Do macro variables, asset markets, or surveys forecast inflation better?

Ang, Andrew; Wei, Min; Ang, Andrew; Bekaert, Geert; Wei, Min

Evaluating Inflation Forecasts in the Euro Area and the Role of the ECB. (2025). Candelon, Bertrand ; Roccazzella, Francesco.
In: Journal of Forecasting.
RePEc:wly:jforec:v:44:y:2025:i:3:p:978-1008.
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Using a Wage–Price‐Setting Model to Forecast US Inflation. (2025). Do, Nguyen Duc.
In: Journal of Forecasting.
RePEc:wly:jforec:v:44:y:2025:i:2:p:803-832.
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Measuring Long-Run Expectations that Correlate with Investment Decisions. (2025). Sun, Chen ; Weizscker, Georg ; Haan, Peter ; Weinhardt, Felix.
In: Rationality and Competition Discussion Paper Series.
RePEc:rco:dpaper:539.
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The role of survey-based expectations in real-time forecasting of US inflation. (2025). Andriantomanga, Zo.
In: Business Economics.
RePEc:pal:buseco:v:60:y:2025:i:2:d:10.1057_s11369-025-00398-2.
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Assumptions, Disagreement, and Overprecision: Theory and Evidence. (2025). Augenblick, Ned ; Backus, Matthew ; Little, Andrew T ; Moore, Don A.
In: OSF Preprints.
RePEc:osf:osfxxx:mnv4k_v1.
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How Stable are Inflation Expectations in the Euro Area? Evidence from the Euro-Area Financial Markets. (2025). Grishchenko, Olesya ; Moraux, Franck ; Pakulyak, Olga.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2025-41.
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The short-run impact of investor expectations’ past volatility on current predictions: The case of VIX. (2025). Ioan, Roxana ; Dima, Tefana Maria.
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:98:y:2025:i:c:s1042443124001501.
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Iterated Dynamic Model Averaging and application to inflation forecasting. (2025). Chen, Sihan ; Ming, Lei ; Yang, Haoxi.
In: International Review of Financial Analysis.
RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001826.
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Unit cost expectations: Firms’ perspectives on inflation. (2025). Meyer, Brent ; Sheng, Xuguang Simon.
In: European Economic Review.
RePEc:eee:eecrev:v:174:y:2025:i:c:s0014292125000066.
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Bootstrapping out-of-sample predictability tests with real-time data. (2025). Yao, Yongxu ; McCracken, Michael W ; Gonalves, Slvia.
In: Journal of Econometrics.
RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002677.
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Constructing fan charts from the ragged edge of SPF forecasts. (2024). Mertens, Elmar ; Clark, Todd ; Ganics, Gergely.
In: Discussion Papers.
RePEc:zbw:bubdps:305275.
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From Fixed‐Event to Fixed‐Horizon Density Forecasts: Obtaining Measures of Multihorizon Uncertainty from Survey Density Forecasts. (2024). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:56:y:2024:i:7:p:1675-1704.
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Forecasting the direction of the Feds monetary policy decisions using random forest. (2024). Fan, Juanjuan ; Yoon, Jungyeon.
In: Journal of Forecasting.
RePEc:wly:jforec:v:43:y:2024:i:7:p:2848-2859.
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The mean squared prediction error paradox. (2024). Pincheira, Pablo ; Hardy, Nicolas.
In: Journal of Forecasting.
RePEc:wly:jforec:v:43:y:2024:i:6:p:2298-2321.
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Correlation‐based tests of predictability. (2024). Pincheira, Pablo ; Hardy, Nicolas.
In: Journal of Forecasting.
RePEc:wly:jforec:v:43:y:2024:i:6:p:1835-1858.
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Robust Real Rate Rules. (2024). Holden, Tom.
In: Econometrica.
RePEc:wly:emetrp:v:92:y:2024:i:5:p:1521-1551.
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Measuring economic country-specific uncertainty in Türkiye. (2024). Balli, Faruk ; Kilic, Ilhan.
In: Empirical Economics.
RePEc:spr:empeco:v:67:y:2024:i:4:d:10.1007_s00181-024-02594-z.
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More predictable than ever, with the worst MSPE ever. (2024). Pincheira, Pablo ; Hardy, Nicols ; Pincheira-Brown, Pablo.
In: Journal for Economic Forecasting.
RePEc:rjr:romjef:v::y:2024:i:4:p:5-30.
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Investor attention and consumer price index inflation rate: Evidence from the United States. (2024). Zhang, Yinpeng ; Zhou, Qingjie ; Zhu, Panpan.
In: Palgrave Communications.
RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03036-y.
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Fiscal Consequences of Missing an Inflation Target. (2024). Rey, Helene ; Andreolli, Michele.
In: IMF Economic Review.
RePEc:pal:imfecr:v:72:y:2024:i:2:d:10.1057_s41308-024-00239-w.
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Bootstrapping out-of-sample predictability tests with real-time data. (2024). McCracken, Michael ; Yao, Yongxu ; Goncalves, Silvia.
In: Working Papers.
RePEc:fip:fedlwp:97409.
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Tale About Inflation Tails. (2024). Grishchenko, Olesya ; Wilcox, Laura.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2024-28.
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Practice Makes Perfect: Learning Effects with Household Point and Density Forecasts of Inflation. (2024). Shiroff, Taylor ; Mitchell, James ; Braitsch, Hana.
In: Working Papers.
RePEc:fip:fedcwq:99062.
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Constructing Fan Charts from the Ragged Edge of SPF Forecasts. (2024). Mertens, Elmar ; Ganics, Gergely ; Clark, Todd.
In: Working Papers.
RePEc:fip:fedcwq:98629.
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Unit Cost Expectations and Uncertainty: Firms Perspectives on Inflation. (2024). Sheng, Xuguang Simon ; Meyer, Brent.
In: FRB Atlanta Working Paper.
RePEc:fip:fedawp:97889.
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Money/asset ratio as a predictor of inflation. (2024). Do, Nguyen Duc.
In: The Quarterly Review of Economics and Finance.
RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924001029.
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Heterogeneous inflation expectations: A call for customized monetary policy communication?. (2024). Medina, Juan ; Mello, Miguel ; Ponce, Jorge.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001980.
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Interest rates across the world: Global, regional, and idiosyncratic factors. (2024). Zhou, Hang ; Shambaugh, Jay.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:163:y:2024:i:c:s0378426624001092.
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Conditionally optimal weights and forward-looking approaches to combining forecasts. (2024). Vasnev, Andrey ; Gibbs, Christopher.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:40:y:2024:i:4:p:1734-1751.
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Are consensus FX forecasts valuable for investors?. (2024). Rubaszek, Michał ; Beckmann, Joscha ; Kwas, Marek.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:40:y:2024:i:1:p:268-284.
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Inflation prediction in emerging economies: Machine learning and FX reserves integration for enhanced forecasting. (2024). Mirza, Nawazish ; Abbas, Syed Kumail ; Umar, Muhammad ; Naqvi, Bushra.
In: International Review of Financial Analysis.
RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001704.
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A two-step dynamic factor modelling approach for forecasting inflation in small open economies. (2024). Wright, Cardel ; Aysun, Uluc.
In: Emerging Markets Review.
RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000839.
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Better the devil you know: Improved forecasts from imperfect models. (2024). Oh, Dong Hwan ; Patton, Andrew J.
In: Journal of Econometrics.
RePEc:eee:econom:v:242:y:2024:i:1:s0304407624001131.
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Forecasting inflation using sentiment. (2024). Eugster, Patrick ; Uhl, Matthias W.
In: Economics Letters.
RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524000582.
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Analysts Inflation Expectations vs Univariate Models of Inflation Forecasting in the Russian Economy. (2024). Perevyshin, Yury.
In: Russian Journal of Money and Finance.
RePEc:bkr:journl:v:83:y:2024:i:2:p:54-76.
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Heterogeneous Expectations among Professional Forecasters. (2024). Lahiri, Kajal ; Conrad, Christian.
In: Working Papers.
RePEc:awi:wpaper:0754.
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Real-time Nowcasting Growth-at-Risk using the Survey of Professional Forecasters. (2024). Schick, Manuel.
In: Working Papers.
RePEc:awi:wpaper:0750.
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Comparative analysis of Mixed-Data Sampling (MIDAS) model compared to Lag-Llama model for inflation nowcasting. (2024). de Weerd, Harmen ; Bahelka, Adam.
In: Papers.
RePEc:arx:papers:2407.08510.
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Heterogeneous expectations among professional forecasters. (2023). Lahiri, Kajal ; Conrad, Christian.
In: ZEW Discussion Papers.
RePEc:zbw:zewdip:283583.
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What Is the Predictive Value of SPF Point and Density Forecasts?. (2023). Mertens, Elmar ; Clark, Todd ; Ganics, Gergely.
In: VfS Annual Conference 2023 (Regensburg): Growth and the sociale Frage.
RePEc:zbw:vfsc23:277622.
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Quantifying noise in survey expectations. (2023). Kuinskas, Simas ; Juodis, Artras.
In: Quantitative Economics.
RePEc:wly:quante:v:14:y:2023:i:2:p:609-650.
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Out of Bounds: Do SPF Respondents Have Anchored Inflation Expectations?. (2023). Verbrugge, Randal ; Binder, Carola ; Janson, Wesley.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:55:y:2023:i:2-3:p:559-576.
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Macroeconomic forecasting in times of crises. (2023). Zhong, Molin ; Guerroonquintana, Pablo.
In: Journal of Applied Econometrics.
RePEc:wly:japmet:v:38:y:2023:i:3:p:295-320.
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Can Machine Learning Models Predict Inflation?. (2023). Codru, Ivacu.
In: Proceedings of the International Conference on Business Excellence.
RePEc:vrs:poicbe:v:17:y:2023:i:1:p:1748-1756:n:10.
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Macroeconomic Expectations and State-Dependent Factor Returns. (2023). Neuenkirch, Matthias ; Haase, Felix.
In: Research Papers in Economics.
RePEc:trr:wpaper:202309.
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The role of survey-based expectations in real-time forecasting of US inflation. (2023). Andriantomanga, Zo.
In: MPRA Paper.
RePEc:pra:mprapa:119904.
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Predictive Abilities of Inflation Expectations and Implications on Monetary Policy in Korea. (2023). Oh, Wankeun ; Cho, Dong Chul .
In: Korean Economic Review.
RePEc:kea:keappr:ker-20230101-39-1-09.
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Fundamentals, real-time uncertainty and CDS index spreads. (2023). Wang, XU ; Audzeyeva, Alena.
In: Review of Quantitative Finance and Accounting.
RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01127-6.
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A review of inflation expectations and perceptions research in the past four decades: a bibliometric analysis. (2023). Kar, Sujata ; Kapoor, Pooja.
In: International Economics and Economic Policy.
RePEc:kap:iecepo:v:20:y:2023:i:2:d:10.1007_s10368-023-00557-w.
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The Swaps Strike Back: Evaluating Expectations of One-Year Inflation. (2023). Soques, Daniel ; Sharpe, Steven ; Campbell, Colin ; Diercks, Anthony M.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2023-61.
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The Distributional Predictive Content of Measures of Inflation Expectations. (2023). Zaman, Saeed ; Mitchell, James.
In: Working Papers.
RePEc:fip:fedcwq:97395.
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Undisclosed material inflation risk. (2023). Konchitchki, Yaniv ; Xie, Jin.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:140:y:2023:i:s:p:s82-s100.
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Heterogeneous beliefs and the Phillips curve. (2023). Monti, Francesca ; Meeks, Roland.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:139:y:2023:i:c:p:41-54.
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What does anticipated monetary policy do?. (2023). King, Thomas ; Damico, Stefania.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:138:y:2023:i:c:p:123-139.
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Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models. (2023). Gaglianone, Wagner ; Araujo, Gustavo.
In: Latin American Journal of Central Banking (previously Monetaria).
RePEc:eee:lajcba:v:4:y:2023:i:2:s2666143823000042.
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Are lay expectations of inflation based on recall of specific prices? If so, how and under what conditions?. (2023). Niu, Xiaoxiao ; Harvey, Nigel.
In: Journal of Economic Psychology.
RePEc:eee:joepsy:v:98:y:2023:i:c:s0167487023000636.
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Investment, inflation, and the role of internal information systems as a transmission channel. (2023). Joos, Peter ; Binz, Oliver ; Ferracuti, Elia.
In: Journal of Accounting and Economics.
RePEc:eee:jaecon:v:76:y:2023:i:2:s0165410123000563.
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Nowcasting food inflation with a massive amount of online prices. (2023). Szafranek, Karol ; Stelmasiak, Damian ; Macias, Pawe.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:39:y:2023:i:2:p:809-826.
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Nonparametric modeling for the time-varying persistence of inflation. (2023). Li, Luyang ; Chen, LI ; Yu, Deshui.
In: Economics Letters.
RePEc:eee:ecolet:v:225:y:2023:i:c:s0165176523000654.
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Macroeconomic Expectations and State-Dependent Factor Returns. (2023). Neuenkirch, Matthias ; Haase, Felix.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_10720.
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Mispricing in inflation markets. (2023). Pinter, Gabor ; Barria, Rodrigo.
In: Bank of England working papers.
RePEc:boe:boeewp:1034.
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Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts. (2023). Caporale, Guglielmo Maria ; Anderl, Christina.
In: Manchester School.
RePEc:bla:manchs:v:91:y:2023:i:3:p:171-232.
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The closer we get, the better we are?. (2023). Goldstein, Nathan ; Zilberfarb, Ben Zion.
In: Economic Inquiry.
RePEc:bla:ecinqu:v:61:y:2023:i:2:p:364-376.
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Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models. (2023). Gaglianone, Wagner ; Moreira, Marta Baltar.
In: Working Papers Series.
RePEc:bcb:wpaper:574.
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Forecasting Risks to the Canadian Economic Outlook at a Daily Frequency. (2023). Feunou, Bruno ; Kyeong, James ; Azizova, Chinara.
In: Discussion Papers.
RePEc:bca:bocadp:23-19.
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Forecasting inflation using disaggregates and machine learning. (2023). Medeiros, Marcelo ; Boaretto, Gilberto.
In: Papers.
RePEc:arx:papers:2308.11173.
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Robust real rate rules. (2022). Holden, Tom.
In: Discussion Papers.
RePEc:zbw:bubdps:422022.
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Uncertainty measures from partially rounded probabilistic forecast surveys. (2022). Hartmann, Matthias ; Glas, Alexander.
In: Quantitative Economics.
RePEc:wly:quante:v:13:y:2022:i:3:p:979-1022.
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Robust inference under time‐varying volatility: A real‐time evaluation of professional forecasters. (2022). Demetrescu, Matei ; Krusebecher, Robinson ; Hanck, Christoph.
In: Journal of Applied Econometrics.
RePEc:wly:japmet:v:37:y:2022:i:5:p:1010-1030.
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Reducing large datasets to improve the identification of estimated policy rules. (2022). Bayar, Omer.
In: Empirical Economics.
RePEc:spr:empeco:v:63:y:2022:i:1:d:10.1007_s00181-021-02134-z.
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Correlation Based Tests of Predictability. (2022). Pincheira, Pablo ; Hardy, Nicolas.
In: MPRA Paper.
RePEc:pra:mprapa:112014.
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Euro Area Deflationary Pressure Index. (2022). Ragusa, Giuseppe ; Brugnolini, Luca.
In: Computational Economics.
RePEc:kap:compec:v:60:y:2022:i:3:d:10.1007_s10614-021-10170-1.
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Finding a Role for Slack in Real-Time Inflation Forecasting. (2022). Koenig, Evan ; Kishor, N.
In: International Journal of Central Banking.
RePEc:ijc:ijcjou:y:2022:q:2:a:6.
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New Approach to Inflation Phenomena to Ensure Sustainable Economic Growth. (2022). Girdzijauskas, Stasys ; Griesiene, Ingrida ; Kyriakopoulos, Grigorios L ; Streimikiene, Dalia ; Mikalauskiene, Asta.
In: Sustainability.
RePEc:gam:jsusta:v:14:y:2022:i:1:p:518-:d:717422.
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On the Relative Performance of Inflation Forecasts. (2022). Owyang, Michael ; Bennett, Julie.
In: Review.
RePEc:fip:fedlrv:93914.
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What is the Predictive Value of SPF Point and Density Forecasts?. (2022). Mertens, Elmar ; Ganics, Gergely ; Clark, Todd.
In: Working Papers.
RePEc:fip:fedcwq:95196.
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Constructing Fan Charts from the Ragged Edge of SPF Forecasts. (2022). Mertens, Elmar ; Ganics, Gergely ; Clark, Todd.
In: Working Papers.
RePEc:fip:fedcwq:95170.
