Back to search

A comparison of inflation forecasts

Data up to Jan 2025

Published1984
Citations387
References24

Total Citations Per Year

Abstract

References (24)

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

The Theory of Interest

2013 • 2,919 citations

Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis

1980 • 2,192 citations

Foundations of Finance.

1977 • 1,197 citations

Short- Term Interest Rates as Predictors of Inflation

2021 • 937 citations

The purchasing power of money

1911 • 654 citations

The Purchasing Power of Money.

1911 • 623 citations

Inflation, real returns and capital investment

1982 • 491 citations

Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis that the Real Rate of Interest is Constant

2016 • 395 citations

An algorithm for the exact likelihood of a mixed autoregressive-moving average process

1979 • 276 citations

A Study of Price Forecasts

1977 • 211 citations

Inflation Uncertainty and Expected Returns on Treasury Bills

1976 • 199 citations

A Note on the Rationality of the Livingston Price Expectations

1975 • 183 citations

On Testing for Rationality: Another Look at the Livingston Price Expectations Data

1978 • 162 citations

Finite sample properties of estimators for autoregressive moving average models

1980 • 155 citations

Estimation of a non-invertible moving average process

1977 • 123 citations

Inflation, Output, and Money

1982 • 119 citations

Comparing Survey and Rational Measures of Expected Inflation: Forecast Performance and Interest Rate Effects

1979 • 111 citations

Time variation in the relationship between inflation and interest rates

1978 • 109 citations

Capital asset prices versus time series models as predictors of inflation

1975 • 86 citations

The behaviour of the sample autocorrelation function for an integrated moving average process

1973 • 70 citations

On the finite sample distribution of residual autocorrelations in autoregressive-moving average models

1979 • 57 citations

Applied time series analysis

1980 • 57 citations

The "Rationality" of Survey-Based Inflation Forecasts

1980 • 18 citations

Cited By (0)

Loading...
A comparison of inflation forecasts (1984) – Journal of Monetary Economics | Metascience Observatory Explorer