Why Has U.S. Inflation Become Harder to Forecast?

Stock, James H; Watson, Mark W

Have we under-estimated inflation persistence before WW1? US and international evidence. (2025). Stuart, Rebecca ; Gerlach, Stefan.
In: QUCEH Working Paper Series.
RePEc:zbw:qucehw:315743.
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Trend inflation and structural shocks. (2025). Mendieta-Muñoz, Ivan ; Fu, Bowen ; Mendieta-Munoz, Ivan.
In: EconStor Preprints.
RePEc:zbw:esprep:308793.
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Long-Run Inflation Expectations. (2025). Rast, Sebastian Sebastian ; Melosi, Leonardo ; Jonas, Jonas D.
In: The Warwick Economics Research Paper Series (TWERPS).
RePEc:wrk:warwec:1551.
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What Do (and Dont) Forecasters Know About U.S. Inflation?. (2025). Ryngaert, Jane.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:57:y:2025:i:4:p:717-755.
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The Bias of the ECB Inflation Projections: A State‐Dependent Analysis. (2025). Granziera, Eleonora ; Jalasjoki, Pirkka ; Paloviita, Maritta.
In: Journal of Forecasting.
RePEc:wly:jforec:v:44:y:2025:i:3:p:922-940.
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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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Macroeconomic real‐time forecasts of univariate models with flexible error structures. (2025). Hou, Chenghan ; Zhang, BO ; Trinh, Kelly.
In: Journal of Forecasting.
RePEc:wly:jforec:v:44:y:2025:i:1:p:59-78.
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US Monetary Policy and Indeterminacy. (2025). Nicol, Giovanni.
In: Journal of Applied Econometrics.
RePEc:wly:japmet:v:40:y:2025:i:2:p:195-213.
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Identifying the Sources of the Slowdown in Growth: Demand Versus Supply. (2025). Maffeifaccioli, Nicol.
In: Journal of Applied Econometrics.
RePEc:wly:japmet:v:40:y:2025:i:2:p:181-194.
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Trend inflation and structural shocks. (2025). Fu, Bowen ; Mendieta-Muaoz, Ivan.
In: Working Paper Series, Department of Economics, University of Utah.
RePEc:uta:papers:2025-01.
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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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Inflation forecasting in turbulent times. (2025). Kunst, Robert ; Sgner, Leopold ; Koch, Sebastian P ; Hlouskova, Jaroslava ; Fortin, Ines ; Ertl, Martin.
In: Empirica.
RePEc:kap:empiri:v:52:y:2025:i:1:d:10.1007_s10663-024-09633-z.
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Measuring Interdependence of Inflation Uncertainty. (2025). Lee, Seohyun.
In: Computational Economics.
RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-024-10635-z.
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How Do We Learn About the Long Run?. (2025). Preston, Bruce ; Moench, Emanuel ; Eusepi, Stefano ; Crump, Richard.
In: Staff Reports.
RePEc:fip:fednsr:99868.
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Long-Run Inflation Expectations. (2025). Melosi, Leonardo ; Fisher, Jonas ; Rast, Sebastian.
In: Working Paper Series.
RePEc:fip:fedhwp:99677.
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Missing Data Substitution for Enhanced Robust Filtering and Forecasting in Linear State-Space Models. (2025). Szerszen, Pawel J ; Dobrev, Dobrislav.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2025-01.
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Measuring transitory inflation: Implications for monetary policy and stock market volatility. (2025). Bonaparte, Yosef ; Fabozzi, Frank J ; Peron, Matt.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:153:y:2025:i:c:s0261560625000191.
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Back to the 1980s or not? The drivers of inflation and real risks in Treasury bonds. (2025). Pflueger, Carolin.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:167:y:2025:i:c:s0304405x25000352.
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Forecasting interest rates with shifting endpoints: The role of the functional demographic age distribution. (2025). Niu, Linlin ; Hong, Zhiwu ; Chen, Jiazi.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:41:y:2025:i:1:p:153-174.
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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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Bayesian neural networks for macroeconomic analysis. (2025). Marcellino, Massimiliano ; Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko.
In: Journal of Econometrics.
RePEc:eee:econom:v:249:y:2025:i:pc:s030440762400188x.
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Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach. (2025). Korobilis, Dimitris ; Schrder, Maximilian.
In: Journal of Econometrics.
RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624000769.
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A simple measure of anchoring for short-run expected inflation in FIRE models. (2025). Lansing, Kevin J ; Jrgensen, Peter Lihn.
In: Economics Letters.
RePEc:eee:ecolet:v:246:y:2025:i:c:s0165176524005342.
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Learning integrated inflation forecasts in a simple multi-agent macroeconomic model. (2025). Lebaron, Blake ; Smith, Karen.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:172:y:2025:i:c:s0165188924001714.
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The taming of the skew: asymmetric inflation risk and monetary policy. (2025). Petrella, Ivan ; Melosi, Leonardo ; de Polis, Andrea.
In: Working Paper Series.
RePEc:ecb:ecbwps:20253028.
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Long-Run Inflation Expectations. (2025). Rast, Sebastian ; Melosi, Leonardo.
In: Working Papers.
RePEc:dnb:dnbwpp:829.
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Beyond Aggregates: A Dual Lens on Eurozone Trend Inflation. (2025). Yakut, Dilan Aydin.
In: Research Technical Papers.
RePEc:cbi:wpaper:3/rt/25.
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Inflation Persistence in the G7: The Effects of the Covid‐19 Pandemic and of the Russia‐Ukraine War. (2025). Usman, Nuruddeen ; Gilalana, Luis Alberiko.
In: Manchester School.
RePEc:bla:manchs:v:93:y:2025:i:3:p:281-288.
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Forecasting Inflation Using News Indices. (2025). Volgina, Elizaveta.
In: Russian Journal of Money and Finance.
RePEc:bkr:journl:v:84:y:2025:i:1:p:26-59.
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Forecasting Thai inflation from univariate Bayesian regression perspective. (2025). Arwatchanakarn, Popkarn ; Taveeapiradeecharoen, Paponpat.
In: Papers.
RePEc:arx:papers:2505.05334.
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Non-linear Phillips Curve for India: Evidence from Explainable Machine Learning. (2025). Pawar, Amit ; Pratap, Bhanu ; Sengupta, Shovon.
In: Papers.
RePEc:arx:papers:2504.05350.
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Simultaneous Inference Bands for Autocorrelations. (2025). Zahn, Tanja ; Pohle, Marc-Oliver ; Hassler, Uwe.
In: Papers.
RePEc:arx:papers:2503.18560.
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An Adaptive Moving Average for Macroeconomic Monitoring. (2025). Goulet Coulombe, Philippe ; Klieber, Karin.
In: Papers.
RePEc:arx:papers:2501.13222.
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Inflation forecasting with rolling windows: An appraisal. (2024). Tavlas, George ; Hall, Stephen ; Gefang, Deborah ; Wang, Yongli.
In: Journal of Forecasting.
RePEc:wly:jforec:v:43:y:2024:i:4:p:827-851.
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Out‐of‐sample volatility prediction: Rolling window, expanding window, or both?. (2024). Zhang, Yaojie ; Wang, Yudong ; Feng, Yuqing.
In: Journal of Forecasting.
RePEc:wly:jforec:v:43:y:2024:i:3:p:567-582.
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The benefits of forecasting inflation with machine learning: New evidence. (2024). Naghi, Andrea A ; O'Neill, Eoghan ; Zaharieva, Martina Danielova.
In: Journal of Applied Econometrics.
RePEc:wly:japmet:v:39:y:2024:i:7:p:1321-1331.
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Fast and order‐invariant inference in Bayesian VARs with nonparametric shocks. (2024). Huber, Florian ; Koop, Gary.
In: Journal of Applied Econometrics.
RePEc:wly:japmet:v:39:y:2024:i:7:p:1301-1320.
