWA Discussion Papers 199, Hamburg Institute of International Economics (HWWA).
- Maria Dolores Gadea Rivas & Gabriel Perez-Quiros, 2012.
"The failure to predict the Great Recession. The failure of academic economics? A view focusing on the role of credit,"
Working Papers
1240, Banco de España.
- Pérez Quirós, Gabriel & Gadea Rivas, Maria Dolores, 2012. "The failure to predict the Great Recession. The failure of academic economics? A view focusing on the role of credit," CEPR Discussion Papers 9269, Centre for Economic Policy Research.
- Kunhong Kim & A. Buckle & V. B. Hall, 1994. "Key Features of New Zealand Business Cycles," The Economic Record, The Economic Society of Australia, vol. 70(208), pages 56-72, March.
- James Peery Cover & C. James Hueng, 2006. "Why Did the Sign of the Price-Output Correlation Change? Evidence from a Structural VAR with GARCH Errors," Working Papers 200602, Ball State University, Department of Economics, revised Mar 2006.
- Milena Hoyos & Mario Galindo, 2011. "Comparación de los modelos SETAR y STAR para el índice de empleo industrial colombiano," Documentos de Trabajo, Escuela de Economía 8347, Universidad Nacional de Colombia, FCE, CID.
- Oliver Snellman, 2026. "Nonlinear Dynamic Factor Analysis With a Transformer Network," Papers 2601.12039, arXiv.org.
- Hendrickson, Joshua R., 2012. "An overhaul of Federal Reserve doctrine: Nominal income and the Great Moderation," Journal of Macroeconomics, Elsevier, vol. 34(2), pages 304-317.
- Sandra Eickmeier & Christina Ziegler, 2008. "How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(3), pages 237-265.
- David Smant, 1996. "Re-examining the cyclical behaviour of prices and output," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 132(4), pages 651-674, December.
- Vincent, BODART & Konstantin, KHOLODILIN & Fati, SHADMAN-MEHTA, 2005. "Identifying and Forecasting the Turning Points of the Belgian Business Cycle with Regime-Switching and Logit Models," Discussion Papers (ECON - Département des Sciences Economiques) 2005006, Université catholique de Louvain, Département des Sciences Economiques.
- Hwee Kwan Chow & Keen Meng Choy, 2009.
"Analyzing and forecasting business cycles in a small open economy: A dynamic factor model for Singapore,"
OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2009(1), pages 19-41.
- Hwee Kwan Chow & Keen Meng Choy, 2009. "Analyzing and Forecasting Business Cycles in a Small Open Economy: A Dynamic Factor Model for Singapore," Working Papers 05-2009, Singapore Management University, School of Economics.
- Hwee Kwan Chow & Keen Meng Choy, 2009. "Analyzing and Forecasting Business Cycles in a Small Open Economy : A Dynamic Factor Model for Singapore," Macroeconomics Working Papers 22074, East Asian Bureau of Economic Research.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fip:fedreq:y:1995:i:spr:p:75-96. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christian Pascasio (email available below). General contact details of provider: https://edirc.repec.org/data/frbrius.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.
Printed from https://ideas.repec.org/a/fip/fedreq/y1995isprp75-96.html