create a website

Indeterminacy and forecastability. (2011). Hirose, Yasuo ; Fujiwara, Ippei.
In: Globalization Institute Working Papers.
RePEc:fip:feddgw:91.

Full description at Econpapers || Download paper

Cited: 2

Citations received by this document

Cites: 25

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Inflation Gap Persistence, Indeterminacy, and Monetary Policy. (2021). Van Zandweghe, Willem ; Kurozumi, Takushi ; Hirose, Yasuo.
    In: Working Papers.
    RePEc:fip:fedcwq:89958.

    Full description at Econpapers || Download paper

  2. Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation. (2019). Haque, Qazi.
    In: Economics Discussion / Working Papers.
    RePEc:uwa:wpaper:19-10.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Atkeson, Andrew, and Lee E. Ohanian (2001). âAre Phillips Curves Useful for Forecasting Inâation?.âQuarterly Review, 25(1), 2â11.

  2. Calvo, Guillermo A. (1983). âStaggered Prices in A Utility-Maximizing Framework.â Journal of Monetary Economics, 12(3), 383â398.
    Paper not yet in RePEc: Add citation now
  3. Clarida, Richard, Jordi GalÃ, and Mark Gertler (2000). âMonetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory.âQuarterly Journal of Economics, 115(1), 147â180.

  4. DâAgostino, Antonello, Domenico Giannone, and Paolo Surico (2006). â(Un)Predictability and Macroeconomic Stability.â Working Paper Series 605, European Central Bank.

  5. Edge, Rochelle M., and Refet S. Gurkaynak (2010). âHow Useful Are Estimated DSGE Model Forecasts for Central Bankers?.â Brookings Papers on Economic Activity, 41(2), 209â259.

  6. Estrella, Arturo (2005). âWhy Does the Yield Curve Predict Output and Inâation?.â Economic Journal, 115(505), 722â744.
    Paper not yet in RePEc: Add citation now
  7. Faust, Jon, and Jonathan H. Wright (2009). âComparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset.âJournal of Business & Economic Statistics, 27(4), 468â479.

  8. Fisher, Jonas D. M., Chin Te Liu, and Ruilin Zhou (2002). âWhen Can We Forecast Inâation?.âEconomic Perspectives, (1Q), 32â44.

  9. Fuhrer, Je, Giovanni Olivei, and Georey M. B. Tootell (2009). âEmpirical Estimates of Changing Inâation Dynamics.â Working Papers 09-4, Federal Reserve Bank of Boston.

  10. GalÃ, Jordi (2008). Monetary Policy, Inâation, and the Business Cycle: An Introduction to the New Keynesian Framework. Princeton: Princeton University Press.
    Paper not yet in RePEc: Add citation now
  11. Goodfriend, Marvin, and Robert G. King (2009). âThe Great Inâation Drift.âNBER Working Papers 14862, National Bureau of Economic Research, Inc.
    Paper not yet in RePEc: Add citation now
  12. Hirose, Yasuo (2007). âSunspot Fluctuations under Zero Nominal Interest Rates.â Economics Letters, 97(1), 39â45.

  13. Hirose, Yasuo (2008). âEquilibrium Indeterminacy and Asset Price Fluctuation in Japan: A Bayesian Investigation.âJournal of Money, Credit and Banking, 40(5), 967â999.

  14. Hirose, Yasuo (2010). âMonetary Policy and Sunspot Fluctuations in the U.S. and the Euro Area.âMacroeconomic Dynamics, forthcoming.

  15. Lubik, Thomas A., and Frank Schorfheide (2003). âComputing Sunspot Equilibria in Linear Rational Expectations Models.â Journal of Economic Dynamics and Control, 28(2), 273â285.

  16. Lubik, Thomas A., and Frank Schorfheide (2004). âTesting for Indeterminacy: An Application to U.S. Monetary Policy.â American Economic Review, 94(1), 190â 217.
    Paper not yet in RePEc: Add citation now
  17. Orphanides, Athanasios, and Simon van Norden (2005). âThe Reliability of Inâation Forecasts Based on Output Gap Estimates in Real Time.â Journal of Money, Credit and Banking, 37(3), 583â601.