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The stability and economic relevance of output gap estimates. (2024). Stella, Andrea ; Berge, Travis J ; Barbarino, Alessandro.
In: Journal of Applied Econometrics.
RePEc:wly:japmet:v:39:y:2024:i:6:p:1065-1081.
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The macroeconomy as a random forest. (2024). Goulet Coulombe, Philippe.
In: Journal of Applied Econometrics.
RePEc:wly:japmet:v:39:y:2024:i:3:p:401-421.
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Inflational Surge in the Second Half of the 2020s. Forecast Based on US Data on Commodity Prices and Minimum Wage Since 1946. (2024). Anureev, S V.
In: Studies on Russian Economic Development.
RePEc:spr:sorede:v:35:y:2024:i:1:d:10.1134_s1075700724010027.
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Forecasting and Analyzing Predictors of Inflation Rate: Using Machine Learning Approach. (2024). Das, Prabir Kumar.
In: Journal of Quantitative Economics.
RePEc:spr:jqecon:v:22:y:2024:i:2:d:10.1007_s40953-024-00384-z.
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Domestic and Global Causes for Exchange Rate Volatility: Evidence From Turkey. (2024). Altun, Omer ; Ozkaya, Ata.
In: SAGE Open.
RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241243200.
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The Forward Guidance Puzzle and Anchored Inflation Expectations. (2024). Merzlyakov, Sergey ; Drobysheva, Alexandra.
In: Ekonomicheskaya Politika / Economic Policy.
RePEc:rnp:ecopol:ec2426.
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Modeling the trend, persistence, and volatility of inflation in Pacific Alliance countries: an empirical application using a model with inflation bands. (2024). Rodríguez, Gabriel ; Surco, Luis ; Rodriguez, Gabriel.
In: Documentos de Trabajo / Working Papers.
RePEc:pcp:pucwps:wp00533.
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Exact Likelihood for Inverse Gamma Stochastic Volatility Models. (2024). Leon-Gonzalez, Roberto ; Majon, Blessings.
In: GRIPS Discussion Papers.
RePEc:ngi:dpaper:24-03.
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Perceived shocks and impulse responses. (2024). Giacomini, Raffaella ; Smetanina, Katja ; Lu, Jason.
In: IFS Working Papers.
RePEc:ifs:ifsewp:cwp21/24.
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MODELING AND ANALYSIS OF YIELD CURVE AND EXCHANGE RATE FORMATION IN PRO-MARKET MONETARY OPERATIONS. (2024). Mustika, Kusfisiami Wima ; Fista, Geyana Ledy ; Harun, Cicilia Anggadewi ; Sasongko, Aryo ; Safitri, Dila ; Kurniati, Puput ; Larasati, Karanissa ; Dinianyadharani, Aninditha Kemala.
In: Working Papers.
RePEc:idn:wpaper:wp092024.
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Forecasting CPI inflation under economic policy and geopolitical uncertainties. (2024). Singh, Sunny Kumar ; Chakraborty, Tanujit ; Sengupta, Shovon.
In: Post-Print.
RePEc:hal:journl:hal-05056934.
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Modélisations Univariées de l’Inflation Mensuelle à Madagascar : l’Atout du Modèle LSTM, un Réseau de Neurones Récurrents. (2024). Jocelyn, Anjara Lalaina.
In: Post-Print.
RePEc:hal:journl:hal-04766563.
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Measurement and Theory of Core Inflation. (2024). Sbordone, Argia ; Almuzara, Martin.
In: Staff Reports.
RePEc:fip:fednsr:98692.
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Downward Nominal Rigidities and Bond Premia. (2024). Ngo, Phuong ; Gourio, Francois.
In: Working Paper Series.
RePEc:fip:fedhwp:98104.
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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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Real exchange rate convergence in the euro area: Evidence from a dynamic factor model. (2024). Kempa, Bernd ; Borger, Carina.
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:89:y:2024:i:pa:p:213-224.
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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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Inflation at risk. (2024). Loria, Francesca ; Lopez-Salido, David.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:145:y:2024:i:s:s0304393224000230.
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The inflation expectations of U.S. firms: Evidence from a new survey. (2024). Gorodnichenko, Yuriy ; Coibion, Olivier ; Candia, Bernardo.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:145:y:2024:i:s:s0304393224000229.
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Navigating high inflation: A joint analysis of inflation dynamics and long-term inflation expectations in Latin America. (2024). Gimeno, Ricardo ; Garcia, Juan Angel.
In: Latin American Journal of Central Banking (previously Monetaria).
RePEc:eee:lajcba:v:5:y:2024:i:4:s2666143824000152.
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Oil jump tail risk as a driver of inflation dynamics. (2024). Karadimitropoulou, Aikaterini ; Ferrara, Laurent ; Triantafyllou, Athanasios.
In: Journal of Commodity Markets.
RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000539.
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Stock market response to public investment under the zero lower bound: Cross-industry evidence from Japan. (2024). Miyazaki, Tomomi ; Kozuka, Masafumi ; Hiraga, Kazuki.
In: Journal of the Japanese and International Economies.
RePEc:eee:jjieco:v:71:y:2024:i:c:s0889158323000576.
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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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Factor-augmented forecasting in big data. (2024). Bae, Juhee.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:40:y:2024:i:4:p:1660-1688.
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Forecasting UK inflation bottom up. (2024). Potjagailo, Galina ; Kapetanios, George ; Chakraborty, Chiranjit ; Joseph, Andreas.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:40:y:2024:i:4:p:1521-1538.
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Should I open to forecast? Implications from a multi-country unobserved components model with sparse factor stochastic volatility. (2024). Wu, Ping.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:40:y:2024:i:3:p:903-917.
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Do professional forecasters believe in the Phillips curve?. (2024). Clements, Michael.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:40:y:2024:i:3:p:1238-1254.
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Forecasting euro area inflation using a huge panel of survey expectations. (2024). Pfarrhofer, Michael ; onorante, luca ; Huber, Florian.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:40:y:2024:i:3:p:1042-1054.
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Bayesian forecasting in economics and finance: A modern review. (2024). Maheu, John ; Huber, Florian ; Koop, Gary ; Martin, Gael M ; Nibbering, Didier ; Frazier, David T ; Panagiotelis, Anastasios ; Maneesoonthorn, Worapree ; Loaiza-Maya, Ruben.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839.
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How local is the local inflation factor? Evidence from emerging European countries. (2024). Clements, Michael ; Cepni, Oguzhan.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:40:y:2024:i:1:p:160-183.
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The international dimension of trend inflation. (2024). Ascari, Guido ; Fosso, Luca.
In: Journal of International Economics.
RePEc:eee:inecon:v:148:y:2024:i:c:s0022199624000205.
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Energy crisis, economic growth and public finance in Italy. (2024). Fontana, Giuseppe ; Canelli, Rosa ; Realfonzo, Riccardo ; Passarella, Marco Veronese.
In: Energy Economics.
RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001385.
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The welfare costs of business cycles unveiled: Measuring the extent of stabilization policies. (2024). Doherty Luduvice, André Victor ; Barros, Fernando ; Augusto, Fabio ; Victor, Andre.
In: European Economic Review.
RePEc:eee:eecrev:v:169:y:2024:i:c:s001429212400151x.
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Time-varying forecast combination for factor-augmented regressions with smooth structural changes. (2024). Hong, Yongmiao ; Chen, Qitong ; Li, Haiqi.
In: Journal of Econometrics.
RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000393.
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Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions. (2024). van Brummelen, Janneke ; Koopman, Siem Jan ; Gorgi, Paolo ; Blasques, Francisco.
In: Journal of Econometrics.
RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002919.
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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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Harnessing Machine Learning for Real-Time Inflation Nowcasting. (2024). Schnorrenberger, Richard ; Moura, Guilherme Valle ; Schmidt, Aishameriane.
In: Working Papers.
RePEc:dnb:dnbwpp:806.
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How CBO Projects Inflation. (2024). Lester, Chandler.
In: Working Papers.
