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1. Almuzara, Martin ; Sbordone, Argia Inflation persistence: How much is there and where is it coming from?. 2022 En : Liberty Street Economics 20220420. Federal Reserve Bank of New York:

2. Amisano, Gianni ; Giacomini, Raffaella Comparing density forecasts via weighted likelihood ratio tests. 2007 Journal of Business & Economic Statistics. 25 177-190

3. Ashley, Richard ; Verbrugge, Randal J. The intermittent Phillips curve: Finding a stable (but persistence-dependent) phillips curve model specification. 2023 Federal Reserve Bank of Cleveland:
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7. Bańbura, Marta ; Giannone, Domenico ; Reichlin, Lucrezia Large Bayesian vector auto regressions. 2010 Journal of Applied Econometrics. 25 71-92

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9. Chan, Joshua C.C. The stochastic volatility in mean model with time-varying parameters: An application to inflation modeling. 2017 Journal of Business & Economic Statistics. 35 17-28

10. Clark, Todd E ; Doh, Taeyoung Evaluating alternative models of trend inflation. 2014 International Journal of Forecasting. 30 426-448

11. Crone, Theodore M. ; Khettry, N. Neil K. ; Mester, Loretta J. ; Novak, Jason A. Core measures of inflation as predictors of total inflation. 2013 Journal of Money, Credit and Banking. 45 505-519

12. Dolmas, Jim The 2009 revision to the trimmed mean PCE inflation series. 2009 Federal Reserve Bank of Dallas:
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13. Dolmas, Jim Trimmed mean PCE inflation. 2005 Federal Reserve Bank of Dallas:

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15. Kim, Tae-Hwan ; White, Halbert On more robust estimation of skewness and kurtosis. 2004 Finance Research Letters. 1 56-73

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18. Meyer, Brent ; Zaman, Saeed The usefulness of the median CPI in Bayesian VARs used for macroeconomic forecasting and policy. 2019 Empirical Economics. 57 603-630

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23. Tallman, Ellis W. ; Zaman, Saeed Forecasting inflation: Phillips curve effects on services price measures. 2017 International Journal of Forecasting. 33 442-457

24. Verbrugge, Randa J. ; Zaman, Saeed The hard road to a soft landing: Evidence from a nonlinear structural model. 2023 Federal Reserve Bank of Cleveland:

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1. Beyond Aggregates: A Dual Lens on Eurozone Trend Inflation. (2025). Yakut, Dilan Aydin.
   In: Research Technical Papers.
   RePEc:cbi:wpaper:3/rt/25.

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2. Improving inflation forecasts using robust measures. (2024). Verbrugge, Randal ; Zaman, Saeed.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:40:y:2024:i:2:p:735-745.

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3. The Role of Wages in Trend Inflation: Back to the 1980s?. (2023). Kiley, Michael.
   In: Finance and Economics Discussion Series.
   RePEc:fip:fedgfe:2023-22.

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4. Underlying inflation and asymmetric risks. (2023). Pacce, Matías ; Leiva-Leon, Danilo ; LE BIHAN, Hervé.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20232848.

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5. Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance. (2017). van Dijk, Herman ; Ravazzolo, Francesco ; Grassi, Stefano ; Casarin, Roberto.
   In: Tinbergen Institute Discussion Papers.
   RePEc:tin:wpaper:20150084.

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6. The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling. (2015). Chan, Joshua ; Joshua C. C. Chan, .
   In: CAMA Working Papers.
   RePEc:een:camaaa:2015-07.

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7. Optimal combination of survey forecasts. (2015). Giannone, Domenico ; Conflitti, Cristina ; de Mol, Christine.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:31:y:2015:i:4:p:1096-1103.

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8. Point and density forecasts for the euro area using Bayesian VARs. (2015). Henzel, Steffen ; Berg, Tim.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:31:y:2015:i:4:p:1067-1095.

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9. Asymmetric Quantile Persistence and Predictability: the Case of US Inflation. (2015). Zerom, Dawit ; Manzan, Sebastiano.
   In: Oxford Bulletin of Economics and Statistics.
   RePEc:bla:obuest:v:77:y:2015:i:2:p:297-318.

