Are the Fed’s inflation forecasts still superior to the private sector’s?

Testing the equality of prediction mean squared errors

David I. Harvey, Stephen J. Leybourne, Paul Newbold · International Journal of Forecasting · 1997 · 2K citations

Natural Sciences, Mathematics, Machine Learning +7

Output Fluctuations in the United States: What Has Changed since the Early 1980's?

Gabriel Pérez‐Quirós, Margaret M. McConnell · RePEc: Research Papers in Economics · 2K citations

Social Sciences, Economics, Economic History +12

The M3-Competition: results, conclusions and implications

Spyros Makridakis, Michèle Hibon · International Journal of Forecasting · 2000 · 1.7K citations

Business, Business Economics, Economics +2

Why Has U.S. Inflation Become Harder to Forecast?

James H. Stock, Mark W. Watson · Journal of money credit and banking · 2007 · 1.7K citations · Full text

Social Sciences, Business Economics, Economics +17

Federal Reserve Information and the Behavior of Interest Rates

Christina Romer, David Romer · American Economic Review · 2000 · 1.1K citations

Social Sciences, Economics, Finance +11