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Losing the inflation anchor. (2022). Reis, Ricardo.
In: LSE Research Online Documents on Economics.
RePEc:ehl:lserod:112462.
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Time-varying risk of nominal bonds: How important are macroeconomic shocks?. (2022). Ermolov, Andrey.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:145:y:2022:i:1:p:1-28.
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Inflation expectations: Australian consumer survey data versus the bond market. (2022). Basse, Tobias ; Wegener, Christoph.
In: Journal of Economic Behavior & Organization.
RePEc:eee:jeborg:v:203:y:2022:i:c:p:416-430.
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Agree to disagree? Predictions of U.S. nonfarm payroll changes between 2008 and 2020 and the impact of the COVID19 labor shock. (2022). Klein, Tony.
In: Journal of Economic Behavior & Organization.
RePEc:eee:jeborg:v:194:y:2022:i:c:p:264-286.
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Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition. (2022). Conlon, Thomas ; Bessler, Wolfgang ; Adcock, Christopher.
In: Journal of Empirical Finance.
RePEc:eee:empfin:v:65:y:2022:i:c:p:24-50.
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Learning, disagreement and inflation forecasting. (2022). Yang, Xinglin ; Liu, Xiliang ; Chen, JI.
In: The North American Journal of Economics and Finance.
RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001693.
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Mainly Employment: Survey-Based News and the Business Cycle. (2022). Masolo, Riccardo M..
In: Discussion Papers.
RePEc:cfm:wpaper:2211.
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Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts. (2022). Caporale, Guglielmo Maria ; Anderl, Christina.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_9687.
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What drives updates of inflation expectations? A Bayesian VAR analysis for the G‐7 countries. (2022). Beckmann, Joscha ; Dubova, Irina ; Belke, Ansgar.
In: The World Economy.
RePEc:bla:worlde:v:45:y:2022:i:9:p:2748-2765.
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Revisiting the accuracy of inflation forecasts in Nigeria: The oil price–exchange rate–asymmetry perspectives. (2022). Isah, Kazeem ; Adelakun, Ojo ; Yakubu, Yusuf ; Udeaja, Elias A ; Musa, Danmecca ; Mahomedy, Abdulkader C.
In: South African Journal of Economics.
RePEc:bla:sajeco:v:90:y:2022:i:3:p:329-348.
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Stock returns and inflation shocks in weaker economic times. (2022). Connolly, Robert A ; Sun, Licheng ; Stivers, Chris.
In: Financial Management.
RePEc:bla:finmgt:v:51:y:2022:i:3:p:827-867.
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Economic forecasts, anchoring bias, and stock returns. (2022). Dutta, Sandip ; Yu, Han ; Birz, Gene.
In: Financial Management.
RePEc:bla:finmgt:v:51:y:2022:i:1:p:169-191.
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Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models. (2022). Gaglianone, Wagner ; Araujo, Gustavo.
In: Working Papers Series.
RePEc:bcb:wpaper:561.
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Monetary Uncertainty as a Determinant of the Response of Stock Market to Macroeconomic News. (2022). Pinchuk, Mykola.
In: Papers.
RePEc:arx:papers:2212.04525.
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Backtesting Systemic Risk Forecasts using Multi-Objective Elicitability. (2022). Hoga, Yannick ; Fissler, Tobias.
In: Papers.
RePEc:arx:papers:2104.10673.
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L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis. (2022). Xie, Tian ; Su, Liangjun ; Shi, Zhentao.
In: Papers.
RePEc:arx:papers:2010.09477.
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Should we care about ECB inflation expectations?. (2022). Candelon, Bertrand ; Roccazzella, Francesco.
In: LIDAM Discussion Papers LFIN.
RePEc:ajf:louvlf:2022004.
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The Subjective Inflation Expectations of Households and Firms: Measurement, Determinants, and Implications. (2022). Weber, Michael ; Gorodnichenko, Yuriy ; Coibion, Olivier ; D'Acunto, Francesco.
In: Journal of Economic Perspectives.
RePEc:aea:jecper:v:36:y:2022:i:3:p:157-84.
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Expected and Realized Inflation in Historical Perspective. (2022). Kamdar, Rupal ; Binder, Carola.
In: Journal of Economic Perspectives.
RePEc:aea:jecper:v:36:y:2022:i:3:p:131-56.
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Do inflation expectations improve model-based inflation forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Banbura, Marta ; Babura, Marta.
In: Discussion Papers.
RePEc:zbw:bubdps:482021.
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Forecasting US inflation using Markov dimension switching. (2021). Pruser, Jan.
In: Journal of Forecasting.
RePEc:wly:jforec:v:40:y:2021:i:3:p:481-499.
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Is euro area lowflation here to stay? Insights from a time‐varying parameter model with survey data. (2021). Wauters, Joris ; Stevens, Arnoud.
In: Journal of Applied Econometrics.
RePEc:wly:japmet:v:36:y:2021:i:5:p:566-586.
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How far can we forecast? Statistical tests of the predictive content. (2021). Knüppel, Malte ; Breitung, Jörg ; Knuppel, Malte.
In: Journal of Applied Econometrics.
RePEc:wly:japmet:v:36:y:2021:i:4:p:369-392.
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Measuring the slowly evolving trend in US inflation with professional forecasts. (2021). Smith, Gregor ; Nason, James.
In: Journal of Applied Econometrics.
RePEc:wly:japmet:v:36:y:2021:i:1:p:1-17.
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Improving forecasting accuracy of the Phillips curve in OECD countries: The role of commodity prices. (2021). Salisu, Afees ; Swaray, Raymond.
In: International Journal of Finance & Economics.
RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2946-2975.
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Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them. (2021). Rossi, Barbara.
In: Economics Working Papers.
RePEc:upf:upfgen:1711.
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Growth in US Durables Spending: Assessing the Impact of Consumer Ability and Willingness to Buy. (2021). Fatima, Sehar ; Baghestani, Hamid.
In: Journal of Business Cycle Research.
RePEc:spr:jbuscr:v:17:y:2021:i:1:d:10.1007_s41549-021-00053-7.
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The Mean Squared Prediction Error Paradox. (2021). Pincheira, Pablo ; Hardy, Nicolas.
In: MPRA Paper.
RePEc:pra:mprapa:107403.
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Whose Disagreement Matters? Household Belief Dispersion and Stock Trading Volume*. (2021). Li, Geng.
In: Review of Finance.
RePEc:oup:revfin:v:25:y:2021:i:6:p:1859-1900..
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Economic-State Variation in Uncertainty-Yield Dynamics. (2021). Connolly, Robert ; Dubofsky, David ; Stivers, Chris.
In: The Review of Asset Pricing Studies.
RePEc:oup:rasset:v:11:y:2021:i:1:p:60-104..
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Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity. (2021). Sheng, Xuguang Simon ; Lahiri, Kajal ; Peng, Huaming.
In: Working Papers.
RePEc:gwc:wpaper:2021-005.
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Better the Devil You Know: Improved Forecasts from Imperfect Models. (2021). Patton, Andrew ; Oh, Dong Hwan.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2021-71.
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Whose Inflation Expectations Best Predict Inflation?. (2021). Verbrugge, Randal ; Zaman, Saeed.
In: Economic Commentary.
RePEc:fip:fedcec:93256.
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The role of macroeconomic and policy uncertainty in density forecast dispersion. (2021). Li, You ; Tay, Anthony.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:67:y:2021:i:c:s0164070420301907.
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Designing a global digital currency. (2021). Balvers, Ronald ; McDonald, Bill.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:111:y:2021:i:c:s0261560620302734.
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Macro risks and the term structure of interest rates. (2021). Bekaert, Geert ; Engstrom, Eric ; Ermolov, Andrey.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:141:y:2021:i:2:p:479-504.
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Volatility expectations and disagreement. (2021). Huisman, Ronald ; van der Sar, Nico L.
In: Journal of Economic Behavior & Organization.
RePEc:eee:jeborg:v:188:y:2021:i:c:p:379-393.
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Interest rates, cash and short-term investments. (2021). Ysmailov, Bektemir.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:132:y:2021:i:c:s0378426621001849.
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Bayesian VAR forecasts, survey information, and structural change in the euro area. (2021). Ganics, Gergely ; Odendahl, Florens.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:37:y:2021:i:2:p:971-999.
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Do survey joiners and leavers differ from regular participants? The US SPF GDP growth and inflation forecasts. (2021). Clements, Michael.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:37:y:2021:i:2:p:634-646.
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The reaction of inflation forecasts to news about the Fed. (2021). Mazumder, Sandeep.
In: Economic Modelling.
RePEc:eee:ecmode:v:94:y:2021:i:c:p:256-264.
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Do inflation expectations improve model-based inflation forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Banbura, Marta ; Babura, Marta.
In: Working Paper Series.
RePEc:ecb:ecbwps:20212604.
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Inflation expectations and their role in Eurosystem forecasting. (2021). Trezzi, Riccardo ; Tagliabracci, Alex ; Stanisławska, Ewa ; Riggi, Marianna ; Pönkä, Harri ; Paredes, Joan ; Michail, Nektarios ; Meyler, Aidan ; Menz, Jan-Oliver ; Łyziak, Tomasz ; Leiva-Leon, Danilo ; Krasnopjorovs, Olegs ; Kearney, Ide ; Kasimati, Evangelia ; Iskrev, Nikolay ; Hartmann, Matthias ; Galati, Gabriele ; DARRACQ PARIES, Matthieu ; Colavecchio, Roberta ; Charalambakis, Evangelos ; Brázdik, František ; Bragoudakis, Zacharias ; BOBEICA, Elena ; Bessonovs, Andrejs ; Banbura, Marta ; Tengely, Veronika ; Fritzer, Friedrich ; Jorgensen, Casper ; Tirpak, Marcel ; Volz, Ute ; Brazdik, Frantiek ; Hartwig, Benny ; Reiche, Lovisa ; Baumann, Ursel ; Schupp, Fabian ; Gavura, Miroslav ; Boninghausen, Benjamin ; Vilmi, Lauri ; Stanisawska, Ewa ; Damjanovi, Milan ; Hutchinson, John ; Reichenbachas, Tomas ; Charalampakis, Evangelos ; Al-Haschimi, Alexander ; Westermann, Thomas ; Pert, Sulev ; Jonckheere, Jana ; Robert, Pierre-Antoine ; Kulikov, Dmitry ; Maletic, Matjaz ; Gmehling, Philipp ; Popova, Dilyana ; Babura, Marta ; Ponka, Harri ; Stockhammar, Par ; Paloviita, Maritta ; Speck, Christian.
In: Occasional Paper Series.
RePEc:ecb:ecbops:2021264.
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The People versus the Markets: A Parsimonious Model of Inflation Expectations. (2021). Reis, Ricardo.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:15624.
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Losing the inflation anchor. (2021). Reis, Ricardo.
In: Discussion Papers.
RePEc:cfm:wpaper:2123.
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Stochastic model specification in Markov switching vector error correction models. (2021). Zoerner, Thomas ; Pfarrhofer, Michael ; Huber, Florian ; Hauzenberger, Niko ; Thomas, Zorner ; Michael, Pfarrhofer ; Florian, Huber ; Niko, Hauzenberger.
In: Studies in Nonlinear Dynamics & Econometrics.
RePEc:bpj:sndecm:v:25:y:2021:i:2:p:17:n:7.
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What model for the target rate. (2021). Fontaine, Jean-Sebastien ; Feunou, Bruno ; Jianjian, Jin ; Jean-Sebastien, Fontaine ; Bruno, Feunou .
In: Studies in Nonlinear Dynamics & Econometrics.
RePEc:bpj:sndecm:v:25:y:2021:i:1:p:23:n:1.
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AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME‐SERIES ECONOMETRICS. (2021). Nonejad, Nima.
In: Journal of Economic Surveys.
RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614.
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Do inflation expectations improve model-based inflation Forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Banbura, Marta ; Babura, Marta.
In: Working Papers.
RePEc:bde:wpaper:2138.
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A Non-Knotty Inflation Risk Premium Model. (2021). Machado, Jose Valentim.
In: Working Papers Series.
RePEc:bcb:wpaper:543.
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Inflation expectation uncertainty in a New Keynesian framework. (2020). Schmidt, Torsten ; Fuest, Angela.
In: Ruhr Economic Papers.
RePEc:zbw:rwirep:867.
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Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility. (2020). Nason, James ; Mertens, Elmar.
In: Quantitative Economics.
RePEc:wly:quante:v:11:y:2020:i:4:p:1485-1520.
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Differencing versus nondifferencing in factor‐based forecasting. (2020). Choi, In ; Jeong, Hanbat.
In: Journal of Applied Econometrics.
RePEc:wly:japmet:v:35:y:2020:i:6:p:728-750.
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Improving Nigeria’s Inflation Forecast with Oil Price: The Role of Estimators. (2020). tule, moses ; Salisu, Afees ; Chiemeke, Charles.
In: Journal of Quantitative Economics.
RePEc:spr:jqecon:v:18:y:2020:i:1:d:10.1007_s40953-019-00178-8.
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Forecasting inflation in Sweden. (2020). Lindholm, Unn ; Stockhammar, Par ; Mossfeldt, Marcus.
In: Economia Politica: Journal of Analytical and Institutional Economics.
RePEc:spr:epolit:v:37:y:2020:i:1:d:10.1007_s40888-019-00161-9.
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Forecasting models for the Chinese macroeconomy: the simpler the better?. (2020). Ponomareva, Natalia ; Heaton, Chris ; Zhang, Qin.
In: Empirical Economics.
RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01788-0.
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On the external validity of experimental inflation forecasts: A comparison with five categories of field expectations. (2020). Hubert, Paul ; Cornand, Camille.
In: Sciences Po publications.
RePEc:spo:wpmain:info:hdl:2441/7t8isspkbs8hk8kol9kk9sjdl6.
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Belief Distortions and Macroeconomic Fluctuations. (2020). Ma, Sai ; Ludvigson, Sydney ; Bianchi, Francesco.
In: NBER Working Papers.
RePEc:nbr:nberwo:27406.
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Uncertainty measures from partially rounded probabilistic forecast surveys. (2020). Hartmann, Matthias ; Glas, Alexander.
In: Working Papers.
RePEc:mib:wpaper:427.
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Using Survey Information for Improving the Density Nowcasting of US GDP with a Focus on Predictive Performance during Covid-19 Pandemic. (2020). Demircan, Hamza ; Çakmaklı, Cem ; Cakmakli, Cem.
In: Koç University-TUSIAD Economic Research Forum Working Papers.
RePEc:koc:wpaper:2016.
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FORECASTING EMPLOYMENT IN SMALL BUSINESSES IN RUSSIA: THE RELEVANCE OF BUSINESS TENDENCY SURVEYS. (2020). Lola, Inna S ; Manukov, Anton.
In: HSE Working papers.
RePEc:hig:wpaper:113sti2020.
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On the external validity of experimental inflation forecasts: A comparison with five categories of field expectations. (2020). Hubert, Paul ; Cornand, Camille.
In: SciencePo Working papers Main.
RePEc:hal:spmain:halshs-01890770.
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On the external validity of experimental inflation forecasts. (2020). Hubert, Paul ; Cornand, Camille.
In: SciencePo Working papers Main.
RePEc:hal:spmain:hal-02894262.
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On the external validity of experimental inflation forecasts: A comparison with five categories of field expectations. (2020). Hubert, Paul ; Cornand, Camille.
In: Post-Print.
RePEc:hal:journl:halshs-01890770.
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On the external validity of experimental inflation forecasts. (2020). Hubert, Paul ; Cornand, Camille.
In: Post-Print.
RePEc:hal:journl:hal-02894262.
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Extracting Information from Different Expectations. (2020). Martinez, Andrew.
In: Working Papers.
RePEc:gwc:wpaper:2020-008.
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Expectation Formation and the Persistence of Shocks. (2020). Bürgi, Constantin.
In: Working Papers.
RePEc:gwc:wpaper:2020-005.
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Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis. (2020). Engstrom, Eric ; Bekaert, Geert ; Ermolov, Andrey.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2020-49.
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The expectational effects of news in business cycles: Evidence from forecast data. (2020). Miyamoto, Wataru ; Nguyen, Thuy Lan.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:116:y:2020:i:c:p:184-200.
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Momentum and Reversion to Fundamentals: Are They Captured by Subjective Expectations of House Prices?. (2020). Ma, Chao.
In: Journal of Housing Economics.
RePEc:eee:jhouse:v:49:y:2020:i:c:s1051137720300243.
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Time-varying inflation risk and stock returns. (2020). Szymanowska, Marta ; Duarte, Fernando ; Boons, Martijn ; de Roon, Frans.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:136:y:2020:i:2:p:444-470.