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10. Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR. (2015). Huber, Florian ; Feldkircher, Martin ; Dovern, Jonas.
    In: Working Papers.
    RePEc:awi:wpaper:0590.

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11. A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics. (2014). Valkanov, Rossen ; Pettenuzzo, Davide ; Timmermann, Allan G.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10160.

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12. Incorporating Asymmetric Preferences into Fan Charts and Path Forecasts. (2014). Wang, Mu-Chun ; Demetrescu, Matei.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:76:y:2014:i:2:p:287-297.

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13. Bond returns and market expectations. (2013). Giacomini, Raffaella ; Costantini, Riccardo ; Altavilla, Carlo.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:20/13.

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14. Money Growth and Inflation: evidence from a Markov Switching Bayesian VAR. (2013). Colavecchio, Roberta ; amisano, gianni.
    In: Macroeconomics and Finance Series.
    RePEc:hep:macppr:201304.

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15. Assessment of probabilistic forecasts: Proper scoring rules and moments. (2012). Tsyplakov, Alexander.
    In: Applied Econometrics.
    RePEc:ris:apltrx:0181.

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16. Constructing Optimal Density Forecasts from Point Forecast Combinations. (2012). Lima, Luiz ; Gaglianone, Wagner ; Luiz Renato Regis de Oliveira Lima, .
    In: Série Textos para Discussão (Working Papers).
    RePEc:ppg:ppgewp:5.

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17. Multivariate Rotated ARCH Models. (2012). Sheppard, Kevin ; Shephard, Neil ; Noureldin, Diaa.
    In: Economics Papers.
    RePEc:nuf:econwp:1201.

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18. Prior Selection for Vector Autoregressions. (2012). Primiceri, Giorgio ; Lenza, Michele ; Giannone, Domenico.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18467.

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19. Robust Ranking of Multivariate GARCH Models by Problem Dimension. (2012). Caporin, Massimiliano ; McAleer, Michael.
    In: KIER Working Papers.
    RePEc:kyo:wpaper:815.

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20. Common drifting volatility in large Bayesian VARs. (2012). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1206.

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21. Common Drifting Volatility in Large Bayesian VARs. (2012). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2012/08.

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22. Common Drifting Volatility in Large Bayesian VARs. (2012). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8894.

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23. Prior Selection for Vector Autoregressions. (2012). Primiceri, Giorgio ; Lenza, Michele ; Giannone, Domenico.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8755.

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24. Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters*. (2011). onorante, luca ; Koop, Gary.
    In: Working Papers.
    RePEc:str:wpaper:1109.

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25. Multivariate High-Frequency-Based Volatility (HEAVY) Models. (2011). Sheppard, Kevin ; Shephard, Neil ; Noureldin, Diaa.
    In: Economics Papers.
    RePEc:nuf:econwp:1101.

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26. Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models. (2011). McCabe, Brendan ; Martin, Gael ; Forbes, Catherine ; Ng, Jason ; Brendan P. M. McCabe, .
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2011-11.

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27. Likelihood-based scoring rules for comparing density forecasts in tails. (2011). Panchenko, Valentyn ; van Dijk, Dick ; Diks, Cees.
    In: Post-Print.
    RePEc:hal:journl:peer-00834423.

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28. The Number of Regimes Across Asset Returns: Identification and Economic Value. (2011). Ielpo, Florian ; Gatumel, Mathieu.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00658540.

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29. Scoring rules and survey density forecasts. (2011). Wallis, Kenneth ; Smith, Jeremy ; Boero, Gianna.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:27:y::i:2:p:379-393.

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30. Multivariate semi-nonparametric distributions with dynamic conditional correlations. (2011). Perote, Javier ; Ñíguez Grau, Trino ; DEL BRIO, ESTHER.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:27:y::i:2:p:347-364.

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31. Likelihood-based scoring rules for comparing density forecasts in tails. (2011). van Dijk, Dick ; Panchenko, Valentyn ; Diks, Cees.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:163:y:2011:i:2:p:215-230.

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32. Do high-frequency measures of volatility improve forecasts of return distributions?. (2011). McCurdy, Thomas ; Maheu, John.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:160:y:2011:i:1:p:69-76.

