Approximating fixed-horizon forecasts using fixed-event forecasts
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Cited by:
- Joscha Beckmann & Robert L. Czudaj, 2018.
"Monetary Policy Shocks, Expectations, And Information Rigidities,"
Economic Inquiry, Western Economic Association International, vol. 56(4), pages 2158-2176, October.
- Joscha Beckmann & Robert Czudaj, 2018. "Monetary policy shocks, expectations and information rigidities," Chemnitz Economic Papers 019, Department of Economics, Chemnitz University of Technology.
- Czudaj, Robert & Beckmann, Joscha, 2018. "Monetary policy shocks, expectations and information rigidities," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181573, Verein für Socialpolitik / German Economic Association.
- Barbara Rossi & Tatevik Sekhposyan, 2017. "Macroeconomic uncertainty indices for the Euro Area and its individual member countries," Empirical Economics, Springer, vol. 53(1), pages 41-62, August.
- Hoffmann, Mathias & Hürtgen, Patrick, 2016.
"Inflation expectations, disagreement, and monetary policy,"
Economics Letters, Elsevier, vol. 146(C), pages 59-63.
- Hoffmann, Mathias & Hürtgen, Patrick, 2016. "Inflation expectations, disagreement, and monetary policy," Discussion Papers 31/2016, Deutsche Bundesbank.
- Reifschneider, David & Tulip, Peter, 2019. "Gauging the uncertainty of the economic outlook using historical forecasting errors: The Federal Reserve’s approach," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1564-1582.
- Camba-Méndez, Gonzalo & Werner, Thomas, 2017. "The inflation risk premium in the post-Lehman period," Working Paper Series 2033, European Central Bank.
- Jitmaneeroj, Boonlert & Lamla, Michael J. & Wood, Andrew, 2019.
"The implications of central bank transparency for uncertainty and disagreement,"
Journal of International Money and Finance, Elsevier, vol. 90(C), pages 222-240.
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- Boonlert Jitmaneeroj & Michael Lamla, 2018. "The Implications of Central Bank Transparency for Uncertainty and Disagreement," KOF Working papers 18-445, KOF Swiss Economic Institute, ETH Zurich.
- David Reifschneider & Peter Tulip, 2017.
"Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors: The Federal Reserve's Approach,"
RBA Research Discussion Papers
rdp2017-01, Reserve Bank of Australia.
- David L. Reifschneider & Peter Tulip, 2017. "Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors : The Federal Reserve's Approach," Finance and Economics Discussion Series 2017-020, Board of Governors of the Federal Reserve System (U.S.).
More about this item
Keywords
survey expectations; forecast disagreement;JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FOR-2016-08-21 (Forecasting)
- NEP-MAC-2016-08-21 (Macroeconomics)
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