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Predicting Inflation: Does The Quantity Theory Help?
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Cited by:
- Helge Berger & Pär Österholm, 2011.
"Does Money matter for U.S. Inflation? Evidence from Bayesian VARs,"
CESifo Economic Studies, CESifo Group, vol. 57(3), pages 531-550, September.
- Pär Österholm & Mr. Helge Berger, 2008. "Does Money Matter for U.S. Inflation? Evidence from Bayesian VARs," IMF Working Papers 2008/076, International Monetary Fund.
- Berger, Helge & Österholm, Pär, 2008. "Does money matter for U.S. inflation? Evidence from Bayesian VARs," Discussion Papers 2008/9, Free University Berlin, School of Business & Economics.
- Clark, Todd E. & McCracken, Michael W., 2015.
"Nested forecast model comparisons: A new approach to testing equal accuracy,"
Journal of Econometrics, Elsevier, vol. 186(1), pages 160-177.
- Todd E. Clark & Michael W. McCracken, 2009. "Nested forecast model comparisons: a new approach to testing equal accuracy," Research Working Paper RWP 09-11, Federal Reserve Bank of Kansas City.
- Todd E. Clark & Michael W. McCracken, 2009. "Nested forecast model comparisons: a new approach to testing equal accuracy," Working Papers 2009-050, Federal Reserve Bank of St. Louis.
- Dandan Liu, 2011. "Learning and Estimation of the New Keynesian Phillips Curve Models," Southern Economic Journal, John Wiley & Sons, vol. 78(2), pages 382-396, October.
- Ronald A. Ratti & Joaquin L. Vespignani, 2015. "What drives the global interest rate," Globalization Institute Working Papers 241, Federal Reserve Bank of Dallas.
- Sousa, Joao Miguel & Zaghini, Andrea, 2007.
"Global monetary policy shocks in the G5: A SVAR approach,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 17(5), pages 403-419, December.
- Sousa, Joao Miguel & Zaghini, Andrea, 2006. "Global monetary policy shocks in the G5: A SVAR approach," CFS Working Paper Series 2006/30, Center for Financial Studies (CFS).
- Joao Miguel Sousa & Andrea Zaghini, 2007. "Global Monetary Policy Shocks in the G5: a SVAR Approach," CEIS Research Paper 89, Tor Vergata University, CEIS.
- Ratti, Ronald A. & Vespignani, Joaquin L., 2015.
"Commodity prices and BRIC and G3 liquidity: A SFAVEC approach,"
Journal of Banking & Finance, Elsevier, vol. 53(C), pages 18-33.
- Ratti, Ronald A. & Vespignani, Joaquin L., 2013. "Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach," MPRA Paper 49324, University Library of Munich, Germany.
- Ronald A. Ratti & Joaquin L. Vespignani, 2014. "Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach," CAMA Working Papers 2014-13, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Ratti, Ronald A & Vespignani, Joaquin L., 2013. "Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach," Working Papers 17096, University of Tasmania, Tasmanian School of Business and Economics, revised 09 Jan 2013.
- Michael Graff, 2008. "The Quantity Theory of Money in Historical Perspective," KOF Working papers 08-196, KOF Swiss Economic Institute, ETH Zurich.
- Helge Berger & Pär Österholm, 2011.
"Does Money Growth Granger Cause Inflation in the Euro Area? Evidence from Out‐of‐Sample Forecasts Using Bayesian VARs,"
The Economic Record, The Economic Society of Australia, vol. 87(276), pages 45-60, March.
- Berger, Helge & Österholm, Pär, 2007. "Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs," Working Paper Series 2007:30, Uppsala University, Department of Economics.
- Pär Österholm & Mr. Helge Berger, 2008. "Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs," IMF Working Papers 2008/053, International Monetary Fund.
- Dong Jin Lee, 2009. "Testing Parameter Stability in Quantile Models: An Application to the U.S. Inflation Process," Working papers 2009-26, University of Connecticut, Department of Economics.
- Ratti, Ronald A. & Vespignani, Joaquin L., 2016.
"Oil prices and global factor macroeconomic variables,"
Energy Economics, Elsevier, vol. 59(C), pages 198-212.
- Ratti, Ronald & Vespignani, Joaquin, 2015. "Oil prices and global factor macroeconomic variables," Working Papers 2015-08, University of Tasmania, Tasmanian School of Business and Economics.
- Garratt, Anthony & Koop, Gary & Mise, Emi & Vahey, Shaun P., 2009.
"Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 480-491.
- Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey, 2007. "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance 0714, Birkbeck, Department of Economics, Mathematics & Statistics.
- Anthony Garratt & Gary Koop & Emi Mise & Shaun Vahey, 2008. "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Reserve Bank of New Zealand Discussion Paper Series DP2008/13, Reserve Bank of New Zealand.
- Chengsi Zhang, 2013. "Monetary Dynamics of Inflation in China," The World Economy, Wiley Blackwell, vol. 36(6), pages 737-760, June.