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33. Real-time inflation forecast densities from ensemble Phillips curves. (2011). Wakerly, Elizabeth ; Vahey, Shaun ; Mitchell, James ; Garratt, Anthony.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:22:y:2011:i:1:p:77-87.

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34. Combining VAR and DSGE forecast densities. (2011). Vahey, Shaun ; Mitchell, James ; Bache, Ida Wolden ; Jore, Anne Sofie.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:10:p:1659-1670.

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35. Measuring Core Inflation in Australia with Disaggregate Ensembles. (2010). Vahey, Shaun P ; Ravazzolo, Francesco.
    In: RBA Annual Conference Volume (Discontinued).
    RePEc:rba:rbaacv:acv2009-10.

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36. Combining forecast densities from VARs with uncertain instabilities. (2010). Vahey, Shaun ; Mitchell, James ; Jore, Anne Sofie.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:25:y:2010:i:4:p:621-634.

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37. Testing for unconditional predictive ability. (2010). McCracken, Michael ; Clark, Todd.
    In: Working Papers.
    RePEc:fip:fedlwp:2010-031.

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38. Comparing and evaluating Bayesian predictive distributions of asset returns. (2010). Geweke, John ; amisano, gianni.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:26:y::i:2:p:216-230.

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39. Retrieving risk neutral densities from European option prices based on the principle of maximum entropy. (2010). Rompolis, Leonidas.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:5:p:918-937.

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40. Out-of-sample comparison of copula specifications in multivariate density forecasts. (2010). van Dijk, Dick ; Panchenko, Valentyn ; Diks, Cees.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:9:p:1596-1609.

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41. Forecasting with DSGE models. (2010). Warne, Anders ; Coenen, Günter ; Christoffel, Kai.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101185.

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42. Long memory and nonlinearities in realized volatility: a Markov switching approach.. (2010). Raggi, Davide ; Bordignon, S..
    In: Working Papers.
    RePEc:bol:bodewp:694.

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43. Oil and US GDP: A real-time out-of-sample examination. (2010). Rothman, Philip ; Ravazzolo, Francesco.
    In: Working Paper.
    RePEc:bno:worpap:2010_18.

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44. Dynamic Models of Exchange Rate Dependence Using Option Prices and Historical Returns. (2010). Tsiaras, Leonidas.
    In: CREATES Research Papers.
    RePEc:aah:create:2010-35.

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45. Are Macroeconomic Variables Useful for Forecasting the Distribution of U.S. Inflation?. (2009). Zerom, Dawit ; Manzan, Sebastiano.
    In: MPRA Paper.
    RePEc:pra:mprapa:14387.

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46. Understanding forecast failure in ESTAR models of real exchange rates. (2009). Buncic, Daniel.
    In: MPRA Paper.
    RePEc:pra:mprapa:13121.

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47. Testing Predictive Ability and Power Robustification. (2009). Song, Kyungchul.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:09-035.

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48. Understanding forecast failure of ESTAR models of real exchange rates. (2009). Buncic, Daniel.
    In: EERI Research Paper Series.
    RePEc:eei:rpaper:eeri_rp_2009_18.

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49. Inflation and Inflation Uncertainty in the Euro Area. (2009). Paesani, Paolo ; onorante, luca ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2720.

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50. Do high-frequency measures of volatility improve forecasts of return distributions?. (2008). McCurdy, Thomas ; Maheu, John.
    In: Working Papers.
    RePEc:tor:tecipa:tecipa-324.

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51. Out-of-sample comparison of copula specifications in multivariate density forecasts. (2008). van Dijk, Dick ; Panchenko, Valentyn ; Diks, Cees.
    In: Discussion Papers.
    RePEc:swe:wpaper:2008-23.

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52. Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails. (2008). van Dijk, Dick ; Panchenko, Valentyn ; Diks, Cees.
    In: Discussion Papers.
    RePEc:swe:wpaper:2008-10.

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53. Out-of-sample comparison of copula specifications in multivariate density forecasts. (2008). van Dijk, Dick ; Panchenko, Valentyn ; Diks, Cees.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:08-10.

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54. Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails. (2008). van Dijk, Dick ; Panchenko, Valentyn ; Diks, Cees.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:08-03.

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