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Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts. (2020). Cross, Jamie ; Chan, Joshua ; Zhang, BO.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:36:y:2020:i:4:p:1318-1328.
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Forecasting inflation with online prices. (2020). Bertolotto, Manuel I ; Aparicio, Diego.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:36:y:2020:i:2:p:232-247.
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On the external validity of experimental inflation forecasts: A comparison with five categories of field expectations. (2020). Hubert, Paul ; Cornand, Camille.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:110:y:2020:i:c:s0165188919301459.
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Forecasting inflation for India with the Phillips Curve: Evidence from internet search data. (2020). Sahu, Sohini ; Jha, Saakshi.
In: Economics Bulletin.
RePEc:ebl:ecbull:eb-19-00920.
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Belief Distortions and Macroeconomic Fluctuations. (2020). Ma, Sai ; Bianchi, Francesco ; Ludvigson, Sydney C.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:15003.
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Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:14472.
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From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Forecasts. (2020). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:14267.
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The People versus the Markets: A Parsimonious Model of Inflation Expectations. (2020). Reis, Ricardo.
In: Discussion Papers.
RePEc:cfm:wpaper:2033.
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Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity. (2020). Sheng, Xuguang Simon ; Lahiri, Kajal ; Peng, Huaming.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_8810.
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The Big Short: Short Selling Activity and Predictability in House Prices. (2020). Saffi, Pedro ; Vergaraalert, Carles.
In: Real Estate Economics.
RePEc:bla:reesec:v:48:y:2020:i:4:p:1030-1073.
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Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara.
In: Working Papers.
RePEc:bge:wpaper:1162.
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From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts. (2020). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely.
In: Working Papers.
RePEc:bge:wpaper:1142.
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Time-varying Forecast Combination for High-Dimensional Data. (2020). Maung, Kenwin ; Chen, Bin.
In: Papers.
RePEc:arx:papers:2010.10435.
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The Murphy Decomposition and the Calibration-Resolution Principle: A New Perspective on Forecast Evaluation. (2020). Pohle, Marc-Oliver.
In: Papers.
RePEc:arx:papers:2005.01835.
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Forecasting inflation with twitter. (2020). Aromi, J. Daniel ; Llada, Martin.
In: Asociación Argentina de Economía Política: Working Papers.
RePEc:aep:anales:4308.
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Measuring Inflation Anchoring and Uncertainty: A U.S. and Euro Area Comparison. (2019). Renne, Jean-Paul ; Mouabbi, Sarah ; Grishchenko, Olesya.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:51:y:2019:i:5:p:1053-1096.
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From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts. (2019). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely.
In: Economics Working Papers.
RePEc:upf:upfgen:1689.
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On the external validity of experimental inflation forecasts: A comparison with five categories of field expectations: A comparison with five categories of field expectations. (2019). Hubert, Paul ; Cornand, Camille.
In: Sciences Po publications.
RePEc:spo:wpmain:info:hdl:2441/6o4qdck7489u7pqc068eeuqsnq.
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FORECASTING INDONESIAN INFLATION WITHIN AN INFLATION-TARGETING FRAMEWORK: DO LARGE-SCALE MODELS PAY OFF?. (2019). Juhro, Solikin ; Iyke, Bernard Njindan.
In: Bulletin of Monetary Economics and Banking.
RePEc:idn:journl:v:22:y:2019:i:4b:p:423-436.
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On the external validity of experimental inflation forecasts: A comparison with five categories of field expectations. (2019). Hubert, Paul ; Cornand, Camille.
In: Working Papers.
RePEc:hal:wpaper:hal-03403259.
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The role of forward- and backward-looking information for inflation expectations formation. (2019). Hubert, Paul ; Mirza, Harun.
In: SciencePo Working papers Main.
RePEc:hal:spmain:hal-03403616.
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On the external validity of experimental inflation forecasts: A comparison with five categories of field expectations. (2019). Hubert, Paul ; Cornand, Camille.
In: SciencePo Working papers Main.
RePEc:hal:spmain:hal-03403259.
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The role of forward- and backward-looking information for inflation expectations formation. (2019). Hubert, Paul ; Mirza, Harun.
In: Post-Print.
RePEc:hal:journl:hal-03403616.
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Continuities and Discontinuities in Economic Forecasting. (2019). Sinclair, Tara.
In: Working Papers.
RePEc:gwc:wpaper:2019-003.
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Interest Rates Under Falling Stars. (2019). Rudebusch, Glenn ; Bauer, Michael.
In: Working Paper Series.
RePEc:fip:fedfwp:2017-16.
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Thinking Outside the Box: Do SPF Respondents Have Anchored Inflation Expectations?. (2019). Verbrugge, Randal ; Binder, Carola ; Janson, Wesley.
In: Working Papers.
RePEc:fip:fedcwq:191500.
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Explaining future market return and evaluating market condition with common preferred spread index. (2019). Chang, Woojin ; Ku, Seungmo ; Cho, Poongjin ; Lee, Changju.
In: Physica A: Statistical Mechanics and its Applications.
RePEc:eee:phsmap:v:525:y:2019:i:c:p:921-934.
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Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries. (2019). Salisu, Afees ; Emmanuel, Zachariah ; Adekunle, Wasiu ; Alimi, Wasiu A.
In: Resources Policy.
RePEc:eee:jrpoli:v:62:y:2019:i:c:p:33-56.
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Can agricultural commodity prices predict Nigerias inflation?. (2019). tule, moses ; Salisu, Afees ; Chiemeke, Charles C.
In: Journal of Commodity Markets.
RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851318301107.
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The risk premium of gold. (2019). Prokopczuk, Marcel ; Benno, Duc Binh ; Simen, Chardin Wese.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:94:y:2019:i:c:p:140-159.
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Stock vs. Bond yields and demographic fluctuations. (2019). Morin, Annaïg ; Gozluklu, Arie.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:109:y:2019:i:c:s0378426619302572.
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Do forecasters target first or later releases of national accounts data?. (2019). Clements, Michael.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:35:y:2019:i:4:p:1240-1249.
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Some observations on forecasting and policy. (2019). Wright, Jonathan.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:35:y:2019:i:3:p:1186-1192.
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Bagged neural networks for forecasting Polish (low) inflation. (2019). Szafranek, Karol.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:35:y:2019:i:3:p:1042-1059.
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What determines forecasters’ forecasting errors?. (2019). Pohlmeier, Winfried ; Nolte, Ingmar ; Nolte (Lechner), Sandra.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:35:y:2019:i:1:p:11-24.
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Alternative tests for correct specification of conditional predictive densities. (2019). Sekhposyan, Tatevik ; Rossi, Barbara.
In: Journal of Econometrics.
RePEc:eee:econom:v:208:y:2019:i:2:p:638-657.
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Portfolio selection with inflation-linked bonds and indexation lags. (2019). Li, Kai.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:107:y:2019:i:c:10.
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A dynamic Nelson–Siegel model with forward-looking macroeconomic factors for the yield curve in the US. (2019). Fernandes, Marcelo ; Vieira, Fausto.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:106:y:2019:i:c:4.
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Inflation, Inflation Expectations, and the Phillips Curve: Working Paper 2019-07. (2019). Chen, Yiqun.
In: Working Papers.
RePEc:cbo:wpaper:55501.
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Bayesian VAR Forecasts, Survey Information and Structural Change in the Euro Area. (2019). Odendahl, Florens ; Ganics, Gergely.
In: Working papers.
RePEc:bfr:banfra:733.
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From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts. (2019). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely.
In: Working Papers.
RePEc:bde:wpaper:1947.
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Inflation Expectation Uncertainty, Inflation and the Outputgap. (2018). Schmidt, Torsten.
In: VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy.
RePEc:zbw:vfsc18:181575.
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Monetary policy shocks, expectations and information rigidities. (2018). Czudaj, Robert ; Beckmann, Joscha.
In: VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy.
RePEc:zbw:vfsc18:181573.
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What drives updates of inflation expectations? A Bayesian VAR analysis for the G-7 countries. (2018). Beckmann, Joscha ; Dubova, Irina ; Belke, Ansgar.
In: VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy.
RePEc:zbw:vfsc18:181518.
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How far can we forecast? Statistical tests of the predictive content. (2018). Knüppel, Malte ; Breitung, Jörg ; Knuppel, Malte.
In: Discussion Papers.
RePEc:zbw:bubdps:072018.
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Is Chinese monetary policy forward-looking?. (2018). Zhang, Chengsi ; Dang, Chao.
In: BOFIT Discussion Papers.
RePEc:zbw:bofitp:bdp2018_006.
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Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean. (2018). Banbura, Marta ; van Vlodrop, Andries.
In: Tinbergen Institute Discussion Papers.
RePEc:tin:wpaper:20180025.
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Forecasting Inflation Using Summary Statistics of Survey Expectations: A Machine-Learning Approach. (2018). Kuukefe, Bige.
In: Ekonomi-tek - International Economics Journal.
RePEc:tek:journl:v:7:y:2018:i:1:p:1-16.
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Monetary policy shocks, expectations and information rigidities. (2018). Czudaj, Robert ; Beckmann, Joscha.
In: Chemnitz Economic Papers.
RePEc:tch:wpaper:cep019.
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How do zero-coupon inflation swaps predict inflation rates in the euro area? Evidence of efficiency and accuracy on 1-year contracts. (2018). DIAS CURTO, JOSÉ ; Ribeiro, Pedro Pires.
In: Empirical Economics.
RePEc:spr:empeco:v:54:y:2018:i:4:d:10.1007_s00181-017-1268-8.
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Forecasting Nigerian Inflation using Model Averaging methods: Modelling Frameworks to Central Banks. (2018). YAYA, OLAOLUWA ; Nmadu, Yaaba ; Olubusoye, Olusanya E ; Akanbi, Olawale B ; Tumala, Mohammed M ; Yaaba, Baba N.
In: MPRA Paper.
RePEc:pra:mprapa:88754.
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Forecast Evaluation in Macroeconomics and International Finance. Ph.D. thesis, George Washington University, Washington, DC, USA.. (2018). Bespalova, Olga.
In: MPRA Paper.
RePEc:pra:mprapa:117706.
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Risk Premia and Volatilities in a Nonlinear Term Structure Model*. (2018). Illeditsch, Philipp ; Feldhutter, Peter ; Heyerdahl-Larsen, Christian.
In: Review of Finance.
RePEc:oup:revfin:v:22:y:2018:i:1:p:337-380..
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Real-time forecasting with macro-finance models in the presence of a zero lower bound. (2018). Lewis, Michelle ; Krippner, Leo.
In: Reserve Bank of New Zealand Discussion Paper Series.
RePEc:nzb:nzbdps:2018/4.
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Is euro area lowflation here to stay ? Insights from a time-varying parameter model with survey data. (2018). Wauters, Joris ; Stevens, Arnoud.
In: Working Paper Research.
RePEc:nbb:reswpp:201810-355.
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Can inflation expectations in business or consumer surveys improve inflation forecasts?. (2018). Basselier, Raisa ; Jonckheere, Jana ; Langenus, Geert ; de Antonio, David.
In: Working Paper Research.
RePEc:nbb:reswpp:201810-348.
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Is gold a hedge against inflation? A wavelet time-scale perspective. (2018). Uddin, Gazi ; lucey, brian ; Conlon, Thomas.
In: Review of Quantitative Finance and Accounting.
RePEc:kap:rqfnac:v:51:y:2018:i:2:d:10.1007_s11156-017-0672-7.
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Inflation Forecasts: Are Market-Based and Survey-Based Measures Informative?. (2018). Meyler, Aidan ; Grothe, Magdalena.
In: International Journal of Financial Research.
RePEc:jfr:ijfr11:v:9:y:2018:i:1:p:171-188.
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What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages. (2018). Ramadorai, Tarun ; Campbell, John ; Badarinza, Cristian.
In: Management Science.
RePEc:inm:ormnsc:v:64:y:2018:i:5:p:2275-2288.
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Residual Inflation Risk. (2018). Illeditsch, Philipp Karl.
In: Management Science.
RePEc:inm:ormnsc:v:64:y:2018:i:11:p:5289-5314.
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On the external validity of experimental inflation forecasts: A comparison with five categories of field expectations. (2018). Hubert, Paul ; Cornand, Camille.
In: Working Papers.
RePEc:hal:wpaper:halshs-01890770.
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On the external validity of experimental inflation forecasts: A comparison with five categories of field expectations. (2018). Hubert, Paul ; Cornand, Camille.
In: Working Papers.
RePEc:gat:wpaper:1821.
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Multi-Step Inflation Prediction with Functional Coefficient Autoregressive Model. (2018). Luo, Qin ; Wang, Man ; Chen, Kun ; Cheng, Chao.
In: Sustainability.
RePEc:gam:jsusta:v:10:y:2018:i:6:p:1691-:d:148435.
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Where did inflation targeting matter?. (2018). Teles, Vladimir ; Brito, Ricardo ; Santos, Rodrigo Dos.
In: Textos para discussão.
RePEc:fgv:eesptd:491.
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Is monetary policy forward-looking in China?. (2018). Zhang, Chengsi ; Dang, Chao.
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:57:y:2018:i:c:p:4-14.
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The meta-Phillips Curve: Modelling U.S. inflation in the presence of regime change. (2018). Aristidou, Chrystalleni.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:57:y:2018:i:c:p:367-379.
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Measuring global and country-specific uncertainty. (2018). Sheng, Xuguang Simon ; Ozturk, Ezgi O..
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:88:y:2018:i:c:p:276-295.
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The eurozone (expected) inflation: An options eyes view. (2018). Ibáñez, Alfredo ; Gimeno, Ricardo ; Ibaez, Alfredo.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:86:y:2018:i:c:p:70-92.
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Disagreement about inflation and the yield curve. (2018). Heyerdahl-Larsen, Christian ; Gallmeyer, Michael ; Ehling, Paul ; Illeditsch, Philipp.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:127:y:2018:i:3:p:459-484.
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Understanding survey-based inflation expectations. (2018). Berge, Travis.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:34:y:2018:i:4:p:788-801.
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What do professional forecasters actually predict?. (2018). van der Wel, Michel ; Paap, Richard ; Nibbering, Didier.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:34:y:2018:i:2:p:288-311.
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Are macroeconomic density forecasts informative?. (2018). Clements, Michael.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:34:y:2018:i:2:p:181-198.
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The impact of oil price shocks on the term structure of interest rates. (2018). Ka, Kook ; Ioannidis, Christos.
In: Energy Economics.
RePEc:eee:eneeco:v:72:y:2018:i:c:p:601-620.
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Revisiting the forecasting accuracy of Phillips curve: The role of oil price. (2018). Salisu, Afees ; Isah, Kazeem ; Ademuyiwa, Idris.
In: Energy Economics.
RePEc:eee:eneeco:v:70:y:2018:i:c:p:334-356.
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Macroeconomic determinants of the term structure: Long-run and short-run dynamics. (2018). Liu, Rui ; Jacobs, Kris ; Doshi, Hitesh.
In: Journal of Empirical Finance.
RePEc:eee:empfin:v:48:y:2018:i:c:p:99-122.
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Simulating historical inflation-linked bond returns. (2018). Swinkels, Laurens.
In: Journal of Empirical Finance.
RePEc:eee:empfin:v:48:y:2018:i:c:p:374-389.
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Predicting US inflation: Evidence from a new approach. (2018). Salisu, Afees ; Isah, Kazeem.
In: Economic Modelling.
RePEc:eee:ecmode:v:71:y:2018:i:c:p:134-158.
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Inflation as a global phenomenon—Some implications for inflation modeling and forecasting. (2018). Martínez García, Enrique ; Kabukçuoğlu Dur, Ayşe ; Martinez-Garcia, Enrique ; Kabukuolu, Aye.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:87:y:2018:i:c:p:46-73.
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A hybrid spline-based parametric model for the yield curve. (2018). Almeida, Caio ; Faria, Adriano.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:86:y:2018:i:c:p:72-94.
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Improving the predictability of commodity prices in US inflation: The role of coffee price. (2018). Salisu, Afees ; Adediran, Idris ; Isah, Kazeem.
In: Working Papers.
RePEc:cui:wpaper:0041.
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You are what you eat: The role of oil price in Nigeria inflation forecast. (2018). tule, moses ; Salisu, Afees ; Chimeke, Charles.
In: Working Papers.
RePEc:cui:wpaper:0040.
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Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises. (2018). Wright, Jonathan ; Kısacıkoğlu, Burçin ; Gürkaynak, Refet ; Gurkaynak, Refet S ; Kisacikoglu, Burin.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:13153.
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Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises. (2018). Wright, Jonathan ; Kısacıkoğlu, Burçin ; Gürkaynak, Refet ; Gurkaynak, Refet S ; Kisacikolu, Burin.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_7229.
