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Assessing the economic value of probabilistic forecasts in the presence of an inflation target

McDonald, Christopher; Thamotheram, Craig; Vahey, Shaun P. - 2016

Persistent link: https://www.econbiz.de/10011756319

Instability in U.S. inflation: 1967-2005

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Persistent link: https://www.econbiz.de/10003376408

Inflation and professional forecast dynamics : an evaluation of stickiness, persistence, and volatility

Mertens, Elmar; Nason, James Michael - 2017 - Revised version

Persistent link: https://www.econbiz.de/10011746888

Inflation and professional forecast dynamics : an evaluation of stickiness, persistence, and volatility

Mertens, Elmar; Nason, James Michael - 2018 - Current draft: February 16, 2018

Persistent link: https://www.econbiz.de/10011867086

Identifying the new Keynesian Phillips curve

Nason, James Michael (contributor); … - 2004

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Reverse Kalman filtering US inflation with sticky professional forecasts

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Identifying the New Keynesian Phillips Curve

Nason, James Michael (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003274656

Identifying the new Keynesian Phillips curve

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Persistent link: https://www.econbiz.de/10003760412

Inflation and Professional Forecast Dynamics : An Evaluation of Stickiness, Persistence, and Volatility

Mertens, Elmar - 2018

This paper studies the joint dynamics of real-time U.S. inflation and average inflation predictions of the Survey of Professional Forecasters (SPF) based on sample ranging from 1968Q4 to 2017Q2. The joint data generating process (DGP) comprises an unobserved components (UC) model of inflation...

Persistent link: https://www.econbiz.de/10012922666

Inflation and Professional Forecast Dynamics : An Evaluation of Stickiness, Persistence, and Volatility

Mertens, Elmar - 2015

This paper studies the joint dynamics of U.S. inflation and the average inflation predictions of the Survey of Professional Forecasters (SPF) on a sample running from 1968Q4 to 2014Q2. The joint data generating process (DGP) of these data consists of the unobserved components (UC) model of Stock...

Persistent link: https://www.econbiz.de/10013026339