1. Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts. (2016). Sekhposyan, Tatevik ; Rossi, Barbara.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:11391.

   Full description at Econpapers || Download paper

2. 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.
   RePEc:not:notcfc:15/13.

   Full description at Econpapers || Download paper

3. A Bayesian method of combining judgmental and model-based density forecasts. (2012). Rubaszek, Michał ; Kocięcki, Andrzej ; Kolasa, Marcin ; Kociacki, Andrzej .
   In: Economic Modelling.
   RePEc:eee:ecmode:v:29:y:2012:i:4:p:1349-1355.

   Full description at Econpapers || Download paper

4. Rational vs. Professional Forecasts. (2011). Valle e Azevedo, João ; Jalles, Joao ; João Valle e Azevedo, .
   In: Working Papers.
   RePEc:ptu:wpaper:w201114.

   Full description at Econpapers || Download paper

5. 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.

   Full description at Econpapers || Download paper

6. 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.

   Full description at Econpapers || Download paper

7. Putting the New Keynesian DSGE model to the real-time forecasting test. (2009). Skrzypczyński, Paweł ; Rubaszek, Michał ; Kolasa, Marcin ; Skrzypczyski, Pawe.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20091110.

   Full description at Econpapers || Download paper

8. An empirical assessment of the relationships among inflation and short- and long-term expectations. (2008). Davig, Troy ; Clark, Todd.
   In: Research Working Paper.
   RePEc:fip:fedkrw:rwp08-05.

   Full description at Econpapers || Download paper

9. Expected consumption growth from cross-country surveys: implications for assessing international capital markets. (2008). Rogers, John ; Engel, Charles.
   In: International Finance Discussion Papers.
   RePEc:fip:fedgif:949.

   Full description at Econpapers || Download paper

10. Bounded rational expectations and the stability of interest rate policy. (2008). Gomes, Orlando ; Mendes, Vivaldo M..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:387:y:2008:i:15:p:3882-3890.

    Full description at Econpapers || Download paper

11. On the forecasting performance of a small-scale DSGE model. (2008). Skrzypczyński, Paweł ; Rubaszek, Michał ; Skrzypczynski, Pawel .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:24:y:2008:i:3:p:498-512.

    Full description at Econpapers || Download paper

12. Can a simple DSGE model outperform Professional Forecasters?. (2007). Skrzypczyński, Paweł ; Rubaszek, Michał.
    In: Working Papers.
    RePEc:wse:wpaper:5.

    Full description at Econpapers || Download paper

13. The Curse Of Irving Fisher (professional Forecasters Version). (2007). Yetman, James ; Smith, Gregor.
    In: Working Paper.
    RePEc:qed:wpaper:1144.

    Full description at Econpapers || Download paper

14. Pooling Forecasts In Linear Rational Expectations Models. (2007). Smith, Gregor.
    In: Working Paper.
    RePEc:qed:wpaper:1129.

    Full description at Econpapers || Download paper

15. Can a simple DSGE model outperform Professional Forecasters?. (2007). Skrzypczyński, Paweł ; Rubaszek, Michał ; Skrzypczynski, Pawel .
    In: NBP Working Papers.
    RePEc:nbp:nbpmis:43.

    Full description at Econpapers || Download paper

16. Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty. (2007). Vahey, Shaun ; Koop, Gary ; Garratt, Anthony ; Mise, Emi.
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:0714.

    Full description at Econpapers || Download paper

17. Forecasting Substantial Data Revisions in the Presence of Model Uncertainty. (2006). Vahey, Shaun ; Koop, Gary ; Garratt, Anthony.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2006/02.

    Full description at Econpapers || Download paper

18. Forecasting Substantial Data Revisions in the Presence of Model Uncertainty. (2006). Vahey, Shaun ; Koop, Gary ; Garratt, Anthony.
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:0617.

    Full description at Econpapers || Download paper

1. Ang, Andrew, Geert Bekaert, and Mm Wei. Do Macro Variables, Asset Markets, or Surveys Forecast Inflation Better? Working Paper, July 2005.

2. Aruoba, S. Boragan. Data Revisions Are Not Well Behaved. Manuscript, University of Maryland, December 2004.
   Paper not yet in RePEc: Add citation now
   
3. Baghestani, Hamid M., and Amin M. Kianian. On the Rationality of US Macroeconomic Forecasts: Evidence from a Panel of Professional Forecasters. Applied Economics 25 (1993), pp. 869-878.
   Paper not yet in RePEc: Add citation now
   

4. Brown, Bryan W., and Shlomo Maital. What Do Economists Know? An Empirical Study of Experts Expectations, Econometrica 49 (March 1981), pp. 491-504.

5. Bryan, Michael F., and Stephen G. Cecchetti, Measuring Core Inflation, in N. Gregory Mankiw, ed., Monetary Policy. Chicago: University of Chicago Press, 1994, pp.

6. Croushore, Dean, and Tom Stark, A Real-Time Data Set for Macroeconomists: Does the Data Vintage Matter? Review of Economics and Statistics 85 (August 2003), pp. 605-617.