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Is Chinese monetary policy forward-looking?. (2018). Zhang, Chengsi ; Dang, Chao.
In: BOFIT Discussion Papers.
RePEc:bof:bofitp:2018_006.
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Tracking and modelling prices using web‐scraped price microdata: towards automated daily consumer price index forecasting. (2018). Mayhew, Matthew ; Winton, Joe ; Davies, Jennifer ; Nason, Guy ; Elliott, Duncan ; Powell, Ben.
In: Journal of the Royal Statistical Society Series A.
RePEc:bla:jorssa:v:181:y:2018:i:3:p:737-756.
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FACTOR MODELS AND TIME€ VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha.
In: Journal of Economic Surveys.
RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.
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MONETARY POLICY SHOCKS, EXPECTATIONS, AND INFORMATION RIGIDITIES. (2018). Czudaj, Robert ; Beckmann, Joscha.
In: Economic Inquiry.
RePEc:bla:ecinqu:v:56:y:2018:i:4:p:2158-2176.
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Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility. (2018). Nason, James ; Mertens, Elmar.
In: BIS Working Papers.
RePEc:bis:biswps:713.
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Sluggish Forecasts. (2018). Jain, Monica.
In: Staff Working Papers.
RePEc:bca:bocawp:18-39.
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Inflation unemployment dynamics in Hungary – A structured cointegration and vector error correction model approach. (2018). Victor, Vijay ; Farkas, Maria Fekete ; Jeeson, Florence.
In: Theoretical and Applied Economics.
RePEc:agr:journl:v:2(615):y:2018:i:2(615):p:195-204.
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Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven. (2017). Czudaj, Robert ; Beckmann, Joscha.
In: VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
RePEc:zbw:vfsc17:168291.
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Forecasting US inflation using Markov dimension switching. (2017). Pruser, Jan.
In: Ruhr Economic Papers.
RePEc:zbw:rwirep:710.
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Inflation expectation uncertainty, inflation and the output gap. (2017). Schmidt, Torsten ; Fuest, Angela.
In: Ruhr Economic Papers.
RePEc:zbw:rwirep:673.
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Nowcasting U.S. Headline and Core Inflation. (2017). Zaman, Saeed ; Knotek, Edward.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:49:y:2017:i:5:p:931-968.
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Estimating Monetary Policy Rules When Nominal Interest Rates Are Stuck at Zero. (2017). Pruitt, Seth ; Kim, Jinill.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:49:y:2017:i:4:p:585-602.
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Alternative tests for correct specification of conditional predictive densities. (2017). Sekhposyan, Tatevik ; Rossi, Barbara.
In: Economics Working Papers.
RePEc:upf:upfgen:1416.
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What Do Professional Forecasters Actually Predict?. (2017). van der Wel, Michel ; Paap, Richard ; Nibbering, Didier.
In: Tinbergen Institute Discussion Papers.
RePEc:tin:wpaper:20150095.
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Do US consumer survey data help beat the random walk in forecasting mortgage rates?. (2017). Baghestani, Hamid ; McMillan, David.
In: Cogent Economics & Finance.
RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1343017.
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Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts. (2017). Ravazzolo, Francesco ; Clark, Todd ; Kruger, Fabian.
In: Journal of Business & Economic Statistics.
RePEc:taf:jnlbes:v:35:y:2017:i:3:p:470-485.
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Conditionally Optimal Weights and Forward-Looking Approaches to Combining Forecasts. (2017). Vasnev, Andrey ; Gibbs, Christopher.
In: Discussion Papers.
RePEc:swe:wpaper:2017-10.
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Forecast combination, non-linear dynamics, and the macroeconomy. (2017). Gibbs, Christopher.
In: Economic Theory.
RePEc:spr:joecth:v:63:y:2017:i:3:d:10.1007_s00199-016-0951-x.
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Applying a microfounded-forecasting approach to predict Brazilian inflation. (2017). Issler, João ; Gaglianone, Wagner ; Matos, Silvia Maria .
In: Empirical Economics.
RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1163-8.
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ASPECTS OF THE MAIN EFFECTS OF INFLATION. (2017). Samson, Tudor ; Marinescu, Radu Titus ; Burea, Doina.
In: Romanian Statistical Review Supplement.
RePEc:rsr:supplm:v:65:y:2017:i:6:p:84-91.
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Central Banks Inflation Forecast and Expectations. A Comparative Analysis. (2017). Szyszko, Magdalena.
In: Prague Economic Papers.
RePEc:prg:jnlpep:v:2017:y:2017:i:3:id:614:p:286-299.
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Forecasting inflation in Mongolia: A dynamic model averaging approach. (2017). Luvsannyam, davaajargal ; Doojav, Gan-Ochir.
In: MPRA Paper.
RePEc:pra:mprapa:102602.
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Euler Equations, Subjective Expectations and Income Shocks. (2017). Attanasio, Orazio ; Kovacs, Agnes.
In: Economics Series Working Papers.
RePEc:oxf:wpaper:820.
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The Formation of Expectations, Inflation and the Phillips Curve. (2017). Kamdar, Rupal ; Gorodnichenko, Yuriy ; Coibion, Olivier.
In: NBER Working Papers.
RePEc:nbr:nberwo:23304.
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The Effect of Disaggregate Information on the Expectation Formation of Firms. (2017). Link, Sebastian ; Buchheim, Lukas.
In: Discussion Papers in Economics.
RePEc:lmu:muenec:41214.
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Machine Learning in Macro-Economic Series Forecasting. (2017). Liao, Yun.
In: International Journal of Economics and Finance.
RePEc:ibn:ijefaa:v:9:y:2017:i:12:p:71-76.
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Euler Equations, Subjective Expectations and Income Shocks.. (2017). Molnar, Krisztina ; Attanasio, Orazio ; Kovacs, Agnes.
In: Discussion Paper Series in Economics.
RePEc:hhs:nhheco:2017_005.
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The Risk Premium of Gold. (2017). Prokopczuk, Marcel ; Benno, Duc Binh ; Simen, Chardin Wese.
In: Hannover Economic Papers (HEP).
RePEc:han:dpaper:dp-616.
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Do Phillips Curves Conditionally Help to Forecast Inflation?. (2017). Fujita, Shigeru ; Stark, Tom ; Dotsey, Michael.
In: Working Papers.
RePEc:fip:fedpwp:17-26.
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Macro Risks and the Term Structure of Interest Rates. (2017). Engstrom, Eric ; Bekaert, Geert ; Ermolov, Andrey.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2017-58.
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Understanding Survey Based Inflation Expectations. (2017). Berge, Travis.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2017-46.
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Macroeconomic Uncertainty Through the Lens of Professional Forecasters. (2017). Sekkel, Rodrigo ; Jo, Soojin.
In: Working Papers.
RePEc:fip:feddwp:1702.
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A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US. (2017). Fernandes, Marcelo ; Chague, Fernando ; Araujo, Fausto Jose .
In: Textos para discussão.
RePEc:fgv:eesptd:445.
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Measuring expectations of inflation: Effects of survey mode, wording, and opportunities to revise. (2017). van Rooij, Maarten ; van der Klaauw, Wilbert ; de Vos, Klaas ; de Bruin, Wandi Bruine ; Teppa, Federica.
In: Journal of Economic Psychology.
RePEc:eee:joepsy:v:59:y:2017:i:c:p:45-58.
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Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven. (2017). Czudaj, Robert ; Beckmann, Joscha.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:74:y:2017:i:c:p:283-300.
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Disagreement in expectations about public debt, monetary policy credibility and inflation risk premium. (2017). Montes, Gabriel ; Curi, Alexandre.
In: Journal of Economics and Business.
RePEc:eee:jebusi:v:93:y:2017:i:c:p:46-61.
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A now-casting model for Canada: Do U.S. variables matter?. (2017). Modugno, Michele ; Bragoli, Daniela.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:33:y:2017:i:4:p:786-800.
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Model and survey estimates of the term structure of US macroeconomic uncertainty. (2017). Galvão, Ana ; Clements, Michael ; Galvo, Ana Beatriz.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:33:y:2017:i:3:p:591-604.
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A comparative assessment of alternative ex ante measures of inflation uncertainty. (2017). Hartmann, Matthias ; Ulm, Maren ; Herwartz, Helmut.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:33:y:2017:i:1:p:76-89.
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Forecasting European interest rates in times of financial crisis – What insights do we get from international survey forecasts?. (2017). Wegener, Christoph ; Spiwoks, Markus ; Bizer, Kilian ; Kunze, Frederik.
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:48:y:2017:i:c:p:192-205.
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Scenario generation for long run interest rate risk assessment. (2017). Roussellet, Guillaume ; Engle, Robert ; Siriwardane, Emil.
In: Journal of Econometrics.
RePEc:eee:econom:v:201:y:2017:i:2:p:333-347.
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Rationality and seasonality: Evidence from inflation forecasts. (2017). Goldstein, Nathan ; Zilberfarb, Ben-Zion.
In: Economics Letters.
RePEc:eee:ecolet:v:150:y:2017:i:c:p:86-90.
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An adaptive approach to forecasting three key macroeconomic variables for transitional China. (2017). Niu, Linlin ; Chen, Ying ; Xu, Xiu.
In: Economic Modelling.
RePEc:eee:ecmode:v:66:y:2017:i:c:p:201-213.
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Flattening of the New Keynesian Phillips curve: Evidence for an emerging, small open economy. (2017). Szafranek, Karol.
In: Economic Modelling.
RePEc:eee:ecmode:v:63:y:2017:i:c:p:334-348.
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Testing for asymmetries in the predictive model for oil price-inflation nexus. (2017). Salisu, Afees ; Isah, Kazeem ; Ademuyiwa, Idris.
In: Economics Bulletin.
RePEc:ebl:ecbull:eb-17-00609.
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Reading between the Lines: Using Media to Improve German Inflation Forecasts. (2017). Ulbricht, Dirk ; Kholodilin, Konstantin ; Beckers, Benjamin.
In: Discussion Papers of DIW Berlin.
RePEc:diw:diwwpp:dp1665.
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Predicting US Inflation: Evidence from a New Approach. (2017). Salisu, Afees ; Isah, Kazeem.
In: Working Papers.
RePEc:cui:wpaper:0039.
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Predicting US CPI-Inflation in the presence of asymmetries, persistence, endogeneity, and conditional heteroscedasticity. (2017). Salisu, Afees ; Isah, Kazeem.
In: Working Papers.
RePEc:cui:wpaper:0026.
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Revisiting the forecasting accuracy of Phillips curve: the role of oil price. (2017). Salisu, Afees ; Isah, Kazeem ; Ademuyiwa, Idris.
In: Working Papers.
RePEc:cui:wpaper:0022.
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Deflating Inflation Expectations: The Implications of Inflations Simple Dynamics. (2017). Schoenholtz, Kermit ; Kashyap, Anil ; Cecchetti, Stephen ; Hooper, Peter ; Feroli, Michael .
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:11925.
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The Effect of Disaggregate Information on the Expectation Formation of Firms. (2017). Link, Sebastian ; Buchheim, Lukas.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_6768.
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Has the forecasting performance of the Federal Reserve’s Greenbooks changed over time?. (2017). Tas, Bedri ; Orman, Cuneyt ; Eksi, Ozan ; Bedri, TA ; Cuneyt, Orman ; Ozan, Eki .
In: The B.E. Journal of Macroeconomics.
RePEc:bpj:bejmac:v:17:y:2017:i:2:p:25:n:16.
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Qualitative and quantitative central bank communication and inflation expectations. (2017). Hubert, Paul ; Paul, Hubert.
In: The B.E. Journal of Macroeconomics.
RePEc:bpj:bejmac:v:17:y:2017:i:1:p:41:n:7.
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Empirical Findings on Inflation Expectations in Brazil: a survey. (2017). Gaglianone, Wagner.
In: Working Papers Series.
RePEc:bcb:wpaper:464.
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Which Model to Forecast the Target Rate?. (2017). van Oordt, Maarten.
In: Staff Working Papers.
RePEc:bca:bocawp:17-60.
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Inflation, real economic growth and unemployment expectations: An empirical analysis based on the ECB Survey of Professional Forecasters. (2017). Sosvilla-Rivero, Simon ; Ramos Herrera, Maria del Carmen ; del Carmen, Mara.
In: Working Papers.
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Is a pure TIPS strategy truly risk free?. (2016). Haensly, Paul J.
In: Review of Financial Economics.
RePEc:wly:revfec:v:28:y:2016:i:1:p:1-20.
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Evaluating the Efficiency of the FOMCs New Economic Projections. (2016). Arai, Natsuki.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:48:y:2016:i:5:p:1019-1049.
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Expectations and Investment. (2016). Shleifer, Andrei ; Gennaioli, Nicola ; Ma, Yueran.
In: NBER Macroeconomics Annual.
RePEc:ucp:macann:doi:10.1086/685965.
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Accounting-based downside risk, cost of capital, and the macroeconomy. (2016). Konchitchki, Yaniv ; Luo, Yan ; Wu, Feng.
In: Review of Accounting Studies.
RePEc:spr:reaccs:v:21:y:2016:i:1:d:10.1007_s11142-015-9338-7.
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The influence of negative response style on survey-based household inflation expectations. (2016). Bialowolski, Piotr ; Biaowolski, Piotr.
In: Quality & Quantity: International Journal of Methodology.
RePEc:spr:qualqt:v:50:y:2016:i:2:p:509-528.
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Interest rate movements and US consumers’ inflation forecast errors: is there a link?. (2016). Baghestani, Hamid.
In: Journal of Economics and Finance.
RePEc:spr:jecfin:v:40:y:2016:i:3:d:10.1007_s12197-016-9354-x.
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Forecasting Employment in Europe: Are Survey Results Helpful?. (2016). Lehmann, Robert ; Weyh, Antje.
In: Journal of Business Cycle Research.
RePEc:spr:jbuscr:v:12:y:2016:i:1:d:10.1007_s41549-016-0002-5.
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Are Macroeconomic Density Forecasts Informative?. (2016). Clements, Michael.
In: ICMA Centre Discussion Papers in Finance.
RePEc:rdg:icmadp:icma-dp2016-02.
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A New Approach to Modelling Sector Stock Returns in China. (2016). CHONG, Terence Tai Leung ; Li, Nasha ; Zou, Lin.
In: MPRA Paper.
RePEc:pra:mprapa:80554.
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Macro Risks and the Term Structure of Interest Rates. (2016). Bekaert, Geert ; Engstrom, Eric ; Ermolov, Andrey.
In: NBER Working Papers.
RePEc:nbr:nberwo:22839.
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Forecasting Chinas Economic Growth and Inflation. (2016). Zha, Tao ; Higgins, Patrick ; Zhong, Karen .
In: NBER Working Papers.
RePEc:nbr:nberwo:22402.
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Identifying Ambiguity Shocks in Business Cycle Models Using Survey Data. (2016). Ho, Paul ; Borovička, Jaroslav ; Borovika, Jaroslav ; Bhandari, Anmol.
In: NBER Working Papers.
RePEc:nbr:nberwo:22225.
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Projections of Inflation Dynamics for Pakistan: GMDH Approach. (2016). Sial, Maqbool ; Iqbal, Shahid.
In: Journal of Economics and Political Economy.
RePEc:ksp:journ1:v:3:y:2016:i:3:p:536-559.
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Deflation Risk and Implications for Life Insurers. (2016). Begin, Jean-Franois.
In: Risks.
RePEc:gam:jrisks:v:4:y:2016:i:4:p:46-:d:84409.
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Term structures of inflation expectations and real interest rates. (2016). Aruoba, S. Boragan.
In: Working Papers.
RePEc:fip:fedpwp:16-9.
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The term structure of expectations and bond yields. (2016). Moench, Emanuel ; Eusepi, Stefano ; Crump, Richard.
In: Staff Reports.
RePEc:fip:fednsr:775.
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The Term Structure and Inflation Uncertainty. (2016). Orphanides, Athanasios ; D'Amico, Stefania ; Breach, Tomas.
In: Working Paper Series.
RePEc:fip:fedhwp:wp-2016-22.
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Nowcasting Turkish GDP and News Decomposition. (2016). Yazgan, Ege ; Soybilgen, Barış ; Modugno, Michele.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2016-44.
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A Nowcasting Model for Canada: Do U.S. Variables Matter?. (2016). Modugno, Michele ; Bragoli, Daniela.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2016-36.
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The roles of inflation expectations, core inflation, and slack in real-time inflation forecasting. (2016). Koenig, Evan ; Kishor, N.
In: Working Papers.
RePEc:fip:feddwp:1613.
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Forecasting Chinas Economic Growth and Inflation. (2016). Zha, Tao ; Higgins, Patrick ; Zhong, Karen .
In: FRB Atlanta Working Paper.
