Rational expectations and fixed-event forecasts: an application to UK inflation
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- H. Bakhshi & G. Kapetanios & T. Yates, 2005. "Rational expectations and fixed-event forecasts: An application to UK inflation," Empirical Economics, Springer, vol. 30(3), pages 539-553, October.
References listed on IDEAS
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Cited by:
- Capistrán, Carlos & López-Moctezuma, Gabriel, 2014.
"Forecast revisions of Mexican inflation and GDP growth,"
International Journal of Forecasting,
Elsevier, vol. 30(2), pages 177-191.
- Carlos Capistrán & Gabriel López-Moctezuma, 2010. "Forecast Revisions of Mexican Inflation and GDP Growth," Working Papers 2010-11, Banco de México.
- Péter Gábriel & Klára Pintér, 2006. "Whom should we believe? Information content of the yield curve and analysts’ expectations," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 1(2), pages 6-13, December.
- Berlemann, Michael, 2008. "Forecasting the ECB's main refinancing rate. A field experiment," Economics Letters, Elsevier, vol. 99(2), pages 379-383, May.
- Gaglianone, Wagner Piazza & Pereira, Ana Luiza Louzada, 2005.
"Um ensaio sobre expectativas da taxa de câmbio no Brasil
[An essay on the foreign exchange rate expectations in Brazil]," MPRA Paper 20840, University Library of Munich, Germany. - Wagner Piazza Gaglianone & João Victor Issler, 2014.
"Microfounded Forecasting,"
Working Papers Series
372, Central Bank of Brazil, Research Department.
- Gaglianone, Wagner Piazza & Issler, João Victor, 2015. "Microfounded forecasting," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 766, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
- Pedersen, Michael, 2015. "What affects the predictions of private forecasters? The role of central bank forecasts in Chile," International Journal of Forecasting, Elsevier, vol. 31(4), pages 1043-1055.
- Carlos Capistrán, 2007. "Optimality Tests for Multi-Horizon Forecasts," Working Papers 2007-14, Banco de México.
- Michael Berlemann & Forrest Nelson, 2005. "Forecasting Inflation via Experimental Stock Markets Some Results from Pilot Markets," ifo Working Paper Series 10, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Hakan Kara & Hande Kucuk Tuger, 2005. "Some Evidence on the Irrationality of Inflation Expectations in Turkey," Working Papers 0512, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Wolfgang Nierhaus, 2008. "Wirtschaftskonjunktur 2007: Prognose und Wirklichkeit," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 61(03), pages 21-26, February.
More about this item
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2003-04-21 (All new papers)
- NEP-MAC-2003-04-21 (Macroeconomics)
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