7. Croushore, Dean, and Tom Stark. A Real-Time Data Set for Macroeconomists, Journal of Econometrics lOS (November 2001), pp. 111-130.

8. Croushore, Dean. Evaluating Inflation Forecasts, Federal Reserve Bank of Philadelphia Working Paper 98-14, June 1998a.

9. Croushore, Dean. Introducing: The Survey of Professional Forecasters, Federal Reserve Bank of Philadelphia Business Review (November/December 1993), pp.

10. Croushore, Dean. The Livingston Survey: Still Useful After All These Years, Federal Reserve Bank of Philadelphia Business Review, MarchlApril 1997, pp. 15-27.

11. Diebold, Francis X., and Jose A. Lopez. Forecast Evaluation and Combination, in G.S. Maddala and C.R. Rao, eds., Handbook of Statistics. Amsterdam: North Holland, 1996, pp. 24 1-68.

12. Dua, Pami, and Subash C. Ray. ARIMA Models of the Price Level: An Assessment of the Multilevel Adaptive Learning Process in the USA. Journal of Forecasting 11 (September 1992), pp. 507-516.
    Paper not yet in RePEc: Add citation now
    

13. Hafer, R. W., and Scott E. Hem. On the Accuracy of Time-Series, Interest Rate, and Survey Forecasts of Inflation Journal of Business 58 (October 1985), pp. 377- 398.

14. Hansen, Lars-Peter, and Robert J. Hodrick. Foreign Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis, Journal of Political Economy 88 (October 1980), pp. 829-53.

15. Keane, Michael P., and David E. Runkle. Testing the Rationality of Price Forecasts: New Evidence From Panel Data, American Economic Review 80 (1990), pp.

16. Maddala, G.S. Survey Data on Expectations: What Have We Learnt? in Marc Nerlove, ed., Issues in Contemporary Economics, vol. II. Aspects of 21 Macroeconomics and Econometrics. New York: New York University Press, 1991.

17. Newey, Whitney K., and Kenneth D. West. A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix, Econometrica 55 (May 1987), pp. 703-8.

18. Pearce, Douglas K. Comparing Survey and Rational Measures of Expected Inflation, Journal of Money, Credit and Banking 11 (November 1979), pp. 447-56.

19. Rhim, Jong C., Mohammed F. Khayum, and Timothy J. Schibik. Composite Forecasts of Inflation: An Improvement in Forecasting Performance. Journal of Economics and Finance 18 (Fall 1994), pp. 275-286.
    Paper not yet in RePEc: Add citation now
    

20. Stark, Tom, and Dean Croushore. Forecasting with a Real-Time Data Set for Macroeconomists. Journal of Macroeconomics 24 (December 2002), pp.

21. Stock, James H., and Mark W. Watson. Why Has U.S. Inflation Become Harder to Forecast? manuscript, September 2006.

22. Theil, Henri. Applied Economic Forecasting. Amsterdam: North Holland, 1966.
    Paper not yet in RePEc: Add citation now
    

23. Thomas, Lloyd B., Jr. Survey Measures of Expected U.S. Inflation, Journal of Economic Perspectives 13 (Fall 1999), pp. 125-144.

24. Vanderhoff, James. A `Rational Explanation for `Irrational Forecasts of Inflation. Journal of Monetary Economics 13 (May 1984), pp. 3 87-392.

25. Webb, Roy H. The Irrelevance of Tests for Bias in Series of Macroeconomic Forecasts, Federal Reserve Bank of Richmond Economic Review (November/December 1987), pp. 3-9.

26. Zarnowitz, Victor. Rational Expectations and Macroeconomic Forecasts, Journal of Business & Economic Statistics 3 (October 1985), pp. 293-311.

1. Effective Use of Survey Information in Estimating the Evolution of Expected Inflation. (2012). Kozicki, Sharon ; Tinsley, P A.
   In: Journal of Money, Credit and Banking.
   RePEc:wly:jmoncb:v:44:y:2012:i:1:p:145-169.

   Full description at Econpapers || Download paper

2. Why are target interest rate changes so persistent?. (2011). Gorodnichenko, Yuriy ; Coibion, Olivier.
   In: Working Papers.
   RePEc:cwm:wpaper:106.

   Full description at Econpapers || Download paper

3. Monetary Policy, Imperfect Information and the Expectations Channel. (2010). Hubert, Paul ; Fitoussi, Jean-Paul.
   In: Sciences Po publications.
   RePEc:spo:wpmain:info:hdl:2441/f4rshpf3v1umfa09lat09b1bg.

   Full description at Econpapers || Download paper

4. Monetary Policy, Imperfect Information and the Expectations Channel. (2010). Hubert, Paul.
   In: Sciences Po Economics Discussion Papers.
   RePEc:spo:wpecon:info:hdl:2441/f4rshpf3v1umfa09lat09b1bg.

   Full description at Econpapers || Download paper

5. The links between inflation and inflation uncertainty at the longer horizon. (2010). Tsyplakov, Alexander.
   In: MPRA Paper.
   RePEc:pra:mprapa:26908.

