A comparison of inflation forecasts

[1]  E. Fama Inflation, Output, and Money , 1982 .

[2]  Michael R. Gibbons,et al.  Inflation, real returns and capital investment , 1982 .

[3]  L. Hansen,et al.  Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis , 1980, Journal of Political Economy.

[4]  Paul Newbold,et al.  Finite sample properties of estimators for autoregressive moving average models , 1980 .

[5]  R. Hafer,et al.  The "rationality" of survey-based inflation forecasts , 1980 .

[6]  Paul Newbold,et al.  On the finite sample distribution of residual autocorrelations in autoregressive-moving average models , 1979 .

[7]  Douglas K. Pearce Comparing Survey and Rational Measures of Expected Inflation: Forecast Performance and Interest Rate Effects , 1979 .

[8]  C. Ansley An algorithm for the exact likelihood of a mixed autoregressive-moving average process , 1979 .

[9]  P. Wachtel,et al.  Time variation in the relationship between inflation and interest rates , 1978 .

[10]  Donald J. Mullineaux On Testing for Rationality: Another Look at the Livingston Price Expectations Data , 1978, Journal of Political Economy.

[11]  G. William Schwert,et al.  Estimation of a non-invertible moving average process: The case of overdifferencing , 1977 .

[12]  Dennis E. Logue,et al.  Foundations of Finance. , 1977 .

[13]  J. Carlson A Study of Price Forecasts , 1977 .

[14]  C. Nelson,et al.  On testing the hypothesis that the real rate of interest is constant , 1977 .

[15]  E. Fama Inflation Uncertainty and Expected Returns on Treasury Bills , 1976, Journal of Political Economy.

[16]  J. L. Bicksler,et al.  Capital asset prices versus time series models as predictors of inflation: The expected real rate of interest and market efficiency , 1975 .

[17]  J. E. Pesando,et al.  A Note on the Rationality of the Livingston Price Expectations , 1975, Journal of Political Economy.

[18]  E. Fama,et al.  Short-Term Interest Rates as Predictors of Inflation , 1975 .

[19]  Dean W. Wichern,et al.  The behaviour of the sample autocorrelation function for an integrated moving average process , 1973 .

[20]  Michael D. Geurts,et al.  Time Series Analysis: Forecasting and Control , 1977 .

[21]  H. G. Brown,et al.  The Purchasing Power Of Money , 1911 .

[22]  I. Fisher,et al.  The theory of interest , 1956 .