[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
The case for higher frequency inflation expectations. (2011). Guzman, Giselle.
In: MPRA Paper.
RePEc:pra:mprapa:36656.

Full description at Econpapers || Download paper

Cited: 2

Citations received by this document

Cites: 23

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Economic sentiment during the COVID pandemic: Evidence from search behaviour in the EU. (2021). van der Wielen, Wouter ; Barrios, Salvador.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:115:y:2021:i:c:s0148619520304148.

    Full description at Econpapers || Download paper

  2. Fear and Employment During the COVID Pandemic: Evidence from Search Behaviour in the EU. (2020). van der Wielen, Wouter ; Barrios, Salvador ; Salvador, BARRIOS .
    In: JRC Working Papers on Taxation & Structural Reforms.
    RePEc:ipt:taxref:202008.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Ang, A., Bekaert, G., and Wei, M. (2007). Do macro variables, asset markets, or surveys forecast inflation better? Journal of Monetary Economics, 54 (2007), pp. 1163-1212.

  2. Calvo, G. (1983). Staggered Prices in a Utility-Maximizing Framework. Journal of Monetary Economics, 12 (1983), pp. 383-398.

  3. Carroll, C. (2003). Macroeconomic Expectations of Households and Professional Forecasters. The Quarterly Journal of Economics, Vol. 118, No. 1 (Feb. 2003), pp. 269-298.

  4. Engle, Robert F., and Granger, C.W.J. (1987). Co-Integration and Error Correction: Representation, Estimation, and Testing. Econometrica, Vol. 55, March, pp. 251-276.

  5. Giannone, D., Reichlin, L., and Small, D. (2008). Nowcasting: The real-time informational content of macroeconomic data. Journal of Monetary Economics, 55 (2008), pp. 665-676.

  6. Gramlich, E.M. (1983). Models of Inflation Expectations Formation: A Comparison of Household and Economist Forecasts. Journal of Money, Credit, and Banking, Vol. 15, No. 2, May 1983, pp. 155-173.

  7. Granger, C.W.J., and Newbold, P. (1977). Forecasting Economic Time Series, Orlando, FL. Academic Press.
    Paper not yet in RePEc: Add citation now

  8. Grant, A.P. and Thomas, L.B. (1999). Inflationary expectations and rationality revisited. Economics Letters, Vol. 62, pp. 331-338.

  9. Guzmán, Giselle (2008). Using Sentiment Surveys to Predict GDP Growth and Stock Returns. The Making of National Economic Forecasts, edited by Lawrence R. Klein. Edward Elgar Publishing, Ltd. London, 2009.

  10. Guzmán, Giselle (2003). GDP Growth Signals, Investor Psychology, and Hedging Pressure: A Multivariate Approach to Forecasting Returns on the S&P500 Index. Manuscript, The Wharton School, University of Pennsylvania, April, 2003.
    Paper not yet in RePEc: Add citation now

  11. Guzman, Giselle (2011). Internet Search Behavior as an Economic Forecasting Tool: The Case of Inflation Expectations. Journal of Economic and Social Measurement, Volume 36, Number 3, December 2011.

  12. Harvey, D., Leybourne, S., and Newbold, P. (1997). Testing the equality of prediction mean squared errors. International Journal of Forecasting, 13, (1997), pp. 281-291.

  13. Lanne, M., Luoma, A. and Luoto, J. (2009). A naïve sticky information model of households’ inflation expectations. Journal of Economic Dynamics & Control, 33 (2009), pp. 1332-1344.

  14. Mankiw, G. and Reis, R. (2002). Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve. The Quarterly Journal of Economics, Vol. 117, No. 4 (Nov. 2002), pp. 1295-1328.

  15. Mariano, R. and Preve, D. (2008). Statistical Tests for Multiple Forecast Comparison. Presentation, T.W. Anderson Conference, Stanford University, 2008.