   Full description at Econpapers || Download paper

6. Monetary policy, imperfect information and the expectations channel. (2010). Hubert, Paul.
   In: SciencePo Working papers Main.
   RePEc:hal:spmain:tel-04095385.

   Full description at Econpapers || Download paper

7. The links between inflation and inflation uncertainty at the longer horizon. (2010). Tsyplakov, Alexander ; Alexander, Tsyplakov.
   In: EERC Working Paper Series.
   RePEc:eer:wpalle:10/09e.

   Full description at Econpapers || Download paper

8. An analysis of the informational content of New Zealand data releases: The importance of business opinion surveys. (2010). Matheson, Troy.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:27:y:2010:i:1:p:304-314.

   Full description at Econpapers || Download paper

9. Three Bayesian econometric studies on forecast evaluation. (2009). Wu, Jingtao.
   In: ISU General Staff Papers.
   RePEc:isu:genstf:200901010800002984.

   Full description at Econpapers || Download paper

10. An Empirical Review of Federal Reserve’s Informational Advantage. (2009). Hubert, Paul.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:0903.

    Full description at Econpapers || Download paper

11. Time-Variation in Term Permia: International Survey-Based Evidence. (2009). Wolff, Christian ; Verschoor, Willem ; Willem F. C. Verschoor, ; Jongen, Ron .
    In: LSF Research Working Paper Series.
    RePEc:crf:wpaper:09-02.

    Full description at Econpapers || Download paper

12. Forecasting Inflation in Chile With an Accurate Benchmark. (2009). Pincheira, Pablo ; Garcia-Marin, Alvaro.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:514.

    Full description at Econpapers || Download paper

13. Improving Forecasts of Inflation using the Term Structure of Interest Rates. (2008). Maynard, Alex ; Maheu, John ; Gomez, Alonso.
    In: Working Papers.
    RePEc:tor:tecipa:tecipa-319.

    Full description at Econpapers || Download paper

14. A linear benchmark for forecasting GDP growth and inflation?. (2008). Marcellino, Massimiliano.
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:27:y:2008:i:4:p:305-340.

    Full description at Econpapers || Download paper

15. Rethinking the measurement of household inflation expectations: preliminary findings. (2008). van der Klaauw, Wilbert ; topa, giorgio ; Potter, Simon ; de Bruin, Wandi Bruine ; Ryan, Michael B.
    In: Staff Reports.
    RePEc:fip:fednsr:359.

    Full description at Econpapers || Download paper

16. Why Has U.S. Inflation Become Harder to Forecast?. (2007). Watson, Mark W ; Stock, James H.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:39:y:2007:i:s1:p:3-33.

    Full description at Econpapers || Download paper

17. Inflation, unemployment, labor force change in European countries. (2007). Kitov, Ivan.
    In: MPRA Paper.
    RePEc:pra:mprapa:14557.

    Full description at Econpapers || Download paper

18. An analysis of the informational content of New Zealand data releases: the importance of business opinion surveys. (2007). Matheson, Troy.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2007/13.

    Full description at Econpapers || Download paper

19. On the Rand: Determinants of the South African Exchange Rate. (2007). Frankel, Jeffrey.
    In: Working Paper Series.
    RePEc:ecl:harjfk:rwp07-015.

    Full description at Econpapers || Download paper

20. On the Rand: Determinants of the South African Exchange Rate. (2007). Frankel, Jeffrey.
    In: CID Working Papers.
    RePEc:cid:wpfacu:139.

    Full description at Econpapers || Download paper

21. ON THE RAND: DETERMINANTS OF THE SOUTH AFRICAN EXCHANGE RATE. (2007). Frankel, Jeffrey.
    In: South African Journal of Economics.
    RePEc:bla:sajeco:v:75:y:2007:i:3:p:425-441.

    Full description at Econpapers || Download paper

22. International Capital Flows and U.S. Interest Rates. (2006). Warnock, Francis.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12560.

    Full description at Econpapers || Download paper

23. 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

24. Testing the Transparency Benefits of Inflation Targeting: Evidence from Private Sector Forecasts. (2006). Crowe, Christopher W.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2006/289.

    Full description at Econpapers || Download paper

25. An evaluation of inflation forecasts from surveys using real-time data. (2006). Croushore, Dean.
    In: Working Papers.
    RePEc:fip:fedpwp:06-19.

    Full description at Econpapers || Download paper

26. 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

27. Time-varying U.S. inflation dynamics and the New-Keynesian Phillips curve. (2006). Lansing, Kevin.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2006-15.

    Full description at Econpapers || Download paper

28. Survey-Based Estimates of the Term Structure of Expected U.S. Inflation. (2006). Kozicki, Sharon.
    In: Staff Working Papers.
    RePEc:bca:bocawp:06-46.

    Full description at Econpapers || Download paper

29. International Capital Flows and U.S. Interest Rates. (2005). Warnock, Francis.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp103.

    Full description at Econpapers || Download paper

30. International capital flows and U.S. interest rates. (2005). Warnock, Francis.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:840.

    Full description at Econpapers || Download paper

Report date: 2025-10-05 20:26:25 || Missing content? Let us know