  18. Roberts, John M. (2004). âMonetary Policy and Inâation Dynamics.âFinance and Economics Discussion Series 2004-62, Board of Governors of the Federal Reserve System.
    Paper not yet in RePEc: Add citation now
  19. Sims, Christopher A. (2002). âSolving Linear Rational Expectations Models.âComputational Economics, 20(1-2), 1â20.
    Paper not yet in RePEc: Add citation now
  20. Stock, James H., and Mark W. Watson (2007). âWhy Has U.S. Inâation Become Harder to Forecast?.âJournal of Money, Credit and Banking, 39(s1), 3â33.
    Paper not yet in RePEc: Add citation now
  21. Taylor, John B. (1993). âDiscretion versus Policy Rules in Practice.â CarnegieRochester Conference Series on Public Policy, 39, 195â214.
    Paper not yet in RePEc: Add citation now
  22. Trehan, Bharat (2009). âSurvey Measures of Expected Inâation and the Inâation Process.âWorking Paper Series 2009-10, Federal Reserve Bank of San Francisco.
    Paper not yet in RePEc: Add citation now
  23. Tulip, Peter (2009). âHas the Economy Become More Predictable? Changes in Greenbook Forecast Accuracy.â Journal of Money, Credit and Banking, 41(6), 1217â1231.

  24. Walsh, Carl E. (2010). Monetary Theory and Policy. Cambridge: The MIT Press, 3 edn.
    Paper not yet in RePEc: Add citation now
  25. Woodford, Michael (2003). Interest and Prices: Foundations of a Theory of Monetary Policy. Princeton: Princeton University Press.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Inflation persistence. (2009). Fuhrer, Jeffrey.
    In: Working Papers.
    RePEc:fip:fedbwp:09-14.

    Full description at Econpapers || Download paper

  2. Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities. (2007). Schumacher, Christian ; Scharnagl, Michael.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:5573.

    Full description at Econpapers || Download paper

  3. Federal Reserve Information During the Great Moderation. (2007). Whelan, Karl ; D'Agostino, Antonello.
    In: MPRA Paper.
    RePEc:pra:mprapa:6092.

    Full description at Econpapers || Download paper

  4. Commentary on \\Model fit and model selection\\. (2007). Ohanian, Lee.
    In: Review.
    RePEc:fip:fedlrv:y:2007:i:jul:p:361-370:n:v.89no.4.

    Full description at Econpapers || Download paper

  5. Phillips curve instability and optimal monetary policy. (2007). Davig, Troy.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp07-04.

    Full description at Econpapers || Download paper

  6. Maintaining low inflation: money, interest rates, and policy stance. (2007). Reynard, Samuel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007756.

    Full description at Econpapers || Download paper

  7. Monetary Policy and Inflation Dynamics. (2006). Roberts, John.
    In: MPRA Paper.
    RePEc:pra:mprapa:812.

    Full description at Econpapers || Download paper

  8. Why Has U.S. Inflation Become Harder to Forecast?. (2006). Watson, Mark ; Stock, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12324.

    Full description at Econpapers || Download paper

  9. Empirical Phillips Curves in OECD Countries: Has There Been A Common Breakdown?. (2006). Doyle, Matthew.
    In: Staff General Research Papers Archive.
    RePEc:isu:genres:12684.

    Full description at Econpapers || Download paper

  10. Monetary Policy and Inflation Dynamics. (2006). Roberts, John.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2006:q:3:a:6.

    Full description at Econpapers || Download paper

  11. Forecasting inflation and output: comparing data-rich models with simple rules. (2006). Kliesen, Kevin ; Gavin, William.
    In: Working Papers.
    RePEc:fip:fedlwp:2006-054.

    Full description at Econpapers || Download paper

  12. Inflation: do expectations trump the gap?. (2006). Piger, Jeremy.
    In: Working Papers.
    RePEc:fip:fedlwp:2006-013.