- Gemechu, Kumadebis Tamiru, 2019. "Capital Flight and Fiscal Policy in Developing Countries: Evidence from Ethiopia," Ethiopian Journal of Economics, Ethiopian Economics Association, vol. 28(02), October.
- Valentina Corradi & Norman R. Swanson, 2007.
"Nonparametric Bootstrap Procedures For Predictive Inference Based On Recursive Estimation Schemes,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 48(1), pages 67-109, February.
- Norman Swanson & Valentina Corradi, 2006. "Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes," Departmental Working Papers 200618, Rutgers University, Department of Economics.
- Horváth, Roman & Komárek, Luboš & Rozsypal, Filip, 2011.
"Does money help predict inflation? An empirical assessment for Central Europe,"
Economic Systems, Elsevier, vol. 35(4), pages 523-536.
- Roman Horvath & Lubos Komarek & Filip Rozsypal, 2010. "Does Money Help Predict Inflation? An Empirical Assessment for Central Europe," Working Papers 2010/05, Czech National Bank.
- Vespignani, Joaquin L. & Ratti, Ronald A., 2016.
"Not all international monetary shocks are alike for the Japanese economy,"
Economic Modelling, Elsevier, vol. 52(PB), pages 822-837.
- Vespignani, Joaquin L. & Ratti, Ronald A., 2013. "Not all international monetary shocks are alike for the Japanese economy," Working Papers 16920, University of Tasmania, Tasmanian School of Business and Economics, revised 05 Aug 2013.
- Vespignani, Joaquin L. & Ratti, Ronald A., 2013. "Not all international monetary shocks are alike for the Japanese economy," MPRA Paper 48709, University Library of Munich, Germany.
- Ronald A. Ratti & Joaquin L. Vespignani, 2014. "Not all international monetary shocks are alike for the Japanese economy," CAMA Working Papers 2014-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Ronald A. Ratti & Joaquin L. Vespignani, 2014.
"Oil prices and the economy: A global perspective,"
CAMA Working Papers
2014-41, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Ratti, Ronald A. & Vespignani, Joaquin L., 2014. "Oil prices and the economy: A global perspective," MPRA Paper 59407, University Library of Munich, Germany.
- Moosa, Imad A. & Vaz, John J., 2016. "Cointegration, error correction and exchange rate forecasting," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 44(C), pages 21-34.
- Zhenzhong Wang & Zhengyuan Zhu & Cindy Yu, 2020. "Variable Selection in Macroeconomic Forecasting with Many Predictors," Papers 2007.10160, arXiv.org.
- Ying Wang & Peter C. B. Phillips & Yundong Tu, 2024. "Limit Theory and Inference in Non-cointegrated Functional Coefficient Regression," Cowles Foundation Discussion Papers 2399, Cowles Foundation for Research in Economics, Yale University.
- Peter N. Ireland, 2024. "Money in the Search for a Nominal Anchor," Boston College Working Papers in Economics 1078, Boston College Department of Economics.
- Helge Berger & Pär Österholm, 2011.
"Does Money Growth Granger Cause Inflation in the Euro Area? Evidence from Out‐of‐Sample Forecasts Using Bayesian VARs,"
The Economic Record, The Economic Society of Australia, vol. 87(276), pages 45-60, March.
- Berger, Helge & Österholm, Pär, 2008. "Does money growth granger-cause inflation in the Euro Area? Evidence from output-of-sample forecasts using Bayesian VARs," Discussion Papers 2008/10, Free University Berlin, School of Business & Economics.
- Barbara Roffia & Andrea Zaghini, 2007.
"Excess Money Growth and Inflation Dynamics,"
International Finance, Wiley Blackwell, vol. 10(3), pages 241-280, December.
- Roffia, Barbara & Zaghini, Andrea, 2007. "Excess money growth and inflation dynamics," Working Paper Series 749, European Central Bank.
- Barbara Roffia & Andrea Zaghini, 2008. "Excess money growth and inflation dynamics," Temi di discussione (Economic working papers) 657, Bank of Italy, Economic Research and International Relations Area.
- Wang, Ying & Tu, Yundong & Chen, Song Xi, 2016. "Improving inflation prediction with the quantity theory," Economics Letters, Elsevier, vol. 149(C), pages 112-115.
- Mr. Arto Kovanen, 2011. "Does Money Matter for Inflation in Ghana?," IMF Working Papers 2011/274, International Monetary Fund.
- Claude Hillinger & Bernd Süssmuth & Marco Sunder, 2015. "The Quantity Theory of Money: Valid Only for High and Medium Inflation?," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, vol. 61(4), pages 315-329.
- Doyle, Matthew, 2006. "Empirical Phillips Curves in OECD Countries: Has There Been A Common Breakdown?," Staff General Research Papers Archive 12684, Iowa State University, Department of Economics.
- Gebrekirstos, Kibrom & Gebreegziabher, Zenebe, 2019. "Inflation and Money Growth in Ethiopia: Is there a Threshold Effect?," Ethiopian Journal of Economics, Ethiopian Economics Association, vol. 28(02), October.