Do Asset Prices Help to Predict Consumer Price Inflation
By C. Goodhart, Boris Hofmann. 2000
128 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/d5b7a57776d30dece517de0db2c9e96d592591b2
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- C. Goodhart
- Boris Hofmann
- John Leahy
- Simon Gilchrist
- Guido Lorenzoni
- Stefan Gerlach
- C. Borio
- Katrin Assenmacher-Wesche
In Finance
- C. Goodhart
- Boris Hofmann
- John Leahy
- Simon Gilchrist
- Guido Lorenzoni
- C. Borio
- E. Jansen
- A. K. Anundsen
Citations in the corpus
- Monetary policy and asset prices (2002, background): “ Goodhart and Hufmann (2000) find that housing prices enter significantly into CPI equations for 12 countries.”
- Forecasting Output and Inflation: The Role of Asset Prices (2003, unknown): “In their international dataset, however, Goodhart and Hofmann (2000b) find that pseudo out-of-sample forecasts of inflation using exchange rates and lagged inflation outperformed autoregressive forecasts in only one or two of their seventeen countries, depending on the horizon.”
- Asset prices, financial conditions and the transmission of monetary policy (2001, background): “Rex, rhp and rsp are respectively the percent gap between the real 4 In Goodhart and Hofmann (2000b) we did a similar exercise for a larger sample of industrialised countries.”