RePEc:cbo:wpaper:59877.
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Linkage between Wage and Price Inflation in Japan. (2024). Ueno, Yoichi.
In: Bank of Japan Working Paper Series.
RePEc:boj:bojwps:wp24e07.
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Has the Phillips curve flattened?. (2024). Rossi, Barbara ; Inoue, Atsushi ; Wang, Yiru.
In: French Stata Users' Group Meetings 2024.
RePEc:boc:fsug24:22.
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Log‐density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo methods. (2024). Kleppe, Tore Selland.
In: Scandinavian Journal of Statistics.
RePEc:bla:scjsta:v:51:y:2024:i:3:p:1206-1229.
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Forecasting Inflation with the New Keynesian Phillips Curve: Frequencies Matter. (2024). Verona, Fabio ; Martins, Manuel.
In: Oxford Bulletin of Economics and Statistics.
RePEc:bla:obuest:v:86:y:2024:i:4:p:811-832.
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Bottom-up Inflation Forecasting Using Machine Learning Methods. (2024). Mikitchuk, Marina ; Postolit, Egor ; Akhmedova, Elena ; Latypov, Rodion.
In: Russian Journal of Money and Finance.
RePEc:bkr:journl:v:83:y:2024:i:3:p:23-44.
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Perceived shocks and impulse responses. (2024). Giacomini, Raffaella ; Lu, Jason ; Smetanina, Katja.
In: CeMMAP working papers.
RePEc:azt:cemmap:21/24.
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Underlying Core Inflation with Multiple Regimes. (2024). Rodriguez-Rondon, Gabriel.
In: Papers.
RePEc:arx:papers:2411.12845.
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Inflation Target at Risk: A Time-varying Parameter Distributional Regression. (2024). Oka, Tatsushi ; Wang, Yunyun ; Zhu, Dan.
In: Papers.
RePEc:arx:papers:2403.12456.
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Forecasting CPI inflation under economic policy and geopolitical uncertainties. (2024). Chakraborty, Tanujit ; Singh, Sunny Kumar ; Sengupta, Shovon.
In: Papers.
RePEc:arx:papers:2401.00249.
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From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2024). Goulet Coulombe, Philippe ; Frenette, Mikael ; Klieber, Karin.
In: Papers.
RePEc:arx:papers:2311.16333.
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A Neural Phillips Curve and a Deep Output Gap. (2024). Goulet Coulombe, Philippe.
In: Papers.
RePEc:arx:papers:2202.04146.
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Nowcasting consumer price inflation using high-frequency scanner data: Evidence from Germany. (2023). Wieland, Elisabeth ; Schnorrenberger, Richard ; Menz, Jan-Oliver ; Carstensen, Kai ; Beck, Guenter.
In: Discussion Papers.
RePEc:zbw:bubdps:282982.
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The macroeconomic effects of inflation uncertainty. (2023). Metiu, Norbert ; Prieto, Esteban.
In: Discussion Papers.
RePEc:zbw:bubdps:280419.
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Behavioral learning equilibria in New Keynesian models. (2023). Mavromatis, Kostas(Konstantinos) ; Hommes, Cars ; Zhu, Mei ; Zden, Tolga.
In: Quantitative Economics.
RePEc:wly:quante:v:14:y:2023:i:4:p:1401-1445.
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A Theory of Intrinsic Inflation Persistence. (2023). Van Zandweghe, Willem ; Kurozumi, Takushi.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:55:y:2023:i:8:p:1961-2000.
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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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Forecasting inflation in open economies: What can a NOEM model do?. (2023). Duncan, Roberto ; Martinezgarcia, Enrique.
In: Journal of Forecasting.
RePEc:wly:jforec:v:42:y:2023:i:3:p:481-513.
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Forecasting inflation time series using score‐driven dynamic models and combination methods: The case of Brazil. (2023). Aiube, Fernando Antonio ; Lucena, Fernando Antonio ; Dias, Carlos Henrique.
In: Journal of Forecasting.
RePEc:wly:jforec:v:42:y:2023:i:2:p:369-401.
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Nonlinear inflation forecasting with recurrent neural networks. (2023). Andresen, Niek ; Almosova, Anna.
In: Journal of Forecasting.
RePEc:wly:jforec:v:42:y:2023:i:2:p:240-259.
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Heterogeneous responses to corporate marginal tax rates: Evidence from small and large firms. (2023). Eskandari, Ruhollah ; Zamanian, Morteza.
In: Journal of Applied Econometrics.
RePEc:wly:japmet:v:38:y:2023:i:7:p:1018-1047.
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Understanding trend inflation through the lens of the goods and services sectors. (2023). Wong, Benjamin ; Uzeda, Luis ; Eo, Yunjong.
In: Journal of Applied Econometrics.
RePEc:wly:japmet:v:38:y:2023:i:5:p:751-766.
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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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Trend Inflation in Sweden. (2023). Österholm, Pär ; Poon, Aubrey ; Osterholm, Par.
In: International Journal of Finance & Economics.
RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4707-4716.
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UK INFLATION DYNAMICS SINCE THE THIRTEENTH CENTURY. (2023). Smith, Gregor ; Nason, James.
In: International Economic Review.
RePEc:wly:iecrev:v:64:y:2023:i:4:p:1595-1614.
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BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS. (2023). Koop, Gary ; Korobilis, Dimitris.
In: International Economic Review.
RePEc:wly:iecrev:v:64:y:2023:i:3:p:1047-1074.
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Networks, Phillips Curves, and Monetary Policy. (2023). Rubbo, Elisa.
In: Econometrica.
RePEc:wly:emetrp:v:91:y:2023:i:4:p:1417-1455.
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Structural shocks and trend inflation. (2023). Mendieta-Muñoz, Ivan ; Bowen, Ivan Mendieta-Muoz.
In: Working Paper Series, Department of Economics, University of Utah.
RePEc:uta:papers:2023_04.
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Inflation dynamics and monetary policy in the euro area. (2023). Di Bartolomeo, Giovanni ; Benigno, Pierpaolo ; Messori, Marcello ; Canofari, Paolo.
In: wp.comunite.
RePEc:ter:wpaper:00161.
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A test for the contributions of urban and rural inflation to inflation persistence in Nigeria. (2023). Usman, Nuruddeen ; Salisu, Afees ; Ebuh, Godday ; Oboh, Victor.
In: Macroeconomics and Finance in Emerging Market Economies.
RePEc:taf:macfem:v:16:y:2023:i:2:p:222-246.
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Predicting inflation component drivers in Nigeria: a stacked ensemble approach. (2023). Taiwo, Oyedamola F ; Joshua, Jeremiah D ; Akande, Emmanuel O ; Akanni, Elijah O ; Anthony, Abel.
In: SN Business & Economics.
RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00384-2.
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Tradable and non-tradable inflation in Turkey: asymmetric responses to global factors. (2023). Saygili, Hulya ; Turkvatan, Aysun.
In: Empirical Economics.
RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02364-3.
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Forecasting in the presence of in-sample and out-of-sample breaks. (2023). Perron, Pierre ; Xu, Jiawen.
In: Empirical Economics.
RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-022-02346-x.
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The Link Between Output Growth and Output Growth Volatility: Barbados. (2023). Agbeyegbe, Terence D.
In: Annals of Data Science.
RePEc:spr:aodasc:v:10:y:2023:i:3:d:10.1007_s40745-021-00331-2.
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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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The Role of Inflation Targeting in Anchoring Long-Run Inflation Expectations: Evidence from India. (2023). Kishor, N ; Pratap, Bhanu.
In: MPRA Paper.
RePEc:pra:mprapa:118951.
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The impact of demand and supply shocks on inflation. Evidence for the US and the Euro area. (2023). Dreger, Christian.
In: MPRA Paper.
RePEc:pra:mprapa:116316.
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An alternative measure of core inflation: the Trimmed Persistence PCE price index. (2023). O'Trakoun, John ; Otrakoun, John.