  16. Mehra, Y.P. (2002). Survey Measures of Expected Inflation: Revisiting the Issues of Predictive Content and Rationality. Federal Reserve Bank of Richmond Economic Quarterly, Vol. 88/3, Summer 2002, pp. 17-35.
    Paper not yet in RePEc: Add citation now
  17. Morgan, W.A. (1939). A Test for Significance of the Difference Between the Two Variances in a Sample From a Normal Bivariate Population. Biometrika, 31, 13-19.
    Paper not yet in RePEc: Add citation now
  18. Stiglitz, Joseph (2011). An Agenda for Reforming Economic Theory. http://economistsview.typepad.com/files/session-3---stiglitz_agenda_for_reform.pdf
    Paper not yet in RePEc: Add citation now

  19. Stiglitz, Joseph (2011). Rethinking Macroeconomics: What Failed, and How to Repair It. Journal of the European Economic Association, Volume 9, Issue 4, pp. 591-645, August 2011.

  20. Stock, J.H. and Watson, M.W. (1999). Forecasting inflation. Journal of Monetary Economics, 44 (1999), pp. 293-335.

  21. Stock, J.H. and Watson, M.W. (2002). Macroeconomic Forecasting Using Diffusion Indexes. Journal of Business & Economic Statistics. Vol. 20, No. 2 (April 2002), pp. 147-162.

  22. Thomas, L.B. (1999). Survey Measures of Expected U.S. Inflation. The Journal of Economic Perspectives, Vol. 13, No. 4, Autumn 1999, pp. 125-144.
    Paper not yet in RePEc: Add citation now
  23. Woodford, M. (2003). Interest and Prices. Princeton University Press, Princeton, NJ.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries. (2019). Salisu, Afees ; Emmanuel, Zachariah ; Alimi, Wasiu A ; Adekunle, Wasiu.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:33-56.

    Full description at Econpapers || Download paper

  2. What Do Professional Forecasters Actually Predict?. (2017). van der Wel, Michel ; Nibbering, Didier ; Paap, Richard.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20150095.

    Full description at Econpapers || Download paper

  3. A New Approach to Modelling Sector Stock Returns in China. (2016). CHONG, Terence Tai Leung ; Zou, Lin ; Li, Nasha .
    In: MPRA Paper.
    RePEc:pra:mprapa:80554.

    Full description at Econpapers || Download paper

  4. Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility. (2015). Nason, James ; Mertens, Elmar.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2015-06.

    Full description at Econpapers || Download paper

  5. Macroeconomic regimes. (2015). Moreno, Antonio ; Inghelbrecht, Koen ; Cho, Seonghoon ; Bekaert, Geert ; Baele, Lieven .
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:70:y:2015:i:c:p:51-71.

    Full description at Econpapers || Download paper

  6. Measuring Macroeconomic Uncertainty: US Inflation and Output Growth. (2014). Galvão, Ana ; Clements, Michael ; Galvo, Ana Beatriz.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2014-04.

    Full description at Econpapers || Download paper

  7. Estimating Parameters of Short-Term Real Interest Rate Models. (2013). Khramov, Vadim.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/212.

    Full description at Econpapers || Download paper

  8. Bayesian forecasting of federal funds target rate decisions. (2013). van Dijk, Dick ; Paap, Richard ; van den Hauwe, Sjoerd .
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:37:y:2013:i:c:p:19-40.

    Full description at Econpapers || Download paper

  9. Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set. (2012). Sala, Luca ; Niu, Linlin ; Favero, Carlo.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:31:y:2012:i:2:p:124-156.

    Full description at Econpapers || Download paper

  10. Using Survey Data on Inflation Expectations in the Estimation of Learning and Rational Expectations Models. (2012). Ormeo, Arturo .
    In: Working Papers.
    RePEc:rbp:wpaper:2012-007.

    Full description at Econpapers || Download paper

  11. Rational vs. Professional Forecasts. (2011). Valle e Azevedo, João ; Jalles, Joao ; João Valle e Azevedo, .
    In: Working Papers.
    RePEc:ptu:wpaper:w201114.

    Full description at Econpapers || Download paper

  12. The case for higher frequency inflation expectations. (2011). Guzman, Giselle.
    In: MPRA Paper.
    RePEc:pra:mprapa:36656.

    Full description at Econpapers || Download paper

  13. Core measures of inflation as predictors of total inflation. (2011). Mester, Loretta ; NOVAK, JASON A. ; Crone, Theodor M. ; N. NEIL K. KHETTRY, .
    In: Working Papers.
    RePEc:fip:fedpwp:11-24.

