Narrow search
Showing 1 - 5 of 5
Cover Image
Real-time inflation forecast densities from ensemble Phillips curves
Garratt, Anthony; Mitchell, James; Vahey, Shaun P.; … - 2009
A popular macroeconomic forecasting strategy takes combinations across many models to hedge against model instabilities of unknown timing; see (among others) Stock andWatson (2004) and Clark and McCracken (2009). In this paper, we examine the effectiveness of recursive-weight and equal-weight...
Persistent link: https://www.econbiz.de/10003907085
Cover Image
Assessing the economic value of probabilistic forecasts in the presence of an inflation target
McDonald, Christopher; Thamotheram, Craig; Vahey, Shaun P. - 2016
Persistent link: https://www.econbiz.de/10011500513
Cover Image
The McKenna rule and UK World War I finance
Nason, James Michael (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003445684
Cover Image
Business cycle implications of internal consumption habit for New Keynesian models
Kano, Takashi; Nason, James Michael - In: Journal of money, credit and banking : JMCB 46 (2014) 2/3, pp. 519-544
Persistent link: https://www.econbiz.de/10010464067
Cover Image
Investment and the current account in the short run and the long run
Nason, James Michael; Rogers, John H. - In: Journal of money, credit and banking : JMCB 34 (2002) 4, pp. 967-986
Persistent link: https://www.econbiz.de/10001710462