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What helps forecast U.S. inflation? - mind the gap!

Kabukcuoğlu, Ayşe; Martínez-García, Enrique - 2016 - This draft: December 11, 2016

The Phillips curve, which posits a relationship between inflation and domestic economic activity, introduces a crucial … evidence that forecasts of U.S. inflation from Phillips curve-based models tend to underperform relative to naïve forecasts. We …

Persistent link: https://www.econbiz.de/10011609901

The predictive performance of fundamental inflation concepts : an application to the euro area and the United States

McKnight, Stephen; Mihailov, Alexander; Patterson, Kerry D. - 2014

Persistent link: https://www.econbiz.de/10010359843

How useful are measured expectations in estimation and simulation of a conventional small New Keynesian macro model?

Kortelainen, Mika; Paloviita, Maritta; Virén, Matti E. E. - In: Economic modelling 52 (2016), pp. 540-550

Persistent link: https://www.econbiz.de/10011642907

A compact open economy DSGE model for Switzerland

Rudolf, Barbara; Zurlinden, Mathias - 2014

number of shocks. The study gives details on the specification and the estimation of the model. The evaluation is based on …

Persistent link: https://www.econbiz.de/10010495158

A New Keynesian Q theory and the link between inflation and the stock market

Lopez, Pierlauro - In: Review of economic dynamics 29 (2018), pp. 85-105

Persistent link: https://www.econbiz.de/10012042334

Are constant interest rate forecasts modest interventions? : evidence from an estimated open economy DSGE model of the Euro Area

Adolfson, Malin; Laséen, Stefan; Lindé, Jesper; … - 2005

modest if it does not trigger the agents to revise their expectations about the inflation targeting policy. Using univariate …

Persistent link: https://www.econbiz.de/10011583556

Forecasting performance of an open economy Dynamic Stochastic General Equilibrium model

Adolfson, Malin; Lindé, Jesper; Villani, Mattias - 2006 - Revised

This paper analyzes the forecasting performance of an open economy DSGE model, estimated with Bayesian methods, for the Euro area during 1994Q1-2002Q4. We compare the DSGE model and a few variants of this model to various reduced form forecasting models such as vector autoregressions (VAR) and...

Persistent link: https://www.econbiz.de/10011584035

Small-scale New Keynesian model features that can reproduce lead, lag and persistence patterns

Cassou, Steven Peter; Vázquez, Jesús - In: The B.E. journal of macroeconomics 14 (2014) 1, pp. 267-300

Persistent link: https://www.econbiz.de/10010475520

Inflation and professional forecast dynamics : an evaluation of stickiness, persistence, and volatility

Mertens, Elmar; Nason, James Michael - 2018 - Current draft: February 16, 2018

Persistent link: https://www.econbiz.de/10011867086

Has trend inflation shifted? : an empirical analysis with a regime-switching model

Kaihatsu, Sohei; Nakajima, Jouchi - 2015

Persistent link: https://www.econbiz.de/10012178030

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