Pooling forecasts in linear rational expectations models
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- Gregor W. Smith, 2007. "Pooling Forecasts In Linear Rational Expectations Models," Working Paper 1129, Economics Department, Queen's University.
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Cited by:
- Paul Hubert & Harun Mirza, 2014.
"Inflation expectation dynamics: the role of past present and forward looking information,"
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- Paul Hubert & Harun Mirza, 2014. "Inflation expectation dynamics: the role of past present and forward looking information," SciencePo Working papers Main hal-03473828, HAL.
- James Yetman & Gregor W. Smith, 2007. "The Curse Of Irving Fisher (professional Forecasters' Version)," Working Paper 1144, Economics Department, Queen's University.
- Paul Hubert & Harun Mirza, 2019.
"The role of forward‐ and backward‐looking information for inflation expectations formation,"
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- Paul Hubert & Harun Mirza, 2019. "The role of forward- and backward-looking information for inflation expectations formation," Post-Print hal-03403616, HAL.
- Paul Hubert & Harun Mirza, 2019. "The role of forward- and backward-looking information for inflation expectations formation," SciencePo Working papers Main hal-03403616, HAL.
- Sophocles Mavroeidis & Mikkel Plagborg-Møller & James H. Stock, 2014.
"Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve,"
Journal of Economic Literature, American Economic Association, vol. 52(1), pages 124-188, March.
- Sophocles Mavroeidis & Mikkel Plagborg-Møller & James H. Stock, "undated". "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Working Paper 84656, Harvard University OpenScholar.
- Mavroeidis, Sophocles & Plagborg-Moller, Mikkel & Stock, James H., 2014. "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Scholarly Articles 22795845, Harvard University Department of Economics.
- Ricardo Nunes, 2010.
"Inflation Dynamics: The Role of Expectations,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(6), pages 1161-1172, September.
- Ricardo Nunes, 2010. "Inflation Dynamics: The Role of Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(6), pages 1161-1172, September.
- repec:spo:wpmain:info:hdl:2441/6g0gsihsjmn5snc9pb0hlas97 is not listed on IDEAS
- James M. Nason & Gregor W. Smith, 2008. "The New Keynesian Phillips curve : lessons from single-equation econometric estimation," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 94(Fall), pages 361-395.
- repec:hal:wpspec:info:hdl:2441/6g0gsihsjmn5snc9pb0hlas97 is not listed on IDEAS
- repec:spo:wpecon:info:hdl:2441/6g0gsihsjmn5snc9pb0hlas97 is not listed on IDEAS
- Yuliya Rychalovska & Sergey Slobodyan & Raf Wouters, 2024. "Survey Expectations, Adaptive Learning and Inflation Dynamics," CERGE-EI Working Papers wp781, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- repec:hal:spmain:info:hdl:2441/6g0gsihsjmn5snc9pb0hlas97 is not listed on IDEAS
- Víctor López-Pérez, 2017. "Do professional forecasters behave as if they believed in the New Keynesian Phillips Curve for the euro area?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 44(1), pages 147-174, February.
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Keywords
Forecast pooling Recursive projection New Keynesian Phillips curve;JEL classification:
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
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