In: Business Economics.
RePEc:pal:buseco:v:58:y:2023:i:4:d:10.1057_s11369-023-00339-x.
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Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Koop, Gary ; Huber, Florian ; Martin, Gael M ; Nibbering, Didier ; Frazier, David T ; Panagiotelis, Anastasios ; Loaiza-Maya, Ruben.
In: Monash Econometrics and Business Statistics Working Papers.
RePEc:msh:ebswps:2023-1.
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Inflation, Business Cycle, and Monetary Policy: The Role of Inflationary Pressure. (2023). Shibamoto, Masahiko.
In: Discussion Paper Series.
RePEc:kob:dpaper:dp2023-04.
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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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Investigating the Asymmetric Behavior of Oil Price Volatility Using Support Vector Regression. (2023). Kim Karlsson, Hyunjoo ; Li, Yushu.
In: Computational Economics.
RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10266-2.
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Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks. (2023). Caspi, Itamar ; Benchimol, Jonathan ; Hammer, Allon ; Barkan, Oren ; Koenigstein, Noam ; Cohen, Eliya.
In: Post-Print.
RePEc:hal:journl:emse-04624940.
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An Alternative Measure of Core Inflation: The Trimmed Persistence PCE Price Index. (2023). O'Trakoun, John.
In: Working Paper.
RePEc:fip:fedrwp:97228.
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Will High Underlying Inflation Persist?. (2023). Lusompa, Amaze ; Sattiraju, Sai.
In: Economic Bulletin.
RePEc:fip:fedkeb:96343.
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Inflation and Real Activity over the Business Cycle. (2023). Song, Dongho ; Bianchi, Francesco ; Nicolo, Giovanni.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:96640.
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A proposal for constructing and evaluating core inflation measures. (2023). Sansone, Andrés ; Fornero, Jorge ; Carlomagno, Guillermo.
In: Latin American Journal of Central Banking (previously Monetaria).
RePEc:eee:lajcba:v:4:y:2023:i:3:s2666143823000157.
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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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Shipping costs and inflation. (2023). Ostry, Jonathan ; Jiménez, Daniel ; Furceri, Davide ; Carrière-Swallow, Yan ; Carriere-Swallow, Yan ; Deb, Pragyan ; Jimenez, Daniel.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001747.
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Quantifying the short- and long-run impact of inflation-related price volatility on knowledge asset investment. (2023). Skare, Marinko ; Xu, Zeshui ; Qin, Yong ; Fan, Xuecheng.
In: Journal of Business Research.
RePEc:eee:jbrese:v:165:y:2023:i:c:s014829632300406x.
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Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks. (2023). Caspi, Itamar ; Benchimol, Jonathan ; Barkan, Oren ; Koenigstein, Noam ; Cohen, Eliya ; Hammer, Allon.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:39:y:2023:i:3:p:1145-1162.
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Real-time inflation forecasting using non-linear dimension reduction techniques. (2023). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:39:y:2023:i:2:p:901-921.
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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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Does the Phillips curve help to forecast euro area inflation?. (2023). BOBEICA, Elena ; Banbura, Marta ; Babura, Marta.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:39:y:2023:i:1:p:364-390.
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Forecasting Bitcoin with technical analysis: A not-so-random forest?. (2023). Gradojevic, Nikola ; Djakovic, Vladimir ; Adcock, Robert ; Kukolj, Dragan.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:39:y:2023:i:1:p:1-17.
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The hard road to a soft landing: Evidence from a (modestly) nonlinear structural model. (2023). Verbrugge, Randal ; Zaman, Saeed.
In: Energy Economics.
RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002311.
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The money-inflation nexus revisited. (2023). Zorner, Thomas O ; Ringwald, Leopold.
In: Journal of Empirical Finance.
RePEc:eee:empfin:v:73:y:2023:i:c:p:293-333.
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Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables. (2023). Nonejad, Nima.
In: Journal of Empirical Finance.
RePEc:eee:empfin:v:70:y:2023:i:c:p:91-122.
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Evidence on monetary transmission and the role of imperfect information: Interest rate versus inflation target shocks. (2023). Rabitsch, Katrin ; Lukmanova, Elizaveta.
In: European Economic Review.
RePEc:eee:eecrev:v:158:y:2023:i:c:s001429212300185x.
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Uniform inference in linear panel data models with two-dimensional heterogeneity. (2023). Su, Liangjun ; Lu, Xun.
In: Journal of Econometrics.
RePEc:eee:econom:v:235:y:2023:i:2:p:694-719.
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The distribution of rolling regression estimators. (2023). Cai, Zongwu ; Juhl, Ted.
In: Journal of Econometrics.
RePEc:eee:econom:v:235:y:2023:i:2:p:1447-1463.
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Penalized time-varying model averaging. (2023). Hong, Yongmiao ; Sun, Yuying ; Zhang, Xinyu ; Wang, Shouyang.
In: Journal of Econometrics.
RePEc:eee:econom:v:235:y:2023:i:2:p:1355-1377.
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Simple interpolations of inflation expectations. (2023). Winkelried, Diego.
In: Economics Letters.
RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002550.
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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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A time-varying Phillips curve with global factors: Are global factors important?. (2023). Poon, Aubrey ; Kabundi, Alain ; Wu, Ping.
In: Economic Modelling.
RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002353.
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Eurozone prices: A tale of convergence and divergence. (2023). Garcia-Hiernaux, Alfredo ; Gonzalez-Perez, Maria T. ; Guerrero, David E.
In: Economic Modelling.
RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002304.
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Precision-based sampling for state space models that have no measurement error. (2023). Mertens, Elmar.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001264.
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Monetary policy and the term structure of inflation expectations with information frictions. (2023). McNeil, James.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002913.
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Underlying inflation and asymmetric risks. (2023). Pacce, Matías ; Leiva-Leon, Danilo ; LE BIHAN, Hervé.
In: Working Paper Series.
RePEc:ecb:ecbwps:20232848.
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The Long-Run Phillips Curve is ... a Curve. (2023). Haque, Qazi ; Bonomolo, Paolo ; Ascari, Guido.
In: Working Papers.
RePEc:dnb:dnbwpp:789.
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Flexible Bayesian MIDAS: time‑variation, group‑shrinkage and sparsity. (2023). Potjagailo, Galina ; Kohns, David.
In: Bank of England working papers.
RePEc:boe:boeewp:1025.
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Weather shocks and exchange rate flexibility. (2023). Tuuli, Maxwell ; Elekdag, Selim.
In: Review of International Economics.
RePEc:bla:reviec:v:31:y:2023:i:5:p:1793-1832.
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The All‐Gap Phillips Curve. (2023). Smith, Gregor ; McNeil, James.
In: Oxford Bulletin of Economics and Statistics.
RePEc:bla:obuest:v:85:y:2023:i:2:p:269-282.
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BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS. (2023). Strachan, Rodney.
In: Journal of Economic Surveys.
RePEc:bla:jecsur:v:37:y:2023:i:1:p:58-75.
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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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Inflation Expectations Measurement and its Effect on Inflation Dynamics in Colombia. (2023). Sanchez-Jabba, Andres ; Villabon-Hinestroz, Erick ; Romero-Torres, Bernardo.
In: Borradores de Economia.
RePEc:bdr:borrec:1257.
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Inflation persistence, noisy information and the Phillips curve. (2023). Gallegos, José-Elías.
In: Working Papers.
RePEc:bde:wpaper:2309.
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The 2021–22 Surge in Inflation. (2023). Uzeda, Luis ; MacGee, James (Jim) ; Kryvtsov, Oleksiy.
In: Discussion Papers.
RePEc:bca:bocadp:23-3.
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From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Goulet Coulombe, Philippe ; Frenette, Mikael ; Klieber, Karin.
In: Working Papers.
RePEc:bbh:wpaper:23-04.
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The Dynamic Persistence of Economic Shocks. (2023). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef.
In: Papers.
RePEc:arx:papers:2306.01511.
