Commodity prices and P-star
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Hallman, Jeffrey J & Porter, Richard D & Small, David H, 1991. "Is the Price Level Tied to the M2 Monetary Aggregate in the Long Run?," American Economic Review, American Economic Association, vol. 81(4), pages 841-858, September.
- Yock Y. Chong & David F. Hendry, 1986. "Econometric Evaluation of Linear Macro-Economic Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 53(4), pages 671-690.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Habibullah, Muzafar, 1999. "Using P-Star Model to Linking Money and Prices in A Financial Liberalised Developing Economy: The Case for Malaysia," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 33, pages 123-140.
- Joseph Atta-Mensah, 1996. "A Modified P*-Model of Inflation Based on M1," Staff Working Papers 96-15, Bank of Canada.
- Clark, Todd & McCracken, Michael, 2013.
"Advances in Forecast Evaluation,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1107-1201,
Elsevier.
- Todd E. Clark & Michael W. McCracken, 2011. "Advances in forecast evaluation," Working Papers 2011-025, Federal Reserve Bank of St. Louis.
- Todd E. Clark & Michael W. McCracken, 2011. "Advances in forecast evaluation," Working Papers (Old Series) 1120, Federal Reserve Bank of Cleveland.
- Koenig, Evan F., 1996. "Interest rates and the recent weakness in M2: An extension to the P* model of inflation," Journal of Economics and Business, Elsevier, vol. 48(5), pages 487-498, December.
- Albert Ando & Flint Brayton, 1993. "Prices, Wages, and Employment in the U.S. Economy: A Traditional Model and Tests of Some Alternatives," NBER Working Papers 4568, National Bureau of Economic Research, Inc.
- Hendry, David F. & Clements, Michael P., 2003.
"Economic forecasting: some lessons from recent research,"
Economic Modelling, Elsevier, vol. 20(2), pages 301-329, March.
- David Hendry & Michael P. Clements, 2001. "Economic Forecasting: Some Lessons from Recent Research," Economics Papers 2002-W11, Economics Group, Nuffield College, University of Oxford.
- Clements, Michael P. & Hendry, David F., 2001. "Economic forecasting: some lessons from recent research," Working Paper Series 82, European Central Bank.
- Hendry, David F & Michael P. Clements, 2002. "Economic Forecasting: Some Lessons from Recent Research," Royal Economic Society Annual Conference 2002 99, Royal Economic Society.
- David Hendry & Michael P. Clements & Department of Economics & University of Warwick, 2001. "Economic Forecasting: Some Lessons from Recent Research," Economics Series Working Papers 78, University of Oxford, Department of Economics.
- N. Antonakakis & J. Darby, 2013.
"Forecasting volatility in developing countries' nominal exchange returns,"
Applied Financial Economics, Taylor & Francis Journals, vol. 23(21), pages 1675-1691, November.
- Antonakakis, Nikolaos & Darby, Julia, 2012. "Forecasting Volatility in Developing Countries' Nominal Exchange Returns," MPRA Paper 40875, University Library of Munich, Germany.
- Eilev S. Jansen, 2004.
"Modelling inflation in the Euro Area,"
Working Paper Series
4104, Department of Economics, Norwegian University of Science and Technology, revised 01 Jun 2004.
- Eilev S. Jansen, 2004. "Modelling inflation in the Euro Area," Working Paper 2004/10, Norges Bank.
- Jansen, Eilev S., 2004. "Modelling inflation in the euro area," Working Paper Series 322, European Central Bank.
- Bentes, Sonia R. & Menezes, Rui, 2013. "On the predictability of realized volatility using feasible GLS," Journal of Asian Economics, Elsevier, vol. 28(C), pages 58-66.
- Keen Meng Choy & Hwee Kwan Chow, 2004.
"Forecasting the Global Electronics Cycle with Leading Indicators: A VAR Approach,"
Econometric Society 2004 Australasian Meetings
223, Econometric Society.
- Hwee Kwan Chow & Keen Meng Choy, 2004. "Forecasting the Global Electronics Cycle with Leading Indicators: A VAR Approach," Working Papers 16-2004, Singapore Management University, School of Economics.
- Ericsson, Neil R., 2016.
"Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis,"
International Journal of Forecasting, Elsevier, vol. 32(2), pages 571-583.
- Neil R. Ericsson, 2015. "Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis," International Finance Discussion Papers 1152, Board of Governors of the Federal Reserve System (U.S.).
- Neil R. Ericsson, 2015. "Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis," Working Papers 2015-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Takeshi Kimura & Hiroshi Kobayashi & Jun Muranaga & Hiroshi Ugai, 2003. "The effect of the increase in the monetary base of Japan's economy at zero interest rates: an empirical analysis," BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy in a changing environment, volume 19, pages 276-312, Bank for International Settlements.
- Wieland, Volker, 2000.