RePEc:fip:fedawp:2016-07.
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Forecasting with a Random Walk. (2016). Pincheira, Pablo ; Medel, Carlos A..
In: Czech Journal of Economics and Finance (Finance a uver).
RePEc:fau:fauart:v:66:y:2016:i:6:p:539-564.
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Models, inattention and expectation updates. (2016). Turen, Javier ; Skreta, Vasiliki ; Giacomini, Raffaella.
In: LSE Research Online Documents on Economics.
RePEc:ehl:lserod:86245.
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Is a pure TIPS strategy truly risk free?. (2016). Haensly, Paul J.
In: Review of Financial Economics.
RePEc:eee:revfin:v:28:y:2016:i:c:p:1-20.
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Macroeconomic factors and the cross-section of commodity futures returns. (2016). Huang, Lin ; Yuan, Ping ; Shang, Hua.
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:45:y:2016:i:c:p:316-332.
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The informational content of the embedded deflation option in TIPS. (2016). Grishchenko, Olesya ; Vanden, Joel M ; Zhang, Jianing.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:65:y:2016:i:c:p:1-26.
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Nowcasting Turkish GDP and news decomposition. (2016). Yazgan, Ege ; Soybilgen, Barış ; Modugno, Michele.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:32:y:2016:i:4:p:1369-1384.
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Time varying biases and the state of the economy. (2016). Hsu, Shih-Hsun ; Xie, Zixiong.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:32:y:2016:i:3:p:716-725.
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Improving the reliability of real-time output gap estimates using survey forecasts. (2016). Moura, Marcelo ; Galimberti, Jaqueson.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:32:y:2016:i:2:p:358-373.
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Dynamic model averaging in large model spaces using dynamic Occam׳s window. (2016). onorante, luca ; Raftery, Adrian E.
In: European Economic Review.
RePEc:eee:eecrev:v:81:y:2016:i:c:p:2-14.
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Does cross-sectional forecast dispersion proxy for macroeconomic uncertainty? New empirical evidence. (2016). Friedrici, Karola ; Baetje, Fabian.
In: Economics Letters.
RePEc:eee:ecolet:v:143:y:2016:i:c:p:38-43.
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Forecasting Chinas economic growth and inflation. (2016). Zha, Tao ; Zhong, Wenna ; Higgins, Patrick.
In: China Economic Review.
RePEc:eee:chieco:v:41:y:2016:i:c:p:46-61.
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Effectiveness of a Cluster of Determinants to Increase Economic Growth Rate: A Combined Statistical Criteria Approach. (2016). Lean, Hooi Hooi ; Lim, Hockeam ; Yip, Chee Yin.
In: International Journal of Economics and Financial Issues.
RePEc:eco:journ1:2016-02-49.
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Measuring expectations of inflation: Effects of survey mode, wording, and opportunities to revise. (2016). van der Klaauw, Wilbert ; de Bruin, Wandi Bruine ; van Rooij, Maarten ; de Vos, Klaas ; Teppa, Federica.
In: Working Papers.
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Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy. (2016). Medel, Carlos A..
In: Working Papers Central Bank of Chile.
RePEc:chb:bcchwp:791.
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Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach. (2016). Medel, Carlos A..
In: Working Papers Central Bank of Chile.
RePEc:chb:bcchwp:785.
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How inertial is monetary policy? implications for the fed’s exit strategy. (2016). Gorodnichenko, Yuriy ; Coibion, Olivier.
In: Department of Economics, Working Paper Series.
RePEc:cdl:econwp:qt2qc6f09b.
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Expectations and investment. (2016). Shleifer, Andrei ; Gennaioli, Nicola ; Ma, Yueran.
In: BIS Working Papers.
RePEc:bis:biswps:562.
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A Joint Model of Nominal and Real Yield Curves. (2016). Vicente, Jose ; Kubudi, Daniela.
In: Working Papers Series.
RePEc:bcb:wpaper:452.
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Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation. (2016). Issler, João ; Gaglianone, Wagner ; Matos, Silvia Maria .
In: Working Papers Series.
RePEc:bcb:wpaper:436.
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Macroeconomic Uncertainty Through the Lens of Professional Forecasters. (2016). Sekkel, Rodrigo ; Jo, Soojin.
In: Staff Working Papers.
RePEc:bca:bocawp:16-5.
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Latent class analyisis for reliable measure of inflation expectation in the indian public. (2016). Kumar, Sunil.
In: Papers.
RePEc:arx:papers:1603.01397.
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Can the Disparity between GDP and GDP Forecast Cause Economic Instability? The Recent Japanese Case. (2016). Kurihara, Yutaka.
In: International Journal of Economics and Financial Research.
RePEc:arp:ijefrr:2016:p:155-160.
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Are Consumer Expectations Theory-Consistent? The Role of Macroeconomic Determinants and Central Bank Communication. (2015). Pfajfar, Damjan ; Lamla, Michael ; Dräger, Lena ; Drager, Lena.
In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts. (2015). Ravazzolo, Francesco ; Clark, Todd ; Kruger, Fabian.
In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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Zukunftsfähigkeit in den Mittelpunkt. Jahresgutachten 2015/16. (2015). .
In: Annual Economic Reports / Jahresgutachten.
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An adaptive approach to forecasting three key macroeconomic variables for transitional China. (2015). Niu, Linlin ; Chen, Ying ; Xu, Xiu.
In: SFB 649 Discussion Papers.
RePEc:zbw:sfb649:sfb649dp2015-023.
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An adaptive approach to forecasting three key macroeconomic variables for transitional China. (2015). Niu, Linlin ; Chen, Ying ; Xu, Xiu.
In: BOFIT Discussion Papers.
RePEc:zbw:bofitp:bdp2015_012.
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Do Inflation Expectations Propagate the Inflationary Impact of Real Oil Price Shocks?: Evidence from the Michigan Survey. (2015). Wong, Benjamin.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:47:y:2015:i:8:p:1673-1689.
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Are Professional Macroeconomic Forecasters Able To Do Better Than Forecasting Trends?. (2015). Clements, Michael.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:47:y:2015:i:2-3:p:349-382.
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Survey Measures of Expected Inflation and the Inflation Process. (2015). Trehan, Bharat.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:47:y:2015:i:1:p:207-222.
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Inflation Forecasts Versus Shaping Inflation Expectations. Comparative Analysis / Prognoza Inflacji Wobec Kształtowania Oczekiwań Inflacyjnych. Analiza Porównawcza. (2015). Magdalena, Szyszko.
In: Comparative Economic Research.
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Stock Returns, Inflation, and Real Activity in Developing Countries: A Markov-Switching Approach. (2015). Cifter, Atilla.
In: Panoeconomicus.
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Macroeconomic regimes. (2015). Moreno, Antonio ; Inghelbrecht, Koen ; Bekaert, Geert ; Cho, S.
In: Other publications TiSEM.
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Overcoming the Forecast Combination Puzzle: Lessons from the Time-Varying Effciency of Phillips Curve Forecasts of U.S. Inï¬‚ation. (2015). Gibbs, Christopher.
In: Discussion Papers.
RePEc:swe:wpaper:2015-09.
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Forecast Combination, Non-linear Dynamics, and the Macroeconomy. (2015). Gibbs, Christopher.
In: Discussion Papers.
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Revisiting the Greenbooks relative forecasting performance. (2015). .
In: Sciences Po publications.
RePEc:spo:wpmain:info:hdl:2441/3pot7260lh88lrfhrhvs85lh2f.
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Revisiting the greenbooks relative forecasting performance. (2015). Hubert, Paul.
In: Sciences Po publications.
RePEc:spo:wpmain:info:hdl:2441/35kgubh40v9gfpnuruelqjnptb.
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Macroeconomic Forecasting Starting from Survey Nowcasts. (2015). Valle e Azevedo, João ; JoÃ£o Valle e Azevedo, ; Gonalves, Ines.
In: Working Papers.
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The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach. (2015). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis.
In: Working Papers.
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Forecasting Inflation using Functional Time Series Analysis. (2015). ghauri, saghir ; Ghouri, Saghir Pervaiz ; Zafar, Raja Fawad ; Qayyum, Abdul.
In: MPRA Paper.
RePEc:pra:mprapa:67208.
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Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach. (2015). Medel, Carlos A..
In: MPRA Paper.
RePEc:pra:mprapa:67081.
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Inflation forecasts: Are market-based and survey-based measures informative?. (2015). Meyler, Aidan ; Grothe, Magdalena.
In: MPRA Paper.
RePEc:pra:mprapa:66982.
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On the robustness of balance statistics with respect to nonresponse. (2015). Seiler, Christian.
In: OECD Journal: Journal of Business Cycle Measurement and Analysis.
RePEc:oec:stdkab:5jrxqbwcjdr3.
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The Evaluation of Global Accuracy of Romanian Inflation Rate Predictions Using Mahalanobis Distance. (2015). Simionescu, Mihaela.
In: Management Dynamics in the Knowledge Economy.
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Real-Time Data should be used in Forecasting Output Growth and Recessionary Events in the US. (2015). Shields, Kalvinder ; Lee, Kevin ; Aristidou, Chrystalleni.
In: Discussion Papers.
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Discounting Pension Liabilities: Funding versus Value. (2015). Pennacchi, George ; Brown, Jeffrey.
In: NBER Working Papers.
RePEc:nbr:nberwo:21276.
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Inflation Expectations and the News. (2015). Bauer, Michael.
In: International Journal of Central Banking.
RePEc:ijc:ijcjou:y:2015:q:2:a:1.
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Estimating Monetary Policy Rules When Nominal Interest Rates Are Stuck at Zero. (2015). Pruitt, Seth ; Kim, Jinill.
In: Discussion Paper Series.
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Forecasting Growth Of Third Party Funds. (2015). Kurniati, Ina Nurmalia.
In: Working Papers.
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Forecasting employment in Europe: Are survey results helpful?. (2015). Lehmann, Robert ; Weyh, Antje.
In: IAB-Discussion Paper.
RePEc:iab:iabdpa:201530.
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An Adaptive Approach to Forecasting Three Key Macroeconomic Variables for Transitional China. (2015). Niu, Linlin ; Chen, Ying ; Xu, Xiu.
In: SFB 649 Discussion Papers.
RePEc:hum:wpaper:sfb649dp2015-023.
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Risks in macroeconomic fundamentals and excess bond returns predictability. (2015). B. De Rezende, Rafael.
In: Working Paper Series.
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Revisiting the greenbooks relative forecasting performance. (2015). Hubert, Paul.
In: SciencePo Working papers Main.
RePEc:hal:spmain:hal-01087522.
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Revisiting the greenbooks relative forecasting performance. (2015). Hubert, Paul.
In: Post-Print.
RePEc:hal:journl:hal-01087522.
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Do Phillips curves conditionally help to forecast inflation?. (2015). Fujita, Shigeru ; Stark, Tom ; Dotsey, Michael.
In: Working Papers.
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Are Survey Expectations Theory-Consistent? The Role of Central Bank Communication and News. (2015). Pfajfar, Damjan ; Lamla, Michael ; Dräger, Lena ; Drager, Lena.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2015-35.
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Can we rely on market-based inflation forecasts?. (2015). Bauer, Michael ; McCarthy, Erin.
In: FRBSF Economic Letter.
RePEc:fip:fedfel:00070.
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Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts. (2015). Ravazzolo, Francesco ; Clark, Todd ; Krueger, Fabian .
In: Working Papers (Old Series).
RePEc:fip:fedcwp:1439.
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Microfounded forecasting. (2015). Issler, João ; Gaglianone, Wagner.
In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
RePEc:fgv:epgewp:766.
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Forecasting Inflation with a Simple and Accurate Benchmark: The Case of the US and a Set of Inflation Targeting Countries. (2015). Pincheira, Pablo ; Medel, Carlos A..
In: Czech Journal of Economics and Finance (Finance a uver).
RePEc:fau:fauart:v:65:y:2015:i:1:p:2-29.
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Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility. (2015). Nason, James ; Mertens, Elmar.
In: CAMA Working Papers.
RePEc:een:camaaa:2015-06.
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Credit conditions and stock return predictability. (2015). Gallmeyer, Michael ; Chava, Sudheer ; Park, Heungju.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:74:y:2015:i:c:p:117-132.
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Macroeconomic regimes. (2015). Moreno, Antonio ; Inghelbrecht, Koen ; Cho, Seonghoon ; Bekaert, Geert ; Baele, Lieven.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:70:y:2015:i:c:p:51-71.
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Stocks, bonds, T-bills and inflation hedging: From great moderation to great recession. (2015). Umar, Zaghum ; Spierdijk, Laura.
In: Journal of Economics and Business.
RePEc:eee:jebusi:v:79:y:2015:i:c:p:1-37.
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Testing for multiple-period predictability between serially dependent time series. (2015). Heaton, Chris.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:31:y:2015:i:3:p:587-597.
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Quantifying survey expectations: A critical review and generalization of the Carlson–Parkin method. (2015). Zhao, Yongchen ; Lahiri, Kajal.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:31:y:2015:i:1:p:51-62.
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News on inflation and the epidemiology of inflation expectations in China. (2015). Zhang, Chengsi ; Lu, Zhe ; Lei, Chengyao.
In: Economic Systems.
RePEc:eee:ecosys:v:39:y:2015:i:4:p:644-653.
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Inflation forecasts: Are market-based and survey-based measures informative?. (2015). Meyler, Aidan ; Grothe, Magdalena.
In: Working Paper Series.
RePEc:ecb:ecbwps:20151865.
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Models, Inattention and Expectation Updates. (2015). Turen, Javier ; Skreta, Vasiliki ; Giacomini, Raffaella.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:11004.
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Models, Inattention and Expectation Updates. (2015). Turen, Javier ; Skreta, Vasiliki ; Giacomini, Raffaella.
In: Discussion Papers.
RePEc:cfm:wpaper:1602.
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An adaptive approach to forecasting three key macroeconomic variables for transitional China. (2015). Chen, Ying ; Xu, Xiu ; Niu, Linlin.
In: BOFIT Discussion Papers.
RePEc:bof:bofitp:urn:nbn:fi:bof-201504131155.
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An adaptive approach to forecasting three key macroeconomic variables for transitional China. (2015). Niu, Linlin ; Chen, Ying ; Xu, Xiu.
In: BOFIT Discussion Papers.
RePEc:bof:bofitp:2015_012.
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Alternative Tests for Correct Specification of Conditional Predictive Densities. (2015). Sekhposyan, Tatevik ; Rossi, Barbara.
In: Working Papers.
RePEc:bge:wpaper:758.
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Conditional Predictive Density Evaluation in the Presence of Instabilities. (2015). Rossi, Barbara ; Sehkposyan, Tatevik .
In: Working Papers.
RePEc:bge:wpaper:688.
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Disagreement about inflation and the yield curve. (2015). Heyerdahl-Larsen, Christian ; Gallmeyer, Michael ; Ehling, Paul ; Illeditsch, Philipp.
In: Working Papers.
RePEc:bde:wpaper:1532.
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Economic Literacy and Inflation Expectations: Evidence from a Laboratory Experiment. (2014). Burke, Mary ; MANZ, MICHAEL .
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:46:y:2014:i:7:p:1421-1456.
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Making Weak Instrument Sets Stronger: Factor‐Based Estimation of Inflation Dynamics and a Monetary Policy Rule. (2014). Storjohann, Lidia ; Mirza, Harun.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:46:y:2014:i:4:p:643-664.
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Forward‐Looking Monetary Policy Rules and Option‐Implied Interest Rate Expectations. (2014). Vähämaa, Sami ; Vahamaa, Sami ; Sihvonen, Jukka.
In: Journal of Futures Markets.
RePEc:wly:jfutmk:v:34:y:2014:i:4:p:346-373.
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Modelling and Trading the Greek Stock Market with Gene Expression and Genetic Programing Algorithms. (2014). Sermpinis, Georgios ; Laws, Jason ; Dunis, Christian ; Karatahansopoulos, Andreas .
In: Journal of Forecasting.
RePEc:wly:jforec:v:33:y:2014:i:8:p:596-610.
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Inflation and Unemployment Forecasting with Genetic Support Vector Regression. (2014). Sermpinis, Georgios ; Breitner, Michael ; Neely, Christopher ; Dunis, Christian ; Stasinakis, Charalampos ; Karathanasopoulos, Andreas ; Theofilatos, Konstantinos ; Mettenheim, Hans-Jorg.
In: Journal of Forecasting.
RePEc:wly:jforec:v:33:y:2014:i:6:p:471-487.
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Sorting out commodity and macroeconomic risk in expected stock returns. (2014). Boons, M. F..
In: Other publications TiSEM.
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Inflation expectation dynamics: the role of past present and forward looking information. (2014). Hubert, Paul ; Harun, Mirza .
