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Inflation forecasting
Stock, James H.; Watson, Mark W. - In: NBER reporter online (2012) 1, pp. 13-16
Persistent link: https://www.econbiz.de/10011367077
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Combination forecasts of output growth in a seven-country data set
Stock, James H.; Watson, Mark W. - In: Journal of forecasting 23 (2004) 6, pp. 405-430
Persistent link: https://www.econbiz.de/10002233158
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Forecasting Output and Inflation : The Role of Asset Prices
Stock, James H. - 2001
This paper examines old and new evidence on the predictive performance of asset prices for inflation and real output growth. We first review the large literature on this topic, focusing on the past dozen years. We then undertake an empirical analysis of quarterly data on up to 38 candidate...
Persistent link: https://www.econbiz.de/10012470546
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Forecasting Inflation
Stock, James H. - 1999
This paper investigates forecasts of U.S. inflation at the 12-month horizon. The starting point is the conventional unemployment rate Phillips curve, which is examined in a simulated out of sample forecasting framework. Inflation forecasts produced by the Phillips curve generally have been more...
Persistent link: https://www.econbiz.de/10012471777
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Why Has U.S. Inflation Become Harder to Forecast?
Stock, James H. - 2010
Forecasts of the rate of price inflation play a central role in the formulation of monetary policy, and forecasting inflation is a key job for economists at the Federal Reserve Board. This paper examines whether this job has become harder and, to the extent that it has, what changes in the...
Persistent link: https://www.econbiz.de/10012761277
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A State-Dependent Model for Inflation Forecasting
Stella, Andrea - 2017
We develop a parsimonious bivariate model of inflation and unemployment that allows for persistent variation in trend inflation and in the non-accelerating inflation rate of unemployment. The model, which consists of five unobserved components (including the trends) with stochastic volatility,...
Persistent link: https://www.econbiz.de/10012974787
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Why Has U.S. Inflation Become Harder to Forecast?
Stock, James H. - 2006
Forecasts of the rate of price inflation play a central role in the formulation of monetary policy, and forecasting inflation is a key job for economists at the Federal Reserve Board. This paper examines whether this job has become harder and, to the extent that it has, what changes in the...
Persistent link: https://www.econbiz.de/10012466341
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Chapter 10 Forecasting with Many Predictors
Stock, James H.; Watson, Mark W. - 2006
exploit many predictors, and this chapter surveys these methods. The first group of methods considered is forecast combination … (forecast pooling), in which a single forecast is produced from a panel of many forecasts. The second group of methods is based … increasingly precise as the number of series increases) can be used to forecast individual economic variables. The third group of …
Persistent link: https://www.econbiz.de/10014023696
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Forecasting Output and Inflation : The Role of Asset Prices
Stock, James H.; Watson, Mark W. - 2022
This paper examines old and new evidence on the predictive performance of asset prices for inflation and real output growth. We first review the large literature on this topic, focusing on the past dozen years. We then undertake an empirical analysis of quarterly data on up to 38 candidate...
Persistent link: https://www.econbiz.de/10013322105
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Forecasting Inflation
Stock, James H.; Watson, Mark W. - 2021
This paper investigates forecasts of U.S. inflation at the 12-month horizon. The starting point is the conventional unemployment rate Phillips curve, which is examined in a simulated out of sample forecasting framework. Inflation forecasts produced by the Phillips curve generally have been more...
Persistent link: https://www.econbiz.de/10013240950