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Bayesian Forecasting in Economics and Finance: A Modern Review. (2023). Maheu, John ; Koop, Gary ; Huber, Florian ; Martin, Gael M ; Nibbering, Didier ; Frazier, David T ; Panagiotelis, Anastasios ; Maneesoonthorn, Worapree ; Loaiza-Maya, Ruben.
In: Papers.
RePEc:arx:papers:2212.03471.
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Forecasting Interest Rates with Shifting Endpoints: The Role of the Demographic Age Structure. (2022). Niu, Linlin ; Hong, Zhiwu ; Chen, Jiazi.
In: Working Papers.
RePEc:wyi:wpaper:002606.
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Time‐varying trend models for forecasting inflation in Australia. (2022). Cross, Jamie ; Guo, NA ; Zhang, BO.
In: Journal of Forecasting.
RePEc:wly:jforec:v:41:y:2022:i:2:p:316-330.
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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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The global component of inflation volatility. (2022). Marcellino, Massimiliano ; Carriero, Andrea ; Corsello, Francesco.
In: Journal of Applied Econometrics.
RePEc:wly:japmet:v:37:y:2022:i:4:p:700-721.
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How to estimate a vector autoregression after March 2020. (2022). Primiceri, Giorgio ; Lenza, Michele.
In: Journal of Applied Econometrics.
RePEc:wly:japmet:v:37:y:2022:i:4:p:688-699.
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Commodity prices and inflation risk. (2022). Petrella, Ivan ; Garratt, Anthony.
In: Journal of Applied Econometrics.
RePEc:wly:japmet:v:37:y:2022:i:2:p:392-414.
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Forecast uncertainty, disagreement, and the linear pool. (2022). Knüppel, Malte ; Knuppel, Malte ; Kruger, Fabian.
In: Journal of Applied Econometrics.
RePEc:wly:japmet:v:37:y:2022:i:1:p:23-41.
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On the persistence of UK inflation: A long‐range dependence approach. (2022). Trani, Tommaso ; Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Gilalana, Luis Alberiko.
In: International Journal of Finance & Economics.
RePEc:wly:ijfiec:v:27:y:2022:i:1:p:439-454.
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Individual Trend Inflation. (2022). Sekine, Toshitaka ; Yoneyama, Shunichi ; Packer, Frank.
In: Working Papers on Central Bank Communication.
RePEc:upd:utmpwp:042.
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Reliable Real-Time Output Gap Estimates Based on a Modified Hamilton Filter. (2022). Wolters, Maik ; Quast, Josefine.
In: Journal of Business & Economic Statistics.
RePEc:taf:jnlbes:v:40:y:2022:i:1:p:152-168.
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Do output gap estimates improve inflation forecasts in Slovakia?. (2022). Ostapenko, Nataliia.
In: Working and Discussion Papers.
RePEc:svk:wpaper:1088.
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Parametric estimation of hidden Markov models by least squares type estimation and deconvolution. (2022). el Kolei, Salima ; Navarro, Fabien ; Chesneau, Christophe.
In: Statistical Papers.
RePEc:spr:stpapr:v:63:y:2022:i:5:d:10.1007_s00362-022-01288-x.
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Inflation in the G7 countries: persistence and structural breaks. (2022). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Poza, Carlos.
In: Journal of Economics and Finance.
RePEc:spr:jecfin:v:46:y:2022:i:3:d:10.1007_s12197-022-09576-w.
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When are trend–cycle decompositions of GDP reliable?. (2022). Roberts, John ; González-Astudillo, Manuel ; Gonzalez-Astudillo, Manuel.
In: Empirical Economics.
RePEc:spr:empeco:v:62:y:2022:i:5:d:10.1007_s00181-021-02105-4.
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What were they thinking? Estimating the quarterly forecasts underlying annual growth projections. (2022). Hepenstrick, Christian ; Blunier, Jason.
In: Working Papers.
RePEc:snb:snbwpa:2022-05.
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The All-Gap Phillips Curve. (2022). Smith, Gregor ; McNeil, James.
In: Working Paper.
RePEc:qed:wpaper:1488.
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The Critical Role of Education and ICT in Promoting Environmental Sustainability in Eastern and Southern Africa: A Panel VAR Approach. (2022). Asongu, Simplice ; Shobande, Olatunji.
In: MPRA Paper.
RePEc:pra:mprapa:119054.
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Inflation trends in Asia: implications for central banks. (2022). Poon, Aubrey ; Garcia, Juan Angel.
In: Oxford Economic Papers.
RePEc:oup:oxecpp:v:74:y:2022:i:3:p:671-700..
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Nonlinearities and expenditure multipliers in the Eurozone. (2022). Punzo, Chiara ; Perdichizzi, Salvatore ; Boitani, Andrea.
In: Industrial and Corporate Change.
RePEc:oup:indcch:v:31:y:2022:i:2:p:552-575..
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THE DISTRIBUTION OF ROLLING REGRESSION ESTIMATORS. (2022). Cai, Zongwu ; Chen, Pixiong.
In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
RePEc:kan:wpaper:202218.
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What Drives Long-Term Interest Rates? Evidence from the Entire Swiss Franc History 1852-2020. (2022). Tille, Cédric ; Stuart, Rebecca ; Kaufmann, Daniel ; Hauzenberger, Niko.
In: IRENE Working Papers.
RePEc:irn:wpaper:22-03.
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Individual Trend Inflation. (2022). Sekine, Toshitaka ; Yoneyama, Shunichi ; Packer, Frank.
In: IMES Discussion Paper Series.
RePEc:ime:imedps:22-e-14.
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Trend Inflation in Sweden. (2022). Österholm, Pär ; Poon, Aubrey ; Osterholm, Par.
In: Working Papers.
RePEc:hhs:oruesi:2022_002.
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Cryptocurrency Forecasting: More Evidence of the Meese-Rogoff Puzzle. (2022). Magner, Nicolas ; Hardy, Nicolas.
In: Mathematics.
RePEc:gam:jmathe:v:10:y:2022:i:13:p:2338-:d:855300.
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Forecasting Industrial Production Using Its Aggregated and Disaggregated Series or a Combination of Both: Evidence from One Emerging Market Economy. (2022). Valls Pereira, Pedro ; Mendonça, Diogo ; Marçal, Emerson ; Maral, Emerson Fernandes ; de Prince, Diogo.
In: Econometrics.
RePEc:gam:jecnmx:v:10:y:2022:i:2:p:27-:d:839662.
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Cutting-Edge Methods Did Not Improve Inflation Forecasting during the COVID-19 Pandemic. (2022). Lusompa, Amaze ; Sattiraju, Sai.
In: Economic Review.
RePEc:fip:fedker:94489.
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Inflation as a Fiscal Limit. (2022). Melosi, Leonardo ; Bianchi, Francesco.
In: Working Paper Series.
RePEc:fip:fedhwp:94748.
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Inflation Measured Every Day Keeps Adverse Responses Away: Temporal Aggregation and Monetary Policy Transmission. (2022). Walker, Todd ; Matthes, Christian ; Jacobson, Margaret.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2022-54.
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A Unified Framework to Estimate Macroeconomic Stars. (2022). Zaman, Saeed.
In: Working Papers.
RePEc:fip:fedcwq:93166.
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The Critical Role of Education and ICT in Promoting Environmental Sustainability in Eastern and Southern Africa: A Panel VAR Approach. (2022). Shobande, Olatunji ; Asongu, Simplice.
In: Working Papers.
RePEc:exs:wpaper:22/006.
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The Critical Role of Education and ICT in Promoting Environmental Sustainability in Eastern and Southern Africa: A Panel VAR Approach. (2022). Shobande, Olatunji ; Asongu, Simplice.
In: Technological Forecasting and Social Change.
RePEc:eee:tefoso:v:176:y:2022:i:c:s0040162522000129.
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Dynamic comovement among banks, systemic risk, and the macroeconomy. (2022). Kishor, N ; Kapinos, Pavel ; Ma, Jun.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426620301606.