In: Sciences Po publications.
RePEc:spo:wpmain:info:hdl:2441/6g0gsihsjmn5snc9pb0hlas97.
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Disentangling qualitative and quantitative central bank influence. (2014). Hubert, Paul.
In: Sciences Po publications.
RePEc:spo:wpmain:info:hdl:2441/2t6uivimtr9438i2qqu6kgfded.
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Inflation expectation dynamics: the role of past present and forward looking information. (2014). Hubert, Paul ; Harun, Mirza .
In: Sciences Po Economics Discussion Papers.
RePEc:spo:wpecon:info:hdl:2441/6g0gsihsjmn5snc9pb0hlas97.
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Quantification and characteristics of household inflation expectations in Switzerland. (2014). Scheufele, Rolf ; Rosenblatt-Wisch, Rina.
In: Working Papers.
RePEc:snb:snbwpa:2014-11.
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Modelling Inflation Volatility. (2014). Strachan, Rodney ; Eisenstat, Eric.
In: Working Paper series.
RePEc:rim:rimwps:43_14.
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News shocks and Business cycles: Evidence from forecast data. (2014). Nguyen, Thuy Lan ; Miyamoto, Wataru.
In: 2014 Meeting Papers.
RePEc:red:sed014:259.
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Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets. (2014). Clements, Michael.
In: ICMA Centre Discussion Papers in Finance.
RePEc:rdg:icmadp:icma-dp2014-06.
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Measuring Macroeconomic Uncertainty: US Inflation and Output Growth. (2014). Galvão, Ana ; Clements, Michael ; Galvo, Ana Beatriz.
In: ICMA Centre Discussion Papers in Finance.
RePEc:rdg:icmadp:icma-dp2014-04.
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Inferring inflation expectations from fixed-event forecasts. (2014). Winkelried, Diego.
In: Working Papers.
RePEc:rbp:wpaper:2014-016.
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The Fisher Hypothesis and Investment Assets: The Vietnamese and Thai Case. (2014). Marc J. K. De Ceuster, ; Annaert, Jan ; Le Long, Hau ; Amonhaemanon, Dalina.
In: International Journal of Financial Research.
RePEc:jfr:ijfr11:v:5:y:2014:i:4:p:180-195.
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Do GAP Models Still have a Role to Play in Forecasting Inflation?. (2014). Kamal, Lillian.
In: The International Journal of Business and Finance Research.
RePEc:ibf:ijbfre:v:8:y:2014:i:3:p:1-12.
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Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve. (2014). Plagborg-Moller, Mikkel ; Mavroeidis, Sophocles ; Stock, James H.
In: Scholarly Articles.
RePEc:hrv:faseco:22795845.
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Are Consumer Expectations Theory-Consistent? The Role of Macroeconomic Determinants and Central Bank Communication. (2014). Pfajfar, Damjan ; Lamla, Michael ; Dräger, Lena ; Drager, Lena.
In: Macroeconomics and Finance Series.
RePEc:hep:macppr:201401.
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Inflation expectation dynamics: the role of past present and forward looking information. (2014). Hubert, Paul ; Mirza, Harun.
In: Working Papers.
RePEc:hal:wpaper:hal-03473828.
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Disentangling qualitative and quantitative central bank influence. (2014). Hubert, Paul.
In: Working Papers.
RePEc:hal:wpaper:hal-01098464.
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Inflation expectation dynamics: the role of past present and forward looking information. (2014). Hubert, Paul ; Mirza, Harun.
In: SciencePo Working papers Main.
RePEc:hal:spmain:hal-03473828.
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Disentangling qualitative and quantitative central bank influence. (2014). Hubert, Paul.
In: SciencePo Working papers Main.
RePEc:hal:spmain:hal-01098464.
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The continuing power of the yield spread in forecasting recessions. (2014). Croushore, Dean ; Marsten, Katherine .
In: Working Papers.
RePEc:fip:fedpwp:14-5.
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The FRBNY staff underlying inflation gauge: UIG. (2014). Rich, Robert ; Potter, Simon ; Amstad, Marlene.
In: Staff Reports.
RePEc:fip:fednsr:672.
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Term Structures of Inflation Expectations and Real Interest Rates: The Effects of Unconventional Monetary Policy. (2014). Aruoba, S. Boragan.
In: Staff Report.
RePEc:fip:fedmsr:502.
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Are Household Investors Noise Traders: Evidence from Belief Dispersion and Stock Trading Volume. (2014). Li, Geng.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2014-35.
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Inflation Expectations and the News. (2014). Bauer, Michael.
In: Working Paper Series.
RePEc:fip:fedfwp:2014-09.
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Nowcasting U.S. Headline and Core Inflation. (2014). Zaman, Saeed ; Knotek, Edward.
In: Working Papers (Old Series).
RePEc:fip:fedcwp:1403.
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The inflation expectations of firms: what do they look like, are they accurate, and do they matter?. (2014). Meyer, Brent ; Parker, Nicholas B. ; Bryan, Michael F..
In: FRB Atlanta Working Paper.
RePEc:fip:fedawp:2014-27.
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Disentangling qualitative and quantitative central bank influence. (2014). Hubert, Paul.
In: Documents de Travail de l'OFCE.
RePEc:fce:doctra:1423.
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Inflation expectation dynamics:the role of past, present and forward looking information. (2014). Hubert, Paul ; Mirza, Harun.
In: Documents de Travail de l'OFCE.
RePEc:fce:doctra:1407.
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Modelling Inflation Volatility. (2014). Strachan, Rodney ; Eisenstat, Eric.
In: CAMA Working Papers.
RePEc:een:camaaa:2014-68.
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Inflation Expectations and How it Explains the Inflationary Impact of Oil Price Shocks: Evidence from the Michigan Survey. (2014). Wong, Benjamin.
In: CAMA Working Papers.
RePEc:een:camaaa:2014-45.
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Modelling Inflation Volatility. (2014). Strachan, Rodney ; Eisenstat, Eric.
In: CAMA Working Papers.
RePEc:een:camaaa:2014-21.
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Measuring the Slowly Evolving Trend in US Inflation with Professional Forecasts. (2014). Smith, Gregor ; Nason, James.
In: CAMA Working Papers.
RePEc:een:camaaa:2014-07.
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Inflation forecasts and core inflation measures: Where is the information on future inflation?. (2014). Smith, Julie ; Liu, Dandan.
In: The Quarterly Review of Economics and Finance.
RePEc:eee:quaeco:v:54:y:2014:i:1:p:133-137.
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Monetary policy regimes and inflation in the new-Keynesian model. (2014). Moore, Bartholomew .
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:40:y:2014:i:c:p:323-337.
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Stress testing interest rate risk exposure. (2014). Gerlach, Jeffrey ; Abdymomunov, Azamat.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:49:y:2014:i:c:p:287-301.
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Accounting earnings and gross domestic product. (2014). Konchitchki, Yaniv ; Patatoukas, Panos N..
In: Journal of Accounting and Economics.
RePEc:eee:jaecon:v:57:y:2014:i:1:p:76-88.
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The financial content of inflation risks in the euro area. (2014). Idier, Julien ; Andrade, Philippe ; Fourel, Valere ; Ghysels, Eric.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:30:y:2014:i:3:p:648-659.
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Forecasting macroeconomic variables using disaggregate survey data. (2014). Wulfsberg, Fredrik ; Ravazzolo, Francesco ; Martinsen, Kjetil .
In: International Journal of Forecasting.
RePEc:eee:intfor:v:30:y:2014:i:1:p:65-77.
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Affine model of inflation-indexed derivatives and inflation risk premium. (2014). Yildirim, Yildiray ; Huang, Henry ; Ho, Hsiao-Wei.
In: European Journal of Operational Research.
RePEc:eee:ejores:v:235:y:2014:i:1:p:159-169.
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A panel analysis of the fisher effect with an unobserved I(1) world real interest rate. (2014). Everaert, Gerdie.
In: Economic Modelling.
RePEc:eee:ecmode:v:41:y:2014:i:c:p:198-210.
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Forecasting employment in Europe: Are survey results helpful?. (2014). Lehmann, Robert ; Weyh, Antje.
In: ifo Working Paper Series.
RePEc:ces:ifowps:_182.
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Expectations, risk premia and information spanning in dynamic term structure model estimation. (2014). Guimaraes, Rodrigo ; Guimares, Rodrigo .
In: Bank of England working papers.
RePEc:boe:boeewp:0489.
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Forecasting recessions in real time. (2014). Ravazzolo, Francesco ; Aastveit, Knut Are ; Jore, Anne Sofie.
In: Working Paper.
RePEc:bno:worpap:2014_02.
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Microfounded Forecasting. (2014). Issler, João ; Gaglianone, Wagner.
In: Working Papers Series.
RePEc:bcb:wpaper:372.
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Decompondo a Inflação Implícita. (2014). Graminho, Flavia ; Jose Valentim Machado Vicente, .
In: Working Papers Series.
RePEc:bcb:wpaper:359.
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Dynamic Model Averaging in Large Model Spaces Using Dynamic Occams Window. (2014). onorante, luca ; Raftery, Adrian E..
In: Papers.
RePEc:arx:papers:1410.7799.
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Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve. (2014). Plagborg-Moller, Mikkel ; Mavroeidis, Sophocles ; Stock, James H..
In: Journal of Economic Literature.
RePEc:aea:jeclit:v:52:y:2014:i:1:p:124-88.
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Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set. (2013). Sala, Luca ; Niu, Linlin ; Favero, Carlo.
In: Working Papers.
RePEc:wyi:wpaper:002005.
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Conditional predictive density evaluation in the presence of instabilities. (2013). Sekhposyan, Tatevik ; Rossi, Barbara.
In: Economics Working Papers.
RePEc:upf:upfgen:1368.
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Inflation expectations in Spain: The Spanish PwC Survey. (2013). Sosvilla-Rivero, Simon ; Ramos Herrera, Maria del Carmen ; del Carmen, Maria.
In: Documentos de Trabajo del ICAE.
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Are Consumer Expectations Theory-Consistent? The Role of Macroeconomic Determinants and Central Bank Communication. (2013). Pfajfar, Damjan ; Lamla, Michael ; Dräger, Lena ; Drager, L.
In: Other publications TiSEM.
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Are Consumer Expectations Theory-Consistent? The Role of Macroeconomic Determinants and Central Bank Communication. (2013). Pfajfar, Damjan ; Lamla, Michael ; Dräger, Lena ; Drager, L..
In: Discussion Paper.
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Do professional forecasters trust in Taylor-type rules? -- Evidence from the Wall Street Journal poll. (2013). Fendel, Ralf ; Frenkel, Michael ; Jan-Christoph Rülke, .
In: Applied Economics.
RePEc:taf:applec:45:y:2013:i:7:p:829-838.
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Stock returns and inflation risk: economic versus statistical evidence. (2013). Katzur, Tomek ; Spierdijk, Laura.
In: Applied Financial Economics.
RePEc:taf:apfiec:v:23:y:2013:i:13:p:1123-1136.
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Model Switching and Model Averaging in Time-Varying Parameter Regression Models. (2013). Koop, Gary ; Gonzalez Belmonte, Miguel Angel.
In: Working Papers.
RePEc:str:wpaper:1302.
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Financial planning for young households. (2013). Poulsen, Rolf ; Pedersen, Anne ; Weissensteiner, Alex.
In: Annals of Operations Research.
RePEc:spr:annopr:v:205:y:2013:i:1:p:55-76:10.1007/s10479-012-1205-3.
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Macroeconomic Regimes. (2013). Moreno, Antonio ; Inghelbrecht, Koen ; Bekaert, Geert ; BAELE, L. ; CHO, S..
In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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A Bunch of Models, a Bunch of Nulls and Inference about Predictive Ability. (2013). Pincheira, Pablo.
In: Journal for Economic Forecasting.
RePEc:rjr:romjef:v::y:2013:i:3:p:26-43.
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Measuring The Slowly Evolving Trend In Us Inflation With Professional Forecasts. (2013). Smith, Gregor ; Nason, James.
In: Working Paper.
RePEc:qed:wpaper:1316.
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Macroeconomic Forecasting Using Low-Frequency Filters. (2013). Valle e Azevedo, João ; Pereira, Ana ; JoÃ£o Valle e Azevedo, .
In: Working Papers.
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Quantifying Heterogeneous Survey Expectations: The Carlson-Parkin Method Revisited. (2013). Zhao, Yongchen ; Lahiri, Kajal.
In: Discussion Papers.
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Deflation Risk. (2013). Lustig, Hanno ; Longstaff, Francis ; Fleckenstein, Matthias.
In: NBER Working Papers.
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Falling Behind the Curve: A Positive Analysis of Stop-Start Monetary Policies and the Great Inflation. (2013). Taylor, John B ; Levin, Andrew.
In: NBER Chapters.
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Misspecification, Identification or Measurement? Another Look at the Price Puzzle. (2013). Shields, Kalvinder ; Perera, Roshan ; Li, Shuyun May.
In: Department of Economics - Working Papers Series.
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Are Consumer Expectations Theory-Consistent? The Role of Macroeconomic Determinants and Central Bank Communication. (2013). Pfajfar, Damjan ; Lamla, Michael ; Dräger, Lena ; Drager, Lena.
In: KOF Working papers.
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Estimating Parameters of Short-Term Real Interest Rate Models. (2013). Khramov, Vadim.
In: IMF Working Papers.
RePEc:imf:imfwpa:2013/212.
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Dont Worry, Be Right! Survey Wording Effects on In flation Perceptions and Expectations. (2013). Fritsche, Ulrich ; Dräger, Lena ; Drger, Lena.
In: Macroeconomics and Finance Series.
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Reverse Kalman filtering U.S. inflation with sticky professional forecasts. (2013). Smith, Gregor ; Nason, James.
In: Working Papers.
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Time-Varying Inflation Risk and Stock Returns. (2013). Szymanowska, Marta ; Duarte, Fernando.
In: Staff Reports.
RePEc:fip:fednsr:621.
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The informational content of the embedded deflation option in TIPS. (2013). Grishchenko, Olesya ; Vanden, Joel M. ; Zhang, Jianing.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2013-24.
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Estimating Monetary Policy Rules When Nominal Interest Rates Are Stuck at Zero. (2013). Pruitt, Seth ; Kim, Jinill.
In: CAMA Working Papers.
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Inflation ambiguity and the term structure of U.S. Government bonds. (2013). Ulrich, Maxim.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:60:y:2013:i:2:p:295-309.
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Bayesian forecasting of federal funds target rate decisions. (2013). van Dijk, Dick ; Paap, Richard ; van den Hauwe, Sjoerd .
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:37:y:2013:i:c:p:19-40.
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Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability. (2013). Roffia, Barbara ; Favero, Carlo ; De Santis, Roberto.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:32:y:2013:i:c:p:377-404.
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Macro-expectations, aggregate uncertainty, and expected term premia. (2013). Schrimpf, Andreas ; Schmeling, Maik ; Dick, Christian.
In: European Economic Review.
RePEc:eee:eecrev:v:58:y:2013:i:c:p:58-80.
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Time-varying combinations of predictive densities using nonlinear filtering. (2013). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica.
In: Journal of Econometrics.
RePEc:eee:econom:v:177:y:2013:i:2:p:213-232.
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Conditional predictive density evaluation in the presence of instabilities. (2013). Sekhposyan, Tatevik ; Rossi, Barbara.
In: Journal of Econometrics.
RePEc:eee:econom:v:177:y:2013:i:2:p:199-212.
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Forecasting Interest Rates. (2013). Duffee, Gregory.
In: Handbook of Economic Forecasting.
RePEc:eee:ecofch:2-385.
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Forecasting Inflation. (2013). Faust, Jon ; Wright, Jonathan H.
In: Handbook of Economic Forecasting.
RePEc:eee:ecofch:2-2.
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Model Switching and Model Averaging in Time- Varying Parameter Regression Models. (2013). Koop, Gary ; Gary, Koop ; Miguel, Belmonte .
In: SIRE Discussion Papers.
RePEc:edn:sirdps:440.
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Nonresponse in Business Tendency Surveys: Theoretical Discourse and Empirical Evidence. (2013). Seiler, Christian.
In: ifo Beiträge zur Wirtschaftsforschung.
RePEc:ces:ifobei:52.
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Measuring Inflation Expectations Using Interval-Coded Data. (2013). Murasawa, Yasutomo.
In: Oxford Bulletin of Economics and Statistics.
RePEc:bla:obuest:v:75:y:2013:i:4:p:602-623.
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Predicting inflation dynamics with singular spectrum analysis. (2013). Soofi, Abdol ; Hassani, Hossein ; Zhigljavsky, Anatoly.
In: Journal of the Royal Statistical Society Series A.
