Survey Measures of Expected Inflation: Revisiting the Issues of Predictive Content and Rationality

By Y. Mehra. 2002

151 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/4701b93ba18a64be5dea516fbead129d42a733f4

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Citations in the corpus

What Can Survey Forecasts Tell Us about Information Rigidities? (2012, background): “…to be large for all agents suggests that future work should go beyond focusing on the effects of information rigidities on price-setting decisions and work 14 Taylor (1999) and Mehra (2002) similarly conclude that Michigan consumer forecasts lead to similar, or even smaller, MSEs than the SPF.”
What can survey forecasts tell us about informational rigidities (2008, unknown): “…and using additional measures of professional forecasts, we find no evidence that professional forecasts Granger-cause consumer 33 Taylor (1999) and Mehra (2002) similarly conclude that Michigan consumer forecasts lead to similar, or even smaller, MSE’s than the Survey of Professional…”
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? (2007, methodology): “We follow Thomas (1999) and Mehra (2002) and adjust the raw Livingston forecasts by a factor of 12=14 to obtain an annual inflation forecast.”
Internet search behavior as an economic forecasting tool: The case of inflation expectations (2011, unknown): “I run a horserace between all the measures and compare their accuracy, predictive content, and rationality using a battery of tests set forth in Thomas [35], Grant and Thomas [18], and Mehra [26].”
Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts (2012, unknown): “…is not a random sample but rather is deliberately based on previous evidence of departures from the null of FIRE identified in Thomas (1999), Mehra (2002), Mankiw et al. (2003) and Pesaran and Weale (2006). that economic agents systematically disagree about expected outcomes is inherently…”
House Prices, Credit Growth, and Excess Volatility: Implications for Monetary and Macroprudential Policy (2013, background): “See, for example, Roberts (1997), Mehra (2002), Carroll (2003), and Mankiw, Reis, and Wolfers (2004).”