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The macroeconomic effects of macroprudential policy: Evidence from a narrative approach. (2022). Vuletin, Guillermo ; Rojas, Diego ; Vegh, Carlos.
In: Journal of International Economics.
RePEc:eee:inecon:v:139:y:2022:i:c:s0022199622000769.
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Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures: A comparative study. (2022). Nonejad, Nima.
In: International Review of Financial Analysis.
RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002095.
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Forecasting inflation rates with multi-level international dependence. (2022). Ergemen, Yunus Emre.
In: Economics Letters.
RePEc:eee:ecolet:v:214:y:2022:i:c:s016517652200101x.
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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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Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility. (2022). Nonejad, Nima.
In: The North American Journal of Economics and Finance.
RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000973.
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Do tax reforms affect income distribution? Evidence from developing countries. (2022). Jalles, Joao ; Gupta, Sanjeev.
In: Economic Modelling.
RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000505.
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Modeling tail risks of inflation using unobserved component quantile regressions. (2022). Pfarrhofer, Michael.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:143:y:2022:i:c:s016518892200197x.
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Decomposing the output gap with inflation learning. (2022). Ramamurthy, Srikanth ; Panovska, Irina.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:136:y:2022:i:c:s016518892200032x.
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Measuring trend inflation in India. (2022). Behera, Harendra ; Patra, Michael Debabrata.
In: Journal of Asian Economics.
RePEc:eee:asieco:v:80:y:2022:i:c:s1049007822000331.
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Measuring inflation persistence under time-varying inflation target and stochastic volatility with jumps. (2022). Laurini, Marcio P.
In: Economics Bulletin.
RePEc:ebl:ecbull:eb-21-00688.
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Analyses of the Czech Republics Current Economic Alignment with the Euro Area 2022. (2022). Siuda, Vojtech ; Kotlar, Martin ; Sutoris, Ivan ; Molnar, Vojtech ; Soucek, Marek ; Kubicova, Ivana ; Benecka, Sona ; Benda, Marek ; Novotny, Filip ; Pasalicova, Renata ; Pfeifer, Lukas ; Hromadkova, Eva ; Stikova, Radka ; Komarek, Lubos ; Hajkova, Dana ; Kral, Petr ; Stranska, Lena ; Saxa, Branislav ; Kucharcukova, Oxana Babecka ; Arnostova, Katerina ; Franta, Michal ; Sveda, Josef ; Rysava, Michaela ; Sarboch, Matej ; Bruha, Jan ; Komarkova, Zlatuse ; Vojta, Martin ; Babecky, Jan.
In: Occasional Publications - Edited Volumes.
RePEc:cnb:ocpubv:as22.
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Heterogeneous Information, Subjective Model Beliefs, and the Time-Varying Transmission of Shocks. (2022). Macaulay, Alistair.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_9733.
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The Term Structure of Inflation at Risk: A Panel Quantile Regression Approach. (2022). Norimasa, Yoshihiko ; Makabe, Yoshibumi.
In: Bank of Japan Working Paper Series.
RePEc:boj:bojwps:wp22e04.
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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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The distributional effects of government spending shocks in developing economies. (2022). Melina, Giovanni ; Furceri, Davide ; Loungani, Prakash ; Ge, Jun.
In: Review of Development Economics.
RePEc:bla:rdevec:v:26:y:2022:i:3:p:1574-1599.
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Econometric Analysis of Switching Expectations in UK Inflation. (2022). Madeira, Joao ; Cornea-Madeira, Adriana ; Corneamadeira, Adriana.
In: Oxford Bulletin of Economics and Statistics.
RePEc:bla:obuest:v:84:y:2022:i:3:p:651-673.
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Inference in Misspecified GARCH‐M Models. (2022). Smallwood, Aaron D.
In: Oxford Bulletin of Economics and Statistics.
RePEc:bla:obuest:v:84:y:2022:i:2:p:334-355.
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Inflation persistence and monetary policy: DSGE‐VAR approach. (2022). Chin, Kuohsuan.
In: Manchester School.
RePEc:bla:manchs:v:90:y:2022:i:6:p:715-729.
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Behavioral Learning Equilibria in New Keynesian Models. (2022). Mavromatis, Kostas(Konstantinos) ; Hommes, Cars ; Ozden, Tolga ; Zhu, Mei.
In: Staff Working Papers.
RePEc:bca:bocawp:22-42.
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A Neural Phillips Curve and a Deep Output Gap. (2022). Goulet Coulombe, Philippe.
In: Working Papers.
RePEc:bbh:wpaper:22-01.
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Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions. (2022). Wilms, Ines ; Hecq, Alain ; Ternes, Marie.
In: Papers.
RePEc:arx:papers:2102.11780.
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Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Networks. (2022). Caspi, Itamar ; Benchimol, Jonathan ; Barkan, Oren ; Koenigstein, Noam ; Hammer, Allon.
In: Papers.
RePEc:arx:papers:2011.07920.
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The Critical Role of Education and ICT in Promoting Environmental Sustainability in Eastern and Southern Africa: A Panel VAR Approach. (2022). Shobande, Olatunji ; Asongu, Simplice.
In: Working Papers of the African Governance and Development Institute..
RePEc:agd:wpaper:22/006.
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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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Structural Breaks in U.S. Macroeconomic Time Series: A Bayesian Model Averaging Approach. (2021). Piger, Jeremy ; Check, Adam.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:53:y:2021:i:8:p:1999-2036.
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A Time‐Series Model of Interest Rates with the Effective Lower Bound. (2021). Mertens, Elmar ; Johannsen, Benjamin K.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:53:y:2021:i:5:p:1005-1046.
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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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Unobserved components with stochastic volatility: Simulation‐based estimation and signal extraction. (2021). Li, Mengheng ; Koopman, Siem Jan.
In: Journal of Applied Econometrics.
RePEc:wly:japmet:v:36:y:2021:i:5:p:614-627.
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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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Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models. (2021). Pfarrhofer, Michael ; Huber, Florian.
In: Journal of Applied Econometrics.
RePEc:wly:japmet:v:36:y:2021:i:2:p:262-270.
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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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One-Stop Source : A Global Database of Inflation. (2021). Ohnsorge, Franziska ; Kose, Ayhan ; Ha, Jongrim.
In: Policy Research Working Paper Series.
RePEc:wbk:wbrwps:9737.
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Time-varying state correlations in state space models and their estimation via indirect inference. (2021). Smeekes, Stephan ; Koopman, Siem Jan ; van den Brakel, Jan ; Palm, Franz ; Schiavoni, Caterina.
In: Tinbergen Institute Discussion Papers.
RePEc:tin:wpaper:20210020.
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Forecasting in a changing world: from the great recession to the COVID-19 pandemic. (2021). Koopman, Siem Jan ; Blasques, Francisco ; Zhang, Zhaokun ; Artemova, Mariia.
In: Tinbergen Institute Discussion Papers.
RePEc:tin:wpaper:20210006.
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Money and inflation in inflation-targeting regimes – new evidence from time–frequency analysis. (2021). Ryczkowski, Maciej.
In: Journal of Applied Economics.
RePEc:taf:recsxx:v:24:y:2021:i:1:p:17-44.
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Inflation Persistence in India. (2021). Dua, Pami ; Goel, Deepika.
In: Journal of Quantitative Economics.
RePEc:spr:jqecon:v:19:y:2021:i:3:d:10.1007_s40953-021-00237-z.
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Explaining the lead–lag pattern in the money–inflation relationship: a microsimulation approach. (2021). Ponomarenko, Alexey ; Deryugina, Elena.
In: Journal of Evolutionary Economics.
RePEc:spr:joevec:v:31:y:2021:i:4:d:10.1007_s00191-021-00741-8.
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Does Hamilton’s OLS Regression Provide a “better alternative” to the Hodrick-Prescott Filter? A New Zealand Business Cycle Perspective. (2021). Hall, Viv ; Thomson, Peter.