RePEc:bla:jorssa:v:176:y:2013:i:3:p:743-760.
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The financial content of inflation risks in the euro area.. (2013). Idier, Julien ; Andrade, Philippe ; Fourel, V. ; Ghysels, E..
In: Working papers.
RePEc:bfr:banfra:437.
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Perceived Inflation Persistence. (2013). Jain, Monica.
In: Staff Working Papers.
RePEc:bca:bocawp:13-43.
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Subjective and Ex Post Forecast Uncertainty : US Inflation and Output Growth. (2012). Clements, Michael.
In: The Warwick Economics Research Paper Series (TWERPS).
RePEc:wrk:warwec:995.
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Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set. (2012). Sala, Luca ; Niu, Linlin ; Favero, Carlo.
In: Journal of Forecasting.
RePEc:wly:jforec:v:31:y:2012:i:2:p:124-156.
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FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING. (2012). Koop, Gary ; Korobilis, Dimitris.
In: International Economic Review.
RePEc:wly:iecrev:v:53:y:2012:i:3:p:867-886.
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Combining predictive densities using Bayesian filtering with applications to US economic data. (2012). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica.
In: Working Papers.
RePEc:ven:wpaper:2012_16.
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Macroeconomic Regimes. (2012). Moreno, Antonio ; Inghelbrecht, Koen ; Bekaert, Geert ; Baele, Lieven ; Cho, Seonghoon.
In: Faculty Working Papers.
RePEc:una:unccee:wp0312.
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Analyzing the relationships between survey forecasts for different variables and countries. (2012). Paloviita, Maritta ; Viren, Matti.
In: Discussion Papers.
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Uncertainty and Disagreement in Forecasting Inflation : Evidence from the Laboratory (Revised version of CentER DP 2011-053). (2012). Pfajfar, Damjan ; Zakelj, B.
In: Other publications TiSEM.
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Uncertainty and Disagreement in Forecasting Inflation : Evidence from the Laboratory (Revised version of EBC DP 2011-014). (2012). Pfajfar, Damjan ; Zakelj, B.
In: Other publications TiSEM.
RePEc:tiu:tiutis:2b92a09f-918e-4614-978d-0c85efea6260.
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Uncertainty and Disagreement in Forecasting Inflation : Evidence from the Laboratory (Revised version of CentER DP 2011-053). (2012). Zakelj, Blaz ; Pfajfar, Damjan.
In: Discussion Paper.
RePEc:tiu:tiucen:38fac5ce-fe8f-4b61-a679-fdb842f76e77.
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Time-varying Combinations of Predictive Densities using Nonlinear Filtering. (2012). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica.
In: Tinbergen Institute Discussion Papers.
RePEc:tin:wpaper:20120118.
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Forecasting Interest Rates with Shifting Endpoints. (2012). Wright, Jonathan ; van der Wel, Michel ; van Dijk, Dick ; Koopman, Siem Jan.
In: Tinbergen Institute Discussion Papers.
RePEc:tin:wpaper:20120076.
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Forecasting Korean inflation. (2012). Choi, In ; Hwang, Seong Jin .
In: Working Papers.
RePEc:sgo:wpaper:1202.
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A Panel Analysis of the Fisher Effect with an Unobserved I(1) World Real Interest Rate. (2012). Everaert, Gerdie.
In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
RePEc:rug:rugwps:12/782.
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Core and `Crust: Consumer Prices and the Term Structure of Interest Rates. (2012). Benzoni, Luca ; Ajello, Andrea ; Chyruk, Olena.
In: 2012 Meeting Papers.
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Inflation Expectations and Behavior: Do Survey Respondents Act on their Beliefs?. (2012). Zafar, Basit ; van der Klaauw, Wilbert ; topa, giorgio ; de Bruin, Wandi Bruine ; Armantier, Olivier.
In: 2012 Meeting Papers.
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Should macroeconomic forecasters use daily financial data and how?. (2012). Kourtellos, Andros ; Ghysels, Eric ; Andreou, Elena.
In: 2012 Meeting Papers.
RePEc:red:sed012:1196.
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Using Survey Data on Inflation Expectations in the Estimation of Learning and Rational Expectations Models. (2012). Ormeo, Arturo.
In: Working Papers.
RePEc:rbp:wpaper:2012-007.
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A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets. (2012). Bansal, Ravi ; Shaliastovich, Ivan.
In: NBER Working Papers.
RePEc:nbr:nberwo:18357.
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Forecasting interest rates. (2012). Duffee, Greg.
In: Economics Working Paper Archive.
RePEc:jhu:papers:599.
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The Rise and Fall of U.S. Inflation Persistence. (2012). Österholm, Pär ; Beechey, Meredith ; Osterholm, Par.
In: International Journal of Central Banking.
RePEc:ijc:ijcjou:y:2012:q:3:a:2.
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Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability. (2012). Roffia, Barbara ; Favero, Carlo ; De Santis, Roberto.
In: Working Papers.
RePEc:igi:igierp:432.
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Forecast bias in two dimensions. (2012). Croushore, Dean.
In: Working Papers.
RePEc:fip:fedpwp:12-9.
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The price is right: updating of inflation expectations in a randomized price information experiment. (2012). Zafar, Basit ; van der Klaauw, Wilbert ; topa, giorgio ; armantier, olivier ; Nelson, Scott.
In: Staff Reports.
RePEc:fip:fednsr:543.
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Core and Crust: Consumer Prices and the Term Structure of Interest Rates. (2012). Chyruk, Olena ; Benzoni, Luca ; Ajello, Andrea.
In: Working Paper Series.
RePEc:fip:fedhwp:wp-2014-11.
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Inflation risk premium: evidence from the TIPS market. (2012). Huang, Jingzhi ; Grishchenko, Olesya.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2012-06.
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Monetary policy credibility: A Phillips curve view. (2012). Mokoka, Tshepo ; Malikane, Christopher.
In: The Quarterly Review of Economics and Finance.
RePEc:eee:quaeco:v:52:y:2012:i:3:p:266-271.
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The effect of question wording on consumers’ reported inflation expectations. (2012). van der Klaauw, Wilbert ; topa, giorgio ; Armantier, Olivier ; Downs, Julie S. ; Fischhoff, Baruch ; de Bruin, Wandi Bruine.
In: Journal of Economic Psychology.
RePEc:eee:joepsy:v:33:y:2012:i:4:p:749-757.
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Using survey data to resolve the exchange risk exposure puzzle: Evidence from U.S. multinational firms. (2012). Verschoor, Willem ; Verschoor, W. F. C., ; Jongen, R. ; Muller, A..
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:31:y:2012:i:2:p:148-169.
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The term structure of inflation expectations. (2012). Mueller, Philippe ; Chernov, Mikhail.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:106:y:2012:i:2:p:367-394.
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Consumption and real exchange rates in professional forecasts. (2012). Yetman, James ; Smith, Gregor ; Devereux, Michael.
In: Journal of International Economics.
RePEc:eee:inecon:v:86:y:2012:i:1:p:33-42.
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Forecasting with the New Keynesian Phillips curve: Evidence from survey data. (2012). Jean-Baptiste, Frédo.
In: Economics Letters.
RePEc:eee:ecolet:v:117:y:2012:i:3:p:811-813.
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The dynamics of UK and US inflation expectations. (2012). Potter, Simon ; Koop, Gary ; Gefang, Deborah.
In: Computational Statistics & Data Analysis.
RePEc:eee:csdana:v:56:y:2012:i:11:p:3120-3133.
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Estimating Phillips curves in turbulent times using the ECBs survey of professional forecasters. (2012). onorante, luca ; Koop, Gary.
In: Working Paper Series.
RePEc:ecb:ecbwps:20121422.
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Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability. (2012). Roffia, Barbara ; Favero, Carlo ; De Santis, Roberto.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:8957.
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Forecasting Inflation with a Simple and Accurate Benchmark: a Cross-Country Analysis. (2012). Pincheira, Pablo ; Medel, Carlos A..
In: Working Papers Central Bank of Chile.
RePEc:chb:bcchwp:677.
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Forecasting Inflation With a Random Walk. (2012). Pincheira, Pablo ; Medel, Carlos A..
In: Working Papers Central Bank of Chile.
RePEc:chb:bcchwp:669.
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On the Robustness of the Balance Statistics with respect to Nonresponse. (2012). Seiler, Christian.
In: ifo Working Paper Series.
RePEc:ces:ifowps:_126.
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An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks. (2012). Diez de los Rios, Antonio ; Bauer, Gregory.
In: Staff Working Papers.
RePEc:bca:bocawp:12-5.
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Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields. (2012). Fontaine, Jean-Sebastien ; Feunou, Bruno.
In: Staff Working Papers.
RePEc:bca:bocawp:12-37.
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Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth. (2012). Clements, Michael.
In: Economic Research Papers.
RePEc:ags:uwarer:270629.
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Why Are Target Interest Rate Changes So Persistent?. (2012). Gorodnichenko, Yuriy ; Coibion, Olivier.
In: American Economic Journal: Macroeconomics.
RePEc:aea:aejmac:v:4:y:2012:i:4:p:126-62.
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Monetary Policy Estimation in Real Time: Forward‐Looking Taylor Rules without Forward‐Looking Data. (2011). Nikolsko-Rzhevskyy, Alex ; Nikolskorzhevskyy, Alex.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:43:y:2011:i:5:p:871-897.
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Exploring Survey-Based Inflation Forecasts. (2011). Pérez de Gracia, Fernando ; Moreno, Antonio ; Gil-Alana, Luis.
In: Faculty Working Papers.
RePEc:una:unccee:wp0511.
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Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data. (2011). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica.
In: Tinbergen Institute Discussion Papers.
RePEc:tin:wpaper:20110172.
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Bayesian Forecasting of Federal Funds Target Rate Decisions. (2011). van Dijk, Dick ; Paap, Richard ; van den Hauwe, Sjoerd .
In: Tinbergen Institute Discussion Papers.
RePEc:tin:wpaper:20110093.
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Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data. (2011). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica.
In: Tinbergen Institute Discussion Papers.
RePEc:tin:wpaper:20110003.
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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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Macroeconomic Regimes. (2011). Moreno, Antonio ; Inghelbrecht, Koen ; Cho, Seonghoon ; Bekaert, Geert ; Baele, Lieven.
In: 2011 Meeting Papers.
RePEc:red:sed011:817.
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Rational vs. Professional Forecasts. (2011). Valle e Azevedo, João ; Jalles, Joao ; JoÃ£o Valle e Azevedo, .
In: Working Papers.
RePEc:ptu:wpaper:w201114.
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Rational vs. professional forecasts. (2011). Valle e Azevedo, João.
In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
RePEc:ptu:bdpart:ab201108.
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The case for higher frequency inflation expectations. (2011). Guzman, Giselle.
In: MPRA Paper.
RePEc:pra:mprapa:36656.
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What Drives Inflation in the Major OECD Economies?. (2011). Moccero, Diego ; Cournède, Boris ; Watanabe, Shingo ; Cournede, Boris.
In: OECD Economics Department Working Papers.
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Why Are Target Interest Rate Changes So Persistent?. (2011). Gorodnichenko, Yuriy ; Coibion, Olivier.
In: NBER Working Papers.
RePEc:nbr:nberwo:16707.
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Monetary Policy Estimation in Real Time: Forward-Looking Taylor Rules without Forward-Looking Data. (2011). Nikolsko-Rzhevskyy, Alex ; Nikolskorzhevskyy, Alex.
In: Journal of Money, Credit and Banking.
RePEc:mcb:jmoncb:v:43:y:2011:i:5:p:871-897.
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Do Professional Forecasters Trust in Taylor-Type Rules? - Evidence from the Wall Street Journal Poll. (2011). Ruelke, Jan Christoph ; Fendel, Ralf ; Frenkel, Michael.
In: Post-Print.
RePEc:hal:journl:hal-00743770.
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Do Phillips curves conditionally help to forecast inflation?. (2011). Fujita, Shigeru ; Stark, Tom ; Dotsey, Michael.
In: Working Papers.
RePEc:fip:fedpwp:11-40.
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Core measures of inflation as predictors of total inflation. (2011). Mester, Loretta ; Crone, Theodor M. ; N. NEIL K. KHETTRY, ; NOVAK, JASON A..
In: Working Papers.
RePEc:fip:fedpwp:11-24.
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Inflation expectations and behavior: Do survey respondents act on their beliefs?. (2011). Zafar, Basit ; van der Klaauw, Wilbert ; topa, giorgio ; armantier, olivier ; de Bruin, Wandi Bruine.
In: Staff Reports.
RePEc:fip:fednsr:509.
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The information content of the embedded deflation pption in TIPS. (2011). Grishchenko, Olesya ; Vanden, Joel M. ; Zhang, Jianing.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2011-58.
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The usefulness of core PCE inflation measures. (2011). Detmeister, Alan.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2011-56.
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Measuring the level and uncertainty of trend inflation. (2011). Mertens, Elmar.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2011-42.
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Assessment of Consensus Forecasts Accuracy: The Czech National Bank Perspective. (2011). Raková, Marie ; Novotný, Filip.
In: Czech Journal of Economics and Finance (Finance a uver).
RePEc:fau:fauart:v:61:y:2011:i:4:p:348-366.
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Improving forecasting performance by window and model averaging. (2011). Thomakos, Dimitrios ; Bhattacharya, Prasad.
In: CAMA Working Papers.
RePEc:een:camaaa:2011-05.
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Expectations of inflation: The biasing effect of thoughts about specific prices. (2011). van der Klaauw, Wilbert ; topa, giorgio ; de Bruin, Wndi Bruine.
In: Journal of Economic Psychology.
RePEc:eee:joepsy:v:32:y:2011:i:5:p:834-845.
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Cost-based Phillips Curve forecasts of inflation. (2011). Mazumder, Sandeep.
In: Journal of Macroeconomics.
RePEc:eee:jmacro:v:33:y:2011:i:4:p:553-567.
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Time-variation in term premia: International survey-based evidence. (2011). Wolff, Christian ; Verschoor, Willem ; Wolff, Christian C. P., ; Verschoor, Willem F. C., ; Jongen, Ron .
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:30:y:2011:i:4:p:605-622.
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Time-varying short-horizon predictability. (2011). Henkel, Sam ; Martin, Spencer J. ; Nardari, Federico.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:99:y:2011:i:3:p:560-580.
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Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations?. (2011). Schrimpf, Andreas ; Schmeling, Maik.
In: European Economic Review.
RePEc:eee:eecrev:v:55:y:2011:i:5:p:702-719.
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Inflation expectations: Does the market beat econometric forecasts?. (2011). El-Shagi, Makram.
In: The North American Journal of Economics and Finance.
RePEc:eee:ecofin:v:22:y:2011:i:3:p:298-319.
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Forecasting Inflation Using Dynamic Model Averaging. (2011). Koop, Gary ; Korobilis, Dimitris.
In: SIRE Discussion Papers.
RePEc:edn:sirdps:281.
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Estimating Phillips Curves in Turbulent Times using the ECBâ€™s Survey of Professional Forecasters. (2011). onorante, luca ; Koop, Gary.
In: SIRE Discussion Papers.
RePEc:edn:sirdps:260.
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Forecasting inflation with gradual regime shifts and exogenous information. (2011). Teräsvirta, Timo ; Hubrich, Kirstin ; Gonzalez, Andres ; Terasvirta, Timo.
In: Working Paper Series.
RePEc:ecb:ecbwps:20111363.
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How do inflation expectations form? New insights from a high-frequency survey. (2011). Moessner, Richhild ; Heemeijer, Peter ; Galati, Gabriele.
In: Working Papers.
RePEc:dnb:dnbwpp:283.
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Why are target interest rate changes so persistent?. (2011). Gorodnichenko, Yuriy ; Coibion, Olivier.
In: Working Papers.
RePEc:cwm:wpaper:106.
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Jaque Mate a las Proyecciones de Consenso. (2011). Pincheira, Pablo ; Pablo Pincheira B., ; Fernandez, Nicolas.
In: Working Papers Central Bank of Chile.
RePEc:chb:bcchwp:630.
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Using Survey Data on Inflation Expectations in the Estimation of Learning and Rational Expectations Models. (2011). Ormeo, Arturo.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_3552.
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How do inflation expectations form? New insights from a high-frequency survey. (2011). Moessner, Richhild ; Galati, Gabriele ; Heemeijer, Peter.
In: BIS Working Papers.
RePEc:bis:biswps:349.
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Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset. (2011). Wright, Jonathan.
In: American Economic Review.
RePEc:aea:aecrev:v:101:y:2011:i:4:p:1514-34.
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Inflation Dynamics: The Role of Expectations. (2010). Nunes, Ricardo.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:42:y:2010:i:6:p:1161-1172.