    Full description at Econpapers || Download paper

  13. Combining forecasts from nested models. (2006). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp06-02.

    Full description at Econpapers || Download paper

  14. Forecasting professional forecasters. (2006). Wright, Jonathan ; Ghysels, Eric.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2006-10.

    Full description at Econpapers || Download paper

  15. Real-time model uncertainty in the United States: the Fed from 1996-2003. (2006). Tetlow, Robert ; Ironside, Brian.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2006-08.

    Full description at Econpapers || Download paper

  16. Forecasting measures of inflation for the Estonian economy. (2006). Consolo, Agostino.
    In: Bank of Estonia Working Papers.
    RePEc:eea:boewps:wp2006-03.

    Full description at Econpapers || Download paper

  17. Comparing alternative predictors based on large-panel factor models. (2006). Giannone, Domenico ; D'Agostino, Antonello.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006680.

    Full description at Econpapers || Download paper

  18. (Un)Predictability and macroeconomic stability. (2006). Surico, Paolo ; Giannone, Domenico ; D'Agostino, Antonello.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006605.

    Full description at Econpapers || Download paper

  19. Linking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) Model. (2006). Li, Fuchun ; Gauthier, Celine .
    In: Staff Working Papers.
    RePEc:bca:bocawp:06-42.

    Full description at Econpapers || Download paper

  20. (Un)Predictability and Macroeconomic Stability. (2005). Surico, Paolo ; Giannone, Domenico ; D'Agostino, Antonello.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0510024.

    Full description at Econpapers || Download paper

  21. A comprehensive short-run analysis of a (possible) Turkish Phillips curve. (2005). Kutepeli, Yeim.
    In: Applied Economics.
    RePEc:taf:applec:v:37:y:2005:i:5:p:581-591.

    Full description at Econpapers || Download paper

  22. Where Did the Productivity Growth Go? Inflation Dynamics and the Distribution of Income. (2005). Gordon, Robert ; Dew-Becker, Ian.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11842.

    Full description at Econpapers || Download paper

  23. Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?. (2005). Wei, Min ; Bekaert, Geert ; Ang, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11538.

    Full description at Econpapers || Download paper

  24. Monetary Policy in Real Time. (2005). Sala, Luca ; Reichlin, Lucrezia ; Giannone, Domenico.
    In: Working Papers.
    RePEc:igi:igierp:284.

    Full description at Econpapers || Download paper

  25. In search of the natural rate of unemployment. (2005). Morley, James ; King, Thomas.
    In: Supervisory Policy Analysis Working Papers.
    RePEc:fip:fedlsp:2005-05.

    Full description at Econpapers || Download paper

  26. Has output become more predictable? changes in Greenbook forecast accuracy. (2005). Tulip, Peter.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2005-31.

    Full description at Econpapers || Download paper

  27. Model confidence sets for forecasting models. (2005). Nason, James ; Lunde, Asger ; Hansen, Peter.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2005-07.

    Full description at Econpapers || Download paper

  28. The Phillips curve and long-term unemployment. (2005). Llaudes, Ricardo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005441.

    Full description at Econpapers || Download paper

  29. Where did the Productivity Growth Go? Inflation Dynamics and the Distribution of Income. (2005). Gordon, Robert ; Dew-Becker, Ian.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5419.

    Full description at Econpapers || Download paper

  30. Monetary Policy in Real Time. (2005). Sala, Luca ; Reichlin, Lucrezia ; Giannone, Domenico.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4981.

    Full description at Econpapers || Download paper

  31. The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time. (2005). van Norden, Simon ; Orphanides, Athanasios.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4830.

    Full description at Econpapers || Download paper

  32. Estimating equilibrium real interest rates in real-time. (2004). Kozicki, Sharon ; Clark, Todd.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:2298.

    Full description at Econpapers || Download paper

  33. Sequential Information Flow and Real-Time Diagnosis of Swiss Inflation: Intra-Monthly DCF Estimates for a Low-Inflation Environment. (2004). Fischer, Andreas ; Amstad, Marlene.
    In: Working Papers.
    RePEc:szg:worpap:0406.