In: Journal of Business Cycle Research.
RePEc:spr:jbuscr:v:17:y:2021:i:2:d:10.1007_s41549-021-00059-1.
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The impact of fiscal consolidations on growth in sub-Saharan Africa. (2021). Tsangarides, Charalambos ; Yenice, Mustafa ; Gonzalez-Garcia, Jesus ; Arizala, Francisco.
In: Empirical Economics.
RePEc:spr:empeco:v:61:y:2021:i:1:d:10.1007_s00181-020-01863-x.
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UK Inflation Forecasts since the Thirteenth Century. (2021). Smith, Gregor ; Nason, James.
In: Working Paper.
RePEc:qed:wpaper:1454.
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Inflation Targeting in India : An Interim Assessment. (2021). Gupta, Poonam ; Eichengreen, Barry ; Choudhary, Rishabh.
In: MPRA Paper.
RePEc:pra:mprapa:112656.
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One-Stop Source: A Global Database of Inflation. (2021). Ohnsorge, Franziska ; Kose, Ayhan ; Ha, Jongrim.
In: MPRA Paper.
RePEc:pra:mprapa:108678.
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One-Stop Source: A Global Database of Inflation. (2021). Ohnsorge, Franziska ; Kose, Ayhan ; Ha, Jongrim.
In: Koç University-TUSIAD Economic Research Forum Working Papers.
RePEc:koc:wpaper:2107.
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The Condemned Live Longer – New Evidence of the New Keynesian Phillips Curve in Central and Eastern Europe. (2021). Ertl, Martin ; Zobl, Franz Xaver.
In: Open Economies Review.
RePEc:kap:openec:v:32:y:2021:i:4:d:10.1007_s11079-020-09604-4.
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The Inflation Expectations of U.S. Firms: Evidence from a New Survey. (2021). Gorodnichenko, Yuriy ; Coibion, Olivier ; Candia, Bernardo.
In: IZA Discussion Papers.
RePEc:iza:izadps:dp14378.
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The Output Effects of Fiscal Consolidations: Does Spending Composition Matter?. (2021). Puig, Jorge ; Izquierdo, Alejandro ; Cavallo, Eduardo ; Ardanaz, Martin.
In: IDB Publications (Working Papers).
RePEc:idb:brikps:11857.
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How Local is the Local Inflation Factor? Evidence from Emerging European Countries. (2021). Clements, Michael ; Cepni, Oguzhan.
In: Working Papers.
RePEc:hhs:cbsnow:2021_008.
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A Multivariate VAR Model for Evaluating Sustainable Finance and Natural Resource Curse in West Africa: Evidence from Nigeria and Ghana. (2021). Shobande, Olatunji ; Enemona, Joseph Onuche.
In: Sustainability.
RePEc:gam:jsusta:v:13:y:2021:i:5:p:2847-:d:511659.
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Forecasting US Inflation in Real Time. (2021). Hubrich, Kirstin ; Fulton, Chad.
In: Econometrics.
RePEc:gam:jecnmx:v:9:y:2021:i:4:p:36-:d:652685.
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The Term Structure of Expectations. (2021). Preston, Bruce ; Moench, Emanuel ; Eusepi, Stefano ; Crump, Richard.
In: Staff Reports.
RePEc:fip:fednsr:93341.
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Forecasting US Inflation in Real Time. (2021). Hubrich, Kirstin ; Fulton, Chad.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2021-14.
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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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Endogenous forecast switching near the zero lower bound. (2021). Lansing, Kevin.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:117:y:2021:i:c:p:153-169.
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Anchoring of inflation expectations in large emerging economies. (2021). Alex, Dony.
In: The Journal of Economic Asymmetries.
RePEc:eee:joecas:v:23:y:2021:i:c:s1703494921000074.
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The price of crude oil and (conditional) out-of-sample predictability of world industrial production. (2021). Nonejad, Nima.
In: Journal of Commodity Markets.
RePEc:eee:jocoma:v:23:y:2021:i:c:s2405851321000015.
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Growth-friendly fiscal rules? Safeguarding public investment from budget cuts through fiscal rule design. (2021). Puig, Jorge ; Izquierdo, Alejandro ; Cavallo, Eduardo ; Ardanaz, Martin.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:111:y:2021:i:c:s0261560620302758.
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Quantifying the impact of the COVID-19 pandemic on US airline stock prices. (2021). Yimga, Jules ; Atems, Bebonchu.
In: Journal of Air Transport Management.
RePEc:eee:jaitra:v:97:y:2021:i:c:s096969972100123x.
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Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting. (2021). Valls Pereira, Pedro ; Trucíos, Carlos ; Hotta, Luiz ; Hallin, Marc ; Trucios, Carlos.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:37:y:2021:i:4:p:1520-1534.
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Forecasting macroeconomic risks. (2021). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias ; Adams, Patrick A.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:37:y:2021:i:3:p:1173-1191.
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Bagging weak predictors. (2021). Hillebrand, Eric ; Wei, Wei ; Lukas, Manuel.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:37:y:2021:i:1:p:237-254.
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Non-linear effects of tax changes on output: The role of the initial level of taxation. (2021). Vuletin, Guillermo ; Riera-Crichton, Daniel ; Gunter, Samara ; Vegh, Carlos A.
In: Journal of International Economics.
RePEc:eee:inecon:v:131:y:2021:i:c:s0022199621000271.
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Time-varying spillovers between housing sentiment and housing market in the United States☆. (2021). GUPTA, RANGAN ; Gabauer, David ; André, Christophe ; Andre, Christophe.
In: Finance Research Letters.
RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000064.
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Flexible Mixture Priors for Large Time-varying Parameter Models. (2021). Hauzenberger, Niko.
In: Econometrics and Statistics.
RePEc:eee:ecosta:v:20:y:2021:i:c:p:87-108.
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Time-varying model averaging. (2021). Lee, Tae Hwy ; Hong, Yongmiao ; Sun, Yuying ; Zhang, Xinyu ; Wang, Shouyang.
In: Journal of Econometrics.
RePEc:eee:econom:v:222:y:2021:i:2:p:974-992.
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Generalized aggregation of misspecified models: With an application to asset pricing. (2021). Maasoumi, Esfandiar ; Gospodinov, Nikolay.
In: Journal of Econometrics.
RePEc:eee:econom:v:222:y:2021:i:1:p:451-467.
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Resurrecting the Phillips Curve in Low-Inflation Times. (2021). Conti, Antonio.
In: Economic Modelling.
RePEc:eee:ecmode:v:96:y:2021:i:c:p:172-195.
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Forecasting natural gas prices using highly flexible time-varying parameter models. (2021). Gao, Shen ; Hou, Chenghan ; Nguyen, Bao H.
In: Economic Modelling.
RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002418.
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Bayesian TVP-VARX models with time invariant long-run multipliers. (2021). Polbin, Andrey ; Krymova, Ekaterina ; Belomestny, Denis.
In: Economic Modelling.
RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001206.
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MoNK: Mortgages in a New-Keynesian model. (2021). Garriga, Carlos ; Ustek, Roman ; Kydland, Finn E.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:123:y:2021:i:c:s016518892030227x.
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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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The time-varying evolution of inflation risks. (2021). Musso, Alberto ; Korobilis, Dimitris ; Landau, Bettina ; Phella, Anthoulla.
In: Working Paper Series.
RePEc:ecb:ecbwps:20212600.
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Combining Bayesian VARs with survey density forecasts: does it pay off?. (2021). Ravazzolo, Francesco ; Paredes, Joan ; Brenna, Federica ; Banbura, Marta ; Babura, Marta.
In: Working Paper Series.
RePEc:ecb:ecbwps:20212543.
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The Inflation Rate Disconnect Puzzle: On the International Component of Trend Inflation and the Flattening of the Phillips Curve. (2021). Ascari, Guido ; Fosso, Luca.
In: Working Papers.
