Short-term interest rates as predictors of inflation revisited: a signal extraction approach
Data up to Jan 2025
Total Citations Per Year
Abstract
References (12)
A New Approach to Linear Filtering and Prediction Problems
1960 • 28,714 citations
Time Series Analysis: Forecasting and Control
1977 • 19,717 citations
The American Economic Review
2012 • 14,436 citations
Stochastic Processes and Filtering Theory
1970 • 7,520 citations
Rational Expectations and the Theory of Price Movements
1961 • 5,518 citations
Time series models
1981 • 1,163 citations
Short- Term Interest Rates as Predictors of Inflation
2021 • 937 citations
Inflation and Real Interest
1963 • 706 citations
Stochastic Optimal Linear Estimation and Control
1972 • 586 citations
Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis that the Real Rate of Interest is Constant
2016 • 395 citations
Stochastic optimal linear estimation and control
1972 • 202 citations
A Note on the Extraction of Components from Time Series
1975 • 46 citations