Archive for the ‘Modeling/Forecasting’ Category

Inflation Dynamics: The Role of Expectations (2010)

Ricardo Nunes, Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(6), pages 1161-1172, 09, 2010.

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Predicting Velocity: Implications for Theory and Policy (1963)

Brunner, K. and Meltzer, A. H. (1963), The Journal of Finance, 18: 319–354. doi: 10.1111/j.1540-6261.1963.tb00727.x

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Inflation forecasts: how good are they? (1996)

Dean Croushore, Business Review, Federal Reserve Bank of Philadelphia, issue May 1996, pages 15-25.

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Global slack as a determinant of US inflation (2012)

Enrique Martίnez-Garcίa and Mark A Wynne, based on a presentation to the BIS research workshop on
“Globalisation and inflation dynamics in Asia and the Pacific” hosted by the BIS on 18–19 June 2012.

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Are Phillips Curves Useful for Forecasting Inflation? (2001)

Atkeson, Andrew and Lee E. Ohanian, Federal Reserve Bank of Minneapolis Quarterly Review, Vol. 25, No. 1, Winter 2001, pp. 2–11.

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What drives inflation perceptions? A dynamic panel data analysis (2007)

Björn Döhring and Aurora Mordonu, European Economy. Economic Papers. 284. July 2007. Brussels. 27pp.

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Survey Measures of Expected U.S. Inflation (1999)

Thomas, Lloyd B., Journal of Economic Perspectives, 1999, Vol 13(4): 125-144.

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Inflation Expectations and Inflation Forecasting (2007)

Bernanke, B., speech at the Monetary Economics Workshop of the National Bureau of Economic Research Summer Institute, Cambridge, MA, 2007.

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Infl‡ation Expectations, Real Rates, and Risk Premia: Evidence from Infl‡ation Swaps (2012)

Joseph Haubrich & George Pennacchi & Peter Ritchken, Review of Financial Studies, Society for Financial Studies, vol. 25(5), pages 1588-1629. (link is to March 2011, public version of the paper)

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Exploring Survey‐Based Inflation Forecasts (2012)

Luis Gil‐Alana & Antonio Moreno & Fernando Pérez de Gracia, Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(6), pages 524-539, 09.

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