    Full description at Econpapers || Download paper

  34. Predicting the recent behavior of inflation using output gap-based Phillips curves. (2004). Mehra, Yash P..
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2004:i:sum:p:65-88:n:v.90no.3.

    Full description at Econpapers || Download paper

  35. In search of a robust inflation forecast. (2004). Fisher, Jonas ; Brave, Scott.
    In: Economic Perspectives.
    RePEc:fip:fedhep:y:2004:i:qiv:p:12-31:n:v.28no.4.

    Full description at Econpapers || Download paper

  36. The reliability of inflation forecasts based on output gap estimates in real time. (2004). van Norden, Simon ; Orphanides, Athanasios.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2004-68.

    Full description at Econpapers || Download paper

  37. Inside and Outside Bounds: Threshold Estimates of the Phillips Curve. (2004). Olivei, Giovanni ; Barnes, Michelle.
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:295.

    Full description at Econpapers || Download paper

  38. The predictive content of the output gap for inflation : resolving in-sample and out-of-sample evidence. (2003). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp03-06.

    Full description at Econpapers || Download paper

  39. Women and the Phillips curve: do women’s and men’s labor market outcomes differentially affect real wage growth and inflation?. (2003). Butcher, Kristin ; Barrow, Lisa ; Anderson, Katharine.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-03-22.

    Full description at Econpapers || Download paper

  40. Forecasting U.S. inflation by Bayesian Model Averaging. (2003). Wright, Jonathan.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:780.

    Full description at Econpapers || Download paper

  41. Bayesian Model Averaging and exchange rate forecasts. (2003). Wright, Jonathan.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:779.

    Full description at Econpapers || Download paper

  42. Inside and outside bounds: threshold estimates of the Phillips curve. (2003). Olivei, Giovanni ; Barnes, Michelle.
    In: New England Economic Review.
    RePEc:fip:fedbne:y:2003:p:3-18.

    Full description at Econpapers || Download paper

  43. Forecasting inflation: a comparison of linear Phillips curve models and nonlinear time serie models. (2003). Marrocu, Emanuela ; Ascari, Guido.
    In: Working Paper CRENoS.
    RePEc:cns:cnscwp:200307.

    Full description at Econpapers || Download paper

  44. Supply Shocks and Inflation Targeting. (2003). Kanczuk, Fabio.
    In: Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31st Brazilian Economics Meeting].
    RePEc:anp:en2003:b01.

    Full description at Econpapers || Download paper

  45. Openness And The Output-Inflation Tradeoff: Floating Vs. Fixed Exchange Rates. (2002). Chi-Wa, Yuen.
    In: International Economic Journal.
    RePEc:taf:intecj:v:16:y:2002:i:4:p:1-26.

    Full description at Econpapers || Download paper

  46. When can we forecast inflation?. (2002). Zhou, Ruilin ; Liu, Chin ; Fisher, Jonas.
    In: Economic Perspectives.
    RePEc:fip:fedhep:y:2002:i:qi:p:32-44:n:v.26no.1.

    Full description at Econpapers || Download paper

  47. Can the Phillips curve help forecast inflation?. (2002). Lansing, Kevin.
    In: FRBSF Economic Letter.
    RePEc:fip:fedfel:y:2002:i:oct4:n:2002-29.

    Full description at Econpapers || Download paper

  48. Is there a Phillips Curve in the US and the EU15 Countries? An empirical investigation. (2002). .
    In: DFAEII Working Papers.
    RePEc:ehu:dfaeii:200232.

    Full description at Econpapers || Download paper

  49. G-7 Inflation Forecasts. (2002). Canova, Fabio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3283.

    Full description at Econpapers || Download paper

  50. A Core Inflation Index for the Euro Area. (2001). veronese, giovanni ; Reichlin, Lucrezia ; Forni, Mario ; Cristadoro, Riccardo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3097.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-22 21:33:53 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.