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Revisiting the forecasting accuracy of Phillips curve: the role of oil price. (2017). Salisu, Afees ; Isah, Kazeem ; Ademuyiwa, Idris .
In: Working Papers.
RePEc:cui:wpaper:0022.

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Cited: 4

Citations received by this document

Cites: 33

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Cocites: 50

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Citations received by this document

  1. A STUDY OF INDONESIA’S STOCK MARKET: HOW PREDICTABLE IS IT?. (2019). Nguyen, Dat Thanh ; Bach, Dinh Hoang.
    In: Bulletin of Monetary Economics and Banking.
    RePEc:idn:journl:v:1:y:2019:i:sp2:p:1-12.

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  2. You are what you eat: The role of oil price in Nigeria inflation forecast. (2018). tule, moses ; Salisu, Afees ; Chimeke, Charles.
    In: Working Papers.
    RePEc:cui:wpaper:0040.

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  3. A new look at the stock price-exchange rate nexus. (2017). Salisu, Afees ; Ndako, Umar.
    In: Working Papers.
    RePEc:cui:wpaper:0031.

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  4. Modelling Return and Volatility Spillovers in Global Foreign Exchange Markets. (2017). Salisu, Afees ; Oyewole, Oluwatomisin ; fasanya, Ismail.
    In: Working Papers.
    RePEc:cui:wpaper:0030.

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References

References cited by this document

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Cocites

Documents in RePEc which have cited the same bibliography

  1. Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries. (2019). Salisu, Afees ; Emmanuel, Zachariah ; Alimi, Wasiu A ; Adekunle, Wasiu.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:33-56.

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  2. What Do Professional Forecasters Actually Predict?. (2017). van der Wel, Michel ; Nibbering, Didier ; Paap, Richard.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20150095.

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  3. A New Approach to Modelling Sector Stock Returns in China. (2016). CHONG, Terence Tai Leung ; Zou, Lin ; Li, Nasha .
    In: MPRA Paper.
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  4. Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility. (2015). Nason, James ; Mertens, Elmar.
    In: CAMA Working Papers.
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  5. Macroeconomic regimes. (2015). Moreno, Antonio ; Inghelbrecht, Koen ; Cho, Seonghoon ; Bekaert, Geert ; Baele, Lieven .
    In: Journal of Monetary Economics.
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  6. Measuring Macroeconomic Uncertainty: US Inflation and Output Growth. (2014). Galvão, Ana ; Clements, Michael ; Galvo, Ana Beatriz.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2014-04.

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  7. Estimating Parameters of Short-Term Real Interest Rate Models. (2013). Khramov, Vadim.
    In: IMF Working Papers.
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  8. Bayesian forecasting of federal funds target rate decisions. (2013). van Dijk, Dick ; Paap, Richard ; van den Hauwe, Sjoerd .
    In: Journal of Macroeconomics.
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  9. Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set. (2012). Sala, Luca ; Niu, Linlin ; Favero, Carlo.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:31:y:2012:i:2:p:124-156.

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  10. Using Survey Data on Inflation Expectations in the Estimation of Learning and Rational Expectations Models. (2012). Ormeo, Arturo .
    In: Working Papers.
    RePEc:rbp:wpaper:2012-007.

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  11. Rational vs. Professional Forecasts. (2011). Valle e Azevedo, João ; Jalles, Joao ; João Valle e Azevedo, .
    In: Working Papers.
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  12. The case for higher frequency inflation expectations. (2011). Guzman, Giselle.
    In: MPRA Paper.
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  13. Core measures of inflation as predictors of total inflation. (2011). Mester, Loretta ; NOVAK, JASON A. ; Crone, Theodor M. ; N. NEIL K. KHETTRY, .
    In: Working Papers.
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  14. The information content of the embedded deflation pption in TIPS. (2011). Grishchenko, Olesya ; Zhang, Jianing ; Vanden, Joel M..
    In: Finance and Economics Discussion Series.
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  15. The usefulness of core PCE inflation measures. (2011). Detmeister, Alan.
    In: Finance and Economics Discussion Series.
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  16. Assessment of Consensus Forecasts Accuracy: The Czech National Bank Perspective. (2011). Raková, Marie ; Novotný, Filip.
    In: Czech Journal of Economics and Finance (Finance a uver).
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  17. Cost-based Phillips Curve forecasts of inflation. (2011). Mazumder, Sandeep.
    In: Journal of Macroeconomics.
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  18. Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations?. (2011). Schrimpf, Andreas ; Schmeling, Maik.
    In: European Economic Review.
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  19. Using Survey Data on Inflation Expectations in the Estimation of Learning and Rational Expectations Models. (2011). Ormeo, Arturo .
    In: CESifo Working Paper Series.
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  20. How do inflation expectations form? New insights from a high-frequency survey. (2011). Moessner, Richhild ; Galati, Gabriele ; Heemeijer, Peter .
    In: BIS Working Papers.
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  21. An inflation expectations horserace. (2010). Guzman, Giselle.
    In: MPRA Paper.
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  22. Falling Behind the Curve: A Positive Analysis of Stop-Start Monetary Policies and the Great Inflation. (2010). Taylor, John ; Levin, Andrew.
    In: NBER Working Papers.
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  23. Household inflation expectations and inflation dynamics. (2010). Gábriel, Péter ; Gabriel, Peter .
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  24. Multi-horizon inflation forecasts using disaggregated data. (2010). Capistrán, Carlos ; Constandse, Christian ; Ramos-Francia, Manuel ; Ramos -Francia, Manuel .
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  25. Evaluating the effect of monetary policy on unemployment with alternative inflation forecasts. (2010). Ciccarelli, Matteo ; Altavilla, Carlo ; Carlo Altavilla , .
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  26. Inflation risks and inflation risk premia. (2010). Garcia, Juan Angel ; Werner, Thomas.
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  27. Forecast Combinations. (2010). Timmermann, Allan ; Capistrán, Carlos ; Aiolfi, Marco .
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  28. Forecast Combinations. (2010). Timmermann, Allan ; Capistrán, Carlos ; Aiolfi, Marco .
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  29. The Determinants of Stock and Bond Return Comovements. (2009). Inghelbrecht, Koen ; Bekaert, Geert ; Baele, Lieven.
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  30. Disagreement among Forecasters in G7 Countries. (2009). Slacalek, Jiri ; Fritsche, Ulrich ; Dovern, Jonas.
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  39. Do Macroeconomic Variables Forecast Changes in Liquidity? An Out-of-sample Study on the Order-driven Stock Markets in Scandinavia. (2008). Soderberg, Jonas .
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  40. The New Keynesian Phillips curve : lessons from single-equation econometric estimation. (2008). Smith, Gregor ; Nason, James.
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  41. An empirical assessment of the relationships among inflation and short- and long-term expectations. (2008). Davig, Troy ; Clark, Todd.
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  46. Phillips curve inflation forecasts. (2008). Watson, Mark ; Stock, James H..
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  48. Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices. (2008). Wei, Min ; D'Amico, Stefania ; Kim, Don H.
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  49. Reporting biases and survey results: evidence from European professional forecasters. (2007). Garcia, Juan Angel ; Manzanares, Andres.
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  50. An evaluation of inflation forecasts from surveys using real-time data. (2006). Croushore, Dean.
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