RePEc:dnb:dnbwpp:733.
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The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data. (2021). GUPTA, RANGAN ; van Eyden, Renee ; André, Christophe ; Sheng, Xin ; Andre, Christophe.
In: GRU Working Paper Series.
RePEc:cth:wpaper:gru_2021_008.
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The Inflation Rate Disconnect Puzzle: On the International Component of Trend Inflation and the Flattening of the Phillips Curve. (2021). Ascari, Guido ; Fosso, Luca.
In: Discussion Papers.
RePEc:cfm:wpaper:2113.
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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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Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Networks. (2021). Caspi, Itamar ; Benchimol, Jonathan ; Barkan, Oren ; Koenigstein, Noam ; Hammer, Allon.
In: Bank of Israel Working Papers.
RePEc:boi:wpaper:2021.06.
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The Inflation Rate Disconnect Puzzle: On the International Component of Trend Inflation and the Flattening of the Phillips Curve. (2021). Ascari, Guido ; Fosso, Luca.
In: Working Paper.
RePEc:bno:worpap:2021_17.
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A Trendy Approach to UK Inflation Dynamics. (2021). Theodoridis, Konstantinos ; Forbes, Kristin ; Kirkham, Lewis.
In: Manchester School.
RePEc:bla:manchs:v:89:y:2021:i:s1:p:23-75.
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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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Regional inflation persistence in Turkey. (2021). Duran, Hasan Engin ; Dindarolu, Burak.
In: Growth and Change.
RePEc:bla:growch:v:52:y:2021:i:1:p:460-491.
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EURQ: A New Web Search‐based Uncertainty Index. (2021). Golinelli, Roberto ; Bontempi, Maria ; Frigeri, Michele ; Squadrani, Matteo.
In: Economica.
RePEc:bla:econom:v:88:y:2021:i:352:p:969-1015.
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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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Debt-Secular Economic Changes and Bond Yields. (2021). Fontaine, Jean-Sebastien ; Feunou, Bruno.
In: Staff Working Papers.
RePEc:bca:bocawp:21-14.
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The Macroeconomy as a Random Forest. (2021). Goulet Coulombe, Philippe.
In: Working Papers.
RePEc:bbh:wpaper:21-05.
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The Recovery from the Great Recession: Did the FOMC Learn the Right Lessons?. (2021). Hetzel, Robert.
In: Working Papers.
RePEc:ajw:wpaper:3125.
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The Recovery from the Great Recession: Did the FOMC Learn the Right Lessons?. (2021). Hetzel, Robert.
In: Working Papers.
RePEc:ajw:wpaper:10958.
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Output effects of fiscal consolidations: does spending composition matter?. (2021). Puig, Jorge ; Izquierdo, Alejandro ; Cavallo, Eduardo ; Ardanaz, Martin.
In: Asociación Argentina de Economía Política: Working Papers.
RePEc:aep:anales:4507.
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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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Slack and Cyclically Sensitive Inflation. (2020). Watson, Mark W ; Stock, James H.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:52:y:2020:i:s2:p:393-428.
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Introducing the Bank of Canada staff economic projections database. (2020). Sekkel, Rodrigo ; Champagne, Julien ; Poulinbellisle, Guillaume.
In: Journal of Applied Econometrics.
RePEc:wly:japmet:v:35:y:2020:i:1:p:114-129.
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Inflation Targeting in India : An Interim Assessment. (2020). Eichengreen, Barry ; Choudhary, Rishabh.
In: Policy Research Working Paper Series.
RePEc:wbk:wbrwps:9422.
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Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors. (2020). Mertens, Elmar ; McCracken, Michael ; Clark, Todd.
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Time-Varying Spillovers between Housing Sentiment and Housing Market in the United States. (2020). GUPTA, RANGAN ; Gabauer, David ; André, Christophe ; Andre, Christophe.
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The Effects of Weather Shocks on Economic Activity: What are the Channels of Impact?. (2020). Topalova, Petia ; Acevedo, Sebastian ; Novta, Natalija ; Mrkaic, Mico ; Pugacheva, Evgenia.
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Can Google search data help predict macroeconomic series?. (2020). Lange, Rutger-Jan ; Niesert, Robin F ; Brons, Kester ; Oorschot, Jochem A ; Veldhuisen, Christian P.
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Inflation expectations in euro area Phillips curves. (2020). Alvarez, Luis ; Correa-Lopez, Monica.
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Monetary policy and the term structure of Inflation expectations with information frictions. (2020). McNeil, James.
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Nonlinearities and expenditure multipliers in the Eurozone.. (2020). Punzo, Chiara ; Perdichizzi, Salvatore ; Boitani, Andrea.
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Trend Fundamentals and Exchange Rate Dynamics. (2020). Kaufmann, Daniel ; Huber, Florian.
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Private Banking Credit and Economic Growth in Mexico: A State Level Panel Data Analysis 2005-2018. (2020). Flores, Miguel A ; Torre, Leonardo E.
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Flexible Mixture Priors for Large Time-varying Parameter Models. (2020). Hauzenberger, Niko.
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Trend, Seasonal, and Sectoral Inflation in the Euro Area. (2019). Watson, Mark W ; Stock, James H.
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Is Oil Price Still Driving Inflation?. (2019). Renou-Maissant, Patricia.
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Time–frequency relationship between US inflation and inflation uncertainty: evidence from historical data. (2019). Tiwari, Aviral ; Miller, Stephen ; GUPTA, RANGAN ; Albulescu, Claudiu.
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The Macroeconomic Response to Real and Financial Factors, Commodity Prices, and Monetary Policy: International Evidence. (2018). Siklos, Pierre.
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Modeling time-variation over the business cycle (1960–2017): an international perspective. (2018). Martínez García, Enrique ; Enrique, Martinez-Garcia.
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Predictive Testing for Granger Causality via Posterior Simulation and Cross Validation. (2018). Cornwall, Gary ; Mills, Jeffrey A ; Weng, Huibin ; Sauley, Beau A.
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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 .
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Valuation Risk and Asset Pricing. (2016). Rebelo, Sergio ; Eichenbaum, Martin ; Albuquerque, Rui.
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An adaptive approach to forecasting three key macroeconomic variables for transitional China. (2015). Niu, Linlin ; Chen, Ying ; Xu, Xiu.
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Price-Level Convergence in the Eurozone. (2015). Garcia-Hiernaux, Alfredo ; Guerrero, David Esteban.
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Investigation of the Lucas Loss Functioning during the Period 2000-2012 in Albania. (2014). Sota, Llambrini ; Kolaneci, Fejzi.
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Estimation Bias and Feasible Conditional Forecasts from the First-Order Moving Average Model. (2013). Bao, Yong ; Ru, Zhang ; Yong, Bao .
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Inflation and Unit Labor Cost. (2012). King, Robert G ; Watson, Mark W.
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FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING. (2012). Koop, Gary ; Korobilis, Dimitris.
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Inflation Targeting and Relative Price Variability: What Difference Does Inflation Targeting Make?. (2011). O'Sullivan, Roisin ; Choi, Chi-Young ; Se, Young.
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Disinflation Shocks in the Eurozone: A DSGE Perspective. (2010). Sahuc, Jean-Guillaume ; Matheron, Julien ; Fève, Patrick ; Feve, Patrick.
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Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion. (2010). Peel, David ; Paya, Ivan ; Nobay, Bob.
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Modeling Inflation After the Crisis. (2010). Watson, Mark W ; Stock, James H.
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Monetary policy, imperfect information and the expectations channel. (2010). Hubert, Paul.
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Has the Economy Become More Predictable? Changes in Greenbook Forecast Accuracy. (2009). Tulip, Peter.
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Estimating regime-switching Taylor rules with trend inflation. (2008). Raggi, Davide ; Greco, Luciano ; Castelnuovo, Efrem.
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The “Great Moderation” in the United Kingdom. (2008). Benati, Luca.
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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.
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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

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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.
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