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Should macroeconomic forecasters use daily financial data and how?. (2010). Kourtellos, Andros ; Andreou, Elena ; Ghysels, Eric.
In: University of Cyprus Working Papers in Economics.
RePEc:ucy:cypeua:09-2010.
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Time Varying Dimension Models. (2010). Strachan, Rodney ; Leon-Gonzalez, Roberto ; Koop, Gary ; Joshua C. C. Chan, .
In: Working Paper series.
RePEc:rim:rimwps:44_10.
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Should Macroeconomic Forecasters Use Daily Financial Data and How?. (2010). Kourtellos, Andros ; Andreou, Elena ; Ghysels, Eric.
In: Working Paper series.
RePEc:rim:rimwps:42_10.
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Forecasting Inflation (and the Business Cycle?) with Monetary Aggregates. (2010). Valle e Azevedo, João ; Pereira, Ana ; Joao Valle e Azevedo, .
In: Working Papers.
RePEc:ptu:wpaper:w201024.
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Forecasting Inflation with Monetary Aggregates. (2010). Valle e Azevedo, João.
In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
RePEc:ptu:bdpart:ab201011.
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Modeling Inflation After the Crisis. (2010). Watson, Mark W ; Stock, James H.
In: Working Papers.
RePEc:pri:econom:2010-1.
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An inflation expectations horserace. (2010). Guzman, Giselle.
In: MPRA Paper.
RePEc:pra:mprapa:36511.
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Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts. (2010). Gorodnichenko, Yuriy ; Coibion, Olivier.
In: NBER Working Papers.
RePEc:nbr:nberwo:16537.
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Falling Behind the Curve: A Positive Analysis of Stop-Start Monetary Policies and the Great Inflation. (2010). Taylor, John ; Levin, Andrew.
In: NBER Working Papers.
RePEc:nbr:nberwo:15630.
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Household inflation expectations and inflation dynamics. (2010). Gábriel, Péter ; Gabriel, Peter.
In: MNB Working Papers.
RePEc:mnb:wpaper:2010/12.
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Inflation Dynamics: The Role of Expectations. (2010). Nunes, Ricardo.
In: Journal of Money, Credit and Banking.
RePEc:mcb:jmoncb:v:42:y:2010:i:6:p:1161-1172.
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Imperfect Information and Aggregate Supply. (2010). Reis, Ricardo ; Mankiw, N. Gregory.
In: Scholarly Articles.
RePEc:hrv:faseco:33907956.
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Modeling inflation after the crisis. (2010). Watson, Mark ; Stock, James.
In: Proceedings - Economic Policy Symposium - Jackson Hole.
RePEc:fip:fedkpr:y:2010:p:173-220.
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Measuring Inflation Expectations Using Interval-Coded Data. (2010). Murasawa, Yasutomo ; Yasutomo, Murasawa.
In: ESRI Discussion paper series.
RePEc:esj:esridp:236.
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Las expectativas macroeconÃ³micas de los especialistas. Una evaluaciÃ³n de pronÃ³sticos de corto plazo en MÃ©xico. (2010). Capistrán, Carlos ; Lopez-Moctezuma, Gabriel.
In: El Trimestre Económico.
RePEc:elt:journl:v:77:y:2010:i:306:p:275-312.
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Why do forecasters disagree? Lessons from the term structure of cross-sectional dispersion. (2010). Timmermann, Allan ; Patton, Andrew.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:57:y:2010:i:7:p:803-820.
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Inflation and the stock market: Understanding the Fed Model. (2010). Engstrom, Eric ; Bekaert, Geert.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:57:y:2010:i:3:p:278-294.
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Forecasting the yield curve: A statistical model with market survey data. (2010). Vicente, Jose Valentim Machado, ; Filho, Romeu Braz Pereira Gomes, ; Leite, Andre Luis.
In: International Review of Financial Analysis.
RePEc:eee:finana:v:19:y:2010:i:2:p:108-112.
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Multi-horizon inflation forecasts using disaggregated data. (2010). Ramos Francia, Manuel ; Capistrán, Carlos ; Ramos-Francia, Manuel ; Constandse, Christian .
In: Economic Modelling.
RePEc:eee:ecmode:v:27:y:2010:i:3:p:666-677.
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Evaluating the effect of monetary policy on unemployment with alternative inflation forecasts. (2010). Ciccarelli, Matteo ; Altavilla, Carlo.
In: Economic Modelling.
RePEc:eee:ecmode:v:27:y:2010:i:1:p:237-253.
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Time Varying Dimension Models. (2010). Strachan, Rodney ; Leon-Gonzalez, Roberto ; Koop, Gary.
In: SIRE Discussion Papers.
RePEc:edn:sirdps:663.
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Forecasting Inflation Using Dynamic Model Averaging. (2010). Koop, Gary ; Korobilis, Dimitris.
In: SIRE Discussion Papers.
RePEc:edn:sirdps:242.
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Inflation risks and inflation risk premia. (2010). Werner, Thomas ; Garcia, Juan Angel.
In: Working Paper Series.
RePEc:ecb:ecbwps:20101162.
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Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts. (2010). Gorodnichenko, Yuriy ; Coibion, Olivier.
In: Working Papers.
RePEc:cwm:wpaper:102.
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Imperfect Information and Aggregate supply. (2010). Reis, Ricardo ; Mankiw, N. Gregory.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:7711.
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An Evaluation of Inflation Forecasts from Surveys Using Real-Time Data. (2010). Croushore, Dean.
In: The B.E. Journal of Macroeconomics.
RePEc:bpj:bejmac:v:10:y:2010:i:1:n:10.
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Combining predictive densities using Bayesian filtering with applications to US economics data. (2010). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica.
In: Working Paper.
RePEc:bno:worpap:2010_29.
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Forecast Combinations. (2010). Timmermann, Allan ; Capistrán, Carlos ; Aiolfi, Marco.
In: Working Papers.
RePEc:bdm:wpaper:2010-04.
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Why are survey forecasts superior to model forecasts?. (2010). Clements, Michael.
In: Economic Research Papers.
RePEc:ags:uwarer:270770.
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Do Expectations Matter? The Great Moderation Revisited. (2010). Gambetti, Luca ; Canova, Fabio.
In: American Economic Journal: Macroeconomics.
RePEc:aea:aejmac:v:2:y:2010:i:3:p:183-205.
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The TIPS Yield Curve and Inflation Compensation. (2010). Wright, Jonathan ; Gürkaynak, Refet ; Refet S. Gürkaynak, ; Sack, Brian.
In: American Economic Journal: Macroeconomics.
RePEc:aea:aejmac:v:2:y:2010:i:1:p:70-92.
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Forecast Combinations. (2010). Timmermann, Allan ; Capistrán, Carlos ; Aiolfi, Marco.
In: CREATES Research Papers.
RePEc:aah:create:2010-21.
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Inflation Expectations: Does the Market Beat Professional Forecasts?. (2009). El-Shagi, Makram.
In: IWH Discussion Papers.
RePEc:zbw:iwhdps:iwh-16-09.
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Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data. (2009). Kilian, Lutz ; Inoue, Atsushi ; Kiraz, Fatma Burcu.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:41:y:2009:i:7:p:1331-1363.
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Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments. (2009). West, Kenneth ; Anatolyev, Stanislav ; Wong, Ka-Fu .
In: Econometric Reviews.
RePEc:taf:emetrv:v:28:y:2009:i:5:p:441-467.
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Time Varying U.S. Inflation Dynamics and the New Keynesian Phillips Curve. (2009). Lansing, Kevin.
In: Review of Economic Dynamics.
RePEc:red:issued:07-129.
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The Determinants of Stock and Bond Return Comovements. (2009). Inghelbrecht, Koen ; Bekaert, Geert ; Baele, Lieven.
In: NBER Working Papers.
RePEc:nbr:nberwo:15260.
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Forecasting growth and inflation in an enlarged euro area. (2009). Pantelidis, Theologos ; Panopoulou, Ekaterini ; Flavin, Thomas.
In: Journal of Forecasting.
RePEc:jof:jforec:v:28:y:2009:i:5:p:405-425.
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Forecasting US inflation by Bayesian model averaging. (2009). Wright, Jonathan.
In: Journal of Forecasting.
RePEc:jof:jforec:v:28:y:2009:i:2:p:131-144.
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Disagreement among Forecasters in G7 Countries. (2009). Slacalek, Jiri ; Fritsche, Ulrich ; Dovern, Jonas.
In: Macroeconomics and Finance Series.
RePEc:hep:macppr:200906.
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Challenges in macro-finance modeling. (2009). Kim, Don H..
In: Review.
RePEc:fip:fedlrv:y:2009:i:sep:p:519-544:n:v.91no.5,pt.2.
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Survey measures of expected inflation and the inflation process. (2009). Trehan, Bharat.
In: Working Paper Series.
RePEc:fip:fedfwp:2009-10.
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Inflation and the stock market: Understanding the “Fed Model”. (2009). Engstrom, Eric ; Bekaert, Geert.
In: Proceedings.
RePEc:fip:fedfpr:y:2009:i:jan:x:3.
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Real-time inflation forecasting in a changing world. (2009). Paap, Richard ; Groen, Jan ; Groen, J. J. J., .
In: Econometric Institute Research Papers.
RePEc:ems:eureir:16709.
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Mortgage timing. (2009). Van Nieuwerburgh, Stijn ; koijen, ralph ; van Hemert, Otto ; Koijen, Ralph S. J., .
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:93:y:2009:i:2:p:292-324.
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Pooling forecasts in linear rational expectations models. (2009). Smith, Gregor.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:33:y:2009:i:11:p:1858-1866.
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Do expectations matter? The Great Moderation revisited. (2009). Gambetti, Luca ; Canova, Fabio.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:7597.
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Nowcasting, Business Cycle Dating and the Interpretation of New Information when Real-Time Data are Available. (2009). Shields, Kalvinder ; Lee, Kevin ; Olekalns, Nils.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:7426.
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Real-Time Inflation Forecasting in a Changing World. (2009). Ravazzolo, Francesco ; Paap, Richard ; Groen, Jan ; Jan J. J. Groen, .
In: Working Paper.
RePEc:bno:worpap:2009_16.
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Observed Inflation Forecasts and the New Keynesian Phillips Curve*. (2009). Zhang, Chengsi ; Osborn, Denise ; Kim, Dong Heon.
In: Oxford Bulletin of Economics and Statistics.
RePEc:bla:obuest:v:71:y:2009:i:3:p:375-398.
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Using Seasonal Models to Forecast Short-Run Inflation in Mexico. (2009). Ramos Francia, Manuel ; Capistrán, Carlos ; Ramosfrancia, Manuel ; Constandse, Christian .
In: Working Papers.
RePEc:bdm:wpaper:2009-05.
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Extraction of financial market expectations about inflation and interest rates from a liquid market. (2009). Marqués Sevillano, Jose Manuel ; Gimeno, Ricardo ; Marqus, Jos Manuel.
In: Working Papers.
RePEc:bde:wpaper:0906.
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Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations?. (2008). Schrimpf, Andreas ; Schmeling, Maik.
In: SFB 649 Discussion Papers.
RePEc:zbw:sfb649:sfb649dp2008-036.
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Business surveys and inflation forecasting in China. (2008). Mehrotra, Aaron ; Kaaresvirta, Juuso.
In: BOFIT Discussion Papers.
RePEc:zbw:bofitp:bdp2008_022.
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Data Revisions, Gradualism, and US Inflation Pressure in Real Time. (2008). Siklos, Pierre ; Weymark, Diana N.
In: Vanderbilt University Department of Economics Working Papers.
RePEc:van:wpaper:0816.
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Monetary Policy Evaluation in Real Time: Forward-Looking Taylor Rules Without Forward-Looking Data. (2008). Nikolsko-Rzhevskyy, Alex.
In: MPRA Paper.
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Phillips Curve Inflation Forecasts. (2008). Watson, Mark ; Stock, James.
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Efficient Prediction of Excess Returns. (2008). Wright, Jonathan ; Faust, Jon.
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THE CALIBRATION OF PROBABILISTIC ECONOMIC FORECASTS. (2008). van Norden, Simon ; Galbraith, John.
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The Formation of Inflation Perceptions - Some Empirical Facts for European Countries. (2008). Lein, Sarah ; Maag, Thomas.
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Observed Inflation Forecasts and the New Keynesian Phillips Curve. (2008). Zhang, Chengsi ; Osborn, Denise ; Kim, Dong Heon.
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Expected Inflation, Expected Stock Returns, and Money Illusion: What can we learn from Survey Expectations?. (2008). Schrimpf, Andreas ; Schmeling, Maik.
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Do Macroeconomic Variables Forecast Changes in Liquidity? An Out-of-sample Study on the Order-driven Stock Markets in Scandinavia. (2008). Soderberg, Jonas.
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The New Keynesian Phillips curve : lessons from single-equation econometric estimation. (2008). Smith, Gregor ; Nason, James.
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An empirical assessment of the relationships among inflation and short- and long-term expectations. (2008). Davig, Troy ; Clark, Todd.
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Expected consumption growth from cross-country surveys: implications for assessing international capital markets. (2008). Rogers, John ; Engel, Charles.
In: International Finance Discussion Papers.
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Term premiums and inflation uncertainty: empirical evidence from an international panel dataset. (2008). Wright, Jonathan.
In: Finance and Economics Discussion Series.
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Challenges in macro-finance modeling. (2008). Kim, Don.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2008-06.
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The TIPS yield curve and inflation compensation. (2008). Wright, Jonathan ; Gürkaynak, Refet ; Gurkaynak, Refet S. ; Sack, Brian.
In: Finance and Economics Discussion Series.
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Estimating real and nominal term structures using Treasury yields, inflation, inflation forecasts, and inflation swap rates. (2008). Pennacchi, George ; Haubrich, Joseph ; Ritchken, Peter.
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Phillips curve inflation forecasts. (2008). Watson, Mark ; Stock, James.
In: Conference Series ; [Proceedings].
RePEc:fip:fedbcp:y:2008:n:53:x:2.
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The Inefficient Use of Macroeconomic Information in Analysts Earnings Forecasts in Emerging Markets. (2008). van Dijk, Dick ; van Dijk, D. J. C., ; de Zwart, G. J..
In: ERIM Report Series Research in Management.
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Investor sentiment in the US-dollar: Longer-term, non-linear orientation on PPP. (2008). Menkhoff, Lukas ; Rebitzky, Rafael R..
In: Journal of Empirical Finance.
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The Calibration of Probabilistic Economic Forecasts. (2008). van Norden, Simon ; Galbraith, John.
In: CIRANO Working Papers.
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Business surveys and inflation forecasting in China. (2008). Kaaresvirta, Juuso ; Mehrotra, Aaron.
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Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices. (2008). Wei, Min ; D'Amico, Stefania ; Kim, Don H.
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Experts Macroeconomics Expectations: An Evaluation of Mexican Short-Run Forecasts.. (2008). Capistrán, Carlos ; Lopez-Moctezuma, Gabriel.
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Understanding the Evolving the Evolving Inflation Process. (2007). Schoenholtz, Kermit ; Cecchetti, Stephen ; Hooper, Peter ; Watson, Mark W ; Kasman, Bruce C.
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The Rise and Fall of U.S. Inflation Persistence. (2007). Österholm, Pär ; Beechey, Meredith.
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Investor sentiment in the US-dollar: longer-term, nonlinear orientation on PPP. (2007). Menkhoff, Lukas ; Rebitzky, Rafael.
In: Hannover Economic Papers (HEP).
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Information combination and forecast (st)ability evidence from vintages of time-series data. (2007). Ciccarelli, Matteo ; Altavilla, Carlo.
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Reporting biases and survey results: evidence from European professional forecasters. (2007). Garcia, Juan Angel ; Manzanares, Andres.
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Challenges in macro-finance modeling. (2007). Kim, Don H.
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An evaluation of inflation forecasts from surveys using real-time data. (2006). Croushore, Dean.
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Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve. (). Plagborg-Moller, Mikkel ; Mavroeidis, Sophocles ; Plagborg-Mller, Mikkel ; Stock, James H..
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Do macro variables, asset markets, or surveys forecast inflation better?. (2007). Wei, Min ; Bekaert, Geert ; Ang, Andrew.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:54:y:2007:i:4:p:1163-1212.
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Do macro variables, asset markets, or surveys forecast inflation better?. (2007). Wei, Min ; Bekaert, Geert ; Ang, Andrew. In: Journal of Monetary Economics. RePEc:eee:moneco:v:54:y:2007:i:4:p:1163-1212. Full description at Econpapers || Download paper

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Do macro variables, asset markets, or surveys forecast inflation better?. (2007). Wei, Min ; Bekaert, Geert ; Ang, Andrew.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:54:y:2007:i:4:p:1163-1212.
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