An Evaluation of Inflation Forecasts from Surveys Using Real-Time Data

By D. Croushore. 2006

128 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/20ed8966071af4dbc5c2530376846cf3725ecb67

Citations in the corpus

• Macroeconomic Uncertainty Through the Lens of Professional Forecasters (2019, unknown): “See Engelberg,Manski, andWilliams (2009) and Croushore (2010), for example.”
• Forecasting Interest Rates with Shifting Endpoints (2012, unknown): “, Duffie and Kan (1996) and Dai and Singleton (2000)), principal-components based methods (Duffee, 2011), spline-based models (Bowsher and Meeks, 2008) and the Nelson-Siegel model (Nelson and Siegel, 1987).”
• Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts (2012, unknown): “We use real-time data to measure ex-post variables because final data may reflect reclassifications and redefinitions such that the final values are not directly comparable to the historical forecasts made by agents (Croushore 2010).”