"Monetary policy, parameter uncertainty and optimal learning,"
Journal of Monetary Economics, Elsevier, vol. 46(1), pages 199-228, August.
- Wieland, Volker, 1999. "Monetary policy, parameter uncertainty and optimal learning," ZEI Working Papers B 09-1999, University of Bonn, ZEI - Center for European Integration Studies.
- Volker W. Wieland, 1999. "Monetary policy, parameter uncertainty and optimal learning," Finance and Economics Discussion Series 1999-48, Board of Governors of the Federal Reserve System (U.S.).
- Lars E. O. Svensson, 2001.
"Price Stability as a Target for Monetary Policy: Defining and Maintaining Price Stability,"
Palgrave Macmillan Books, in: Deutsche Bundesbank (ed.), The Monetary Transmission Process, chapter 2, pages 60-111,
Palgrave Macmillan.
- Svensson, Lars E. O., 1999. "Price Stability as a Target for Monetary Policy: Defining and Maintaining Price Stability," Working Paper Series 91, Sveriges Riksbank (Central Bank of Sweden).
- Svensson, Lars E O, 1999. "Price Stability as a Target for Monetary Policy: Defining and Maintaining Price Stability," CEPR Discussion Papers 2196, C.E.P.R. Discussion Papers.
- Svensson, Lars, 1999. "Price Stability as a Target for Monetary Policy: Defining and Maintaining Price Stability," Seminar Papers 673, Stockholm University, Institute for International Economic Studies.
- Sevensson, L.E.O., 1999. "Price Stability as a Target for Monetary Policy: Defining and Maintaining Price Stability," Papers 673, Stockholm - International Economic Studies.
- Lars E.O. Svensson, 1999. "Price Stability as a Target for Monetary Policy: Defining and Maintaining Price Stability," NBER Working Papers 7276, National Bureau of Economic Research, Inc.
- Clemente De Lucia, 2007. "Did the FED Inflate a Housing Price Bubble? A Cointegration Analysis between the 1980s and the 1990s," ISAE Working Papers 82, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
- Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R., 2010.
"Evaluating Macroeconomic Forecast: A Review of Some Recent Developments,"
Econometric Institute Research Papers
EI 2010-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Philip Hans Franses & Michael McAleer & Rianne Legerstee:, 2011. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Documentos de Trabajo del ICAE 2011-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," CIRJE F-Series CIRJE-F-729, CIRJE, Faculty of Economics, University of Tokyo.
- Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2011. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," KIER Working Papers 771, Kyoto University, Institute of Economic Research.
- Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Working Papers in Economics 10/09, University of Canterbury, Department of Economics and Finance.
- Neil R. Ericsson, 2021. "Dynamic Econometrics in Action: A Biography of David F. Hendry," International Finance Discussion Papers 1311, Board of Governors of the Federal Reserve System (U.S.).
- Iikka Korhonen & Aaron Mehrotra, 2010.
"Money Demand in Post-Crisis Russia: Dedollarization and Remonetization,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 46(2), pages 5-19, March.
- Korhonen, Iikka & Mehrotra, Aaron, 2007. "Money demand in post-crisis Russia: De-dollarisation and re-monetisation," BOFIT Discussion Papers 14/2007, Bank of Finland Institute for Emerging Economies (BOFIT).
- Magnus Kvåle Helliesen & Håvard Hungnes & Terje Skjerpen, 2022.
"Revisions in the Norwegian National Accounts: accuracy, unbiasedness and efficiency in preliminary figures,"
Empirical Economics, Springer, vol. 62(3), pages 1079-1121, March.
- Magnus Kvåle Helliesen & Håvard Hungnes & Terje Skjerpen, 2020. "Revisions in the Norwegian National Accounts. Accuracy, unbiasedness and efficiency in preliminary figures," Discussion Papers 924, Statistics Norway, Research Department.
- Todd E. Clark & Michael W. McCracken, 2010.
"Averaging forecasts from VARs with uncertain instabilities,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 5-29, January.
- Todd E. Clark & Michael W. McCracken, 2010. "Averaging forecasts from VARs with uncertain instabilities," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 5-29.
- Todd E. Clark & Michael W. McCracken, 2006. "Averaging forecasts from VARs with uncertain instabilities," Research Working Paper RWP 06-12, Federal Reserve Bank of Kansas City.
- Todd E. Clark & Michael W. McCracken, 2008. "Averaging forecasts from VARs with uncertain instabilities," Working Papers 2008-030, Federal Reserve Bank of St. Louis.
- Todd E. Clark & Michael W. McCracken, 2007. "Averaging forecasts from VARs with uncertain instabilities," Finance and Economics Discussion Series 2007-42, Board of Governors of the Federal Reserve System (U.S.).
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fip:fedcer:y:1992:i:qi:p:11-17:n:v.28no.1. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: 4D Library (email available below). General contact details of provider: https://edirc.repec.org/data/frbclus.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.