    Full description at Econpapers || Download paper

  14. The information content of the embedded deflation pption in TIPS. (2011). Grishchenko, Olesya ; Zhang, Jianing ; Vanden, Joel M..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2011-58.

    Full description at Econpapers || Download paper

  15. The usefulness of core PCE inflation measures. (2011). Detmeister, Alan.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2011-56.

    Full description at Econpapers || Download paper

  16. Assessment of Consensus Forecasts Accuracy: The Czech National Bank Perspective. (2011). Raková, Marie ; Novotný, Filip.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:61:y:2011:i:4:p:348-366.

    Full description at Econpapers || Download paper

  17. Cost-based Phillips Curve forecasts of inflation. (2011). Mazumder, Sandeep.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:33:y:2011:i:4:p:553-567.

    Full description at Econpapers || Download paper

  18. Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations?. (2011). Schrimpf, Andreas ; Schmeling, Maik.
    In: European Economic Review.
    RePEc:eee:eecrev:v:55:y:2011:i:5:p:702-719.

    Full description at Econpapers || Download paper

  19. Using Survey Data on Inflation Expectations in the Estimation of Learning and Rational Expectations Models. (2011). Ormeo, Arturo .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3552.

    Full description at Econpapers || Download paper

  20. How do inflation expectations form? New insights from a high-frequency survey. (2011). Moessner, Richhild ; Galati, Gabriele ; Heemeijer, Peter .
    In: BIS Working Papers.
    RePEc:bis:biswps:349.

    Full description at Econpapers || Download paper

  21. An inflation expectations horserace. (2010). Guzman, Giselle.
    In: MPRA Paper.
    RePEc:pra:mprapa:36511.

    Full description at Econpapers || Download paper

  22. Falling Behind the Curve: A Positive Analysis of Stop-Start Monetary Policies and the Great Inflation. (2010). Taylor, John ; Levin, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15630.

    Full description at Econpapers || Download paper

  23. Household inflation expectations and inflation dynamics. (2010). Gábriel, Péter ; Gabriel, Peter .
    In: MNB Working Papers.
    RePEc:mnb:wpaper:2010/12.

    Full description at Econpapers || Download paper

  24. Multi-horizon inflation forecasts using disaggregated data. (2010). Capistrán, Carlos ; Constandse, Christian ; Ramos-Francia, Manuel ; Ramos -Francia, Manuel .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:3:p:666-677.

    Full description at Econpapers || Download paper

  25. Evaluating the effect of monetary policy on unemployment with alternative inflation forecasts. (2010). Ciccarelli, Matteo ; Altavilla, Carlo ; Carlo Altavilla , .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:1:p:237-253.

    Full description at Econpapers || Download paper

  26. Inflation risks and inflation risk premia. (2010). Garcia, Juan Angel ; Werner, Thomas.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101162.

    Full description at Econpapers || Download paper

  27. Forecast Combinations. (2010). Timmermann, Allan ; Capistrán, Carlos ; Aiolfi, Marco .
    In: Working Papers.
    RePEc:bdm:wpaper:2010-04.

    Full description at Econpapers || Download paper

  28. Forecast Combinations. (2010). Timmermann, Allan ; Capistrán, Carlos ; Aiolfi, Marco .
    In: CREATES Research Papers.
    RePEc:aah:create:2010-21.

    Full description at Econpapers || Download paper

  29. The Determinants of Stock and Bond Return Comovements. (2009). Inghelbrecht, Koen ; Bekaert, Geert ; Baele, Lieven.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15260.

    Full description at Econpapers || Download paper

  30. Disagreement among Forecasters in G7 Countries. (2009). Slacalek, Jiri ; Fritsche, Ulrich ; Dovern, Jonas.
    In: Macroeconomics and Finance Series.
    RePEc:hep:macppr:200906.

    Full description at Econpapers || Download paper

  31. Pooling forecasts in linear rational expectations models. (2009). Smith, Gregor.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:11:p:1858-1866.

    Full description at Econpapers || Download paper

  32. Using Seasonal Models to Forecast Short-Run Inflation in Mexico.. (2009). Capistrán, Carlos ; Constandse, Christian ; Francia, Manuel Ramos .
    In: Working Papers.
    RePEc:bdm:wpaper:2009-05.

