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In-sample inference and forecasting in misspecified factor models

Carrasco, Marine; Rossi, Barbara - 2016

Persistent link: https://www.econbiz.de/10011582617

In-sample inference and forecasting in misspecified factor models

Carrasco, Marine; Rossi, Barbara - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 3, pp. 313-338

Persistent link: https://www.econbiz.de/10011691438

A new time-varying parameter autoregressive model for U.S. inflation expectations

Lanne, Markku; Luoto, Jani - In: Journal of money, credit and banking : JMCB 49 (2017) 5, pp. 969-995

Persistent link: https://www.econbiz.de/10011946516

US inflation and output since the 1970s : a P-star approach

Cronin, David - In: Empirical economics : a journal of the Institute for … 54 (2018) 2, pp. 567-591

Persistent link: https://www.econbiz.de/10011949286

Using the hybrid Phillips curve with memory to forecast US infllation

Chu, Shiou-Yen; Shane, Christopher - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 4, pp. 1-16

Persistent link: https://www.econbiz.de/10011755440

Inspecting short- and long-term inflation expectations

Nikitina, Olena - In: Essays on fixed income and inflation forecasting, (pp. 42-79). 2015

Persistent link: https://www.econbiz.de/10011639454

Will US inflation awake from the dead? : the role of slack and non-linearities in the Phillips curve

Albuquerque, Bruno; Baumann, Ursel - In: Journal of policy modeling : JPMOD ; a social science … 39 (2017) 2, pp. 247-271

Persistent link: https://www.econbiz.de/10011896379

Measuring inflation anchoring and uncertainty : a US and Euro area comparison

Grishchenko, Olesya; Mouabbi, Sarah; Renne, Jean-Paul - 2017

We use several US and euro-area surveys of professional forecasters to estimate a dynamic factor model of inflation … featuring time-varying uncertainty. We obtain survey-consistent distributions of future inflation at any horizon, both in the US … and the euro area. Equipped with this model, we propose a novel measure of the anchoring of inflation expectations that …

Persistent link: https://www.econbiz.de/10011803186

The impact of global economies on US inflation : a test of the Phillips curve

Guirguis, Hany S.; Dutra, Vaneesha Boney; McGreevy, Zoe - In: Journal of economics and finance : JEF 46 (2022) 3, pp. 575-592

Persistent link: https://www.econbiz.de/10013442214

Are the Wall Street analyst rankings popularity contests?

Emery, Douglas R.; Li, Xi - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 2, pp. 411-437

Persistent link: https://www.econbiz.de/10003865571