    Full description at Econpapers || Download paper

  33. Extraction of financial market expectations about inflation and interest rates from a liquid market. (2009). Marqués Sevillano, Jose Manuel ; Gimeno, Ricardo ; Marqus, Jos Manuel .
    In: Working Papers.
    RePEc:bde:wpaper:0906.

    Full description at Econpapers || Download paper

  34. Monetary Policy Evaluation in Real Time: Forward-Looking Taylor Rules Without Forward-Looking Data. (2008). Nikolsko-Rzhevskyy, Alex.
    In: MPRA Paper.
    RePEc:pra:mprapa:11352.

    Full description at Econpapers || Download paper

  35. Phillips Curve Inflation Forecasts. (2008). Watson, Mark ; Stock, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14322.

    Full description at Econpapers || Download paper

  36. Efficient Prediction of Excess Returns. (2008). Wright, Jonathan ; Faust, Jon.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14169.

    Full description at Econpapers || Download paper

  37. THE CALIBRATION OF PROBABILISTIC ECONOMIC FORECASTS. (2008). van Norden, Simon ; Galbraith, John.
    In: Departmental Working Papers.
    RePEc:mcl:mclwop:2008-05.

    Full description at Econpapers || Download paper

  38. The Formation of Inflation Perceptions - Some Empirical Facts for European Countries. (2008). Lein, Sarah ; Maag, Thomas.
    In: KOF Working papers.
    RePEc:kof:wpskof:08-204.

    Full description at Econpapers || Download paper

  39. Do Macroeconomic Variables Forecast Changes in Liquidity? An Out-of-sample Study on the Order-driven Stock Markets in Scandinavia. (2008). Soderberg, Jonas .
    In: CAFO Working Papers.
    RePEc:hhs:vxcafo:2009_010.

    Full description at Econpapers || Download paper

  40. The New Keynesian Phillips curve : lessons from single-equation econometric estimation. (2008). Smith, Gregor ; Nason, James.
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2008:i:fall:p:361-395:n:v.94no.4.

    Full description at Econpapers || Download paper

  41. An empirical assessment of the relationships among inflation and short- and long-term expectations. (2008). Davig, Troy ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp08-05.

    Full description at Econpapers || Download paper

  42. Expected consumption growth from cross-country surveys: implications for assessing international capital markets. (2008). Rogers, John ; Engel, Charles.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:949.

    Full description at Econpapers || Download paper

  43. Challenges in macro-finance modeling. (2008). Kim, Don.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2008-06.

    Full description at Econpapers || Download paper

  44. The TIPS yield curve and inflation compensation. (2008). Wright, Jonathan ; Gürkaynak, Refet ; Sack, Brian ; Gurkaynak, Refet S..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2008-05.

    Full description at Econpapers || Download paper

  45. Estimating real and nominal term structures using Treasury yields, inflation, inflation forecasts, and inflation swap rates. (2008). Pennacchi, George ; Haubrich, Joseph ; Ritchken, Peter .
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:0810.

    Full description at Econpapers || Download paper

  46. Phillips curve inflation forecasts. (2008). Watson, Mark ; Stock, James H..
    In: Conference Series ; [Proceedings].
    RePEc:fip:fedbcp:y:2008:n:53:x:2.

    Full description at Econpapers || Download paper

  47. The Calibration of Probabilistic Economic Forecasts. (2008). van Norden, Simon ; Galbraith, John.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2008s-28.

    Full description at Econpapers || Download paper

  48. Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices. (2008). Wei, Min ; D'Amico, Stefania ; Kim, Don H.
    In: BIS Working Papers.
    RePEc:bis:biswps:248.

    Full description at Econpapers || Download paper

  49. Reporting biases and survey results: evidence from European professional forecasters. (2007). Garcia, Juan Angel ; Manzanares, Andres.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007836.

    Full description at Econpapers || Download paper

  50. An evaluation of inflation forecasts from surveys using real-time data. (2006). Croushore, Dean.
    In: Working Papers.
    RePEc:fip:fedpwp:06-19.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-16 14:50:50 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.