FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2051419961> ?p ?o ?g. }

• W2051419961 endingPage "620" @default.
• W2051419961 startingPage "603" @default.
• W2051419961 abstract "The empirical analysis of monetary policy requires the construction of instruments for future expected inflation. Dynamic factor models have been applied rather successfully to inflation forecasting. In fact, two competing methods have recently been developed to estimate large-scale dynamic factor models based, respectively, on static and dynamic principal components. This paper combines the econometric literature on dynamic principal components and the empirical analysis of monetary policy. We assess the two competing methods for extracting factors on the basis of their success in instrumenting future expected inflation in the empirical analysis of monetary policy. We use two large data sets of macroeconomic variables for the USA and for the Euro area. Our results show that estimated factors do provide a useful parsimonious summary of the information used in designing monetary policy. Copyright © 2005 John Wiley & Sons, Ltd." @default.
• W2051419961 created "2016-06-24" @default.
• W2051419961 creator A5059765311 @default.
• W2051419961 creator A5065544496 @default.
• W2051419961 creator A5077350207 @default.
• W2051419961 date "2005-01-01" @default.
• W2051419961 modified "2023-09-27" @default.
• W2051419961 title "Principal components at work: the empirical analysis of monetary policy with large data sets" @default.
• W2051419961 cites W1991135386 @default.
• W2051419961 cites W2057539574 @default.
• W2051419961 cites W2093730348 @default.
• W2051419961 cites W2140454830 @default.
• W2051419961 cites W2159706540 @default.
• W2051419961 cites W2162328283 @default.
• W2051419961 cites W3022712314 @default.
• W2051419961 cites W3023652150 @default.
• W2051419961 cites W3023770749 @default.
• W2051419961 cites W3122304752 @default.
• W2051419961 cites W3122438879 @default.
• W2051419961 cites W3126117251 @default.
• W2051419961 doi "https://doi.org/10.1002/jae.815" @default.
• W2051419961 hasPublicationYear "2005" @default.
• W2051419961 type Work @default.
• W2051419961 sameAs 2051419961 @default.
• W2051419961 citedByCount "148" @default.
• W2051419961 countsByYear W20514199612012 @default.
• W2051419961 countsByYear W20514199612013 @default.
• W2051419961 countsByYear W20514199612014 @default.
• W2051419961 countsByYear W20514199612015 @default.
• W2051419961 countsByYear W20514199612016 @default.
• W2051419961 countsByYear W20514199612017 @default.
• W2051419961 countsByYear W20514199612018 @default.
• W2051419961 countsByYear W20514199612019 @default.
• W2051419961 countsByYear W20514199612020 @default.
• W2051419961 countsByYear W20514199612021 @default.
• W2051419961 countsByYear W20514199612022 @default.
• W2051419961 countsByYear W20514199612023 @default.
• W2051419961 crossrefType "journal-article" @default.
• W2051419961 hasAuthorship W2051419961A5059765311 @default.
• W2051419961 hasAuthorship W2051419961A5065544496 @default.
• W2051419961 hasAuthorship W2051419961A5077350207 @default.
• W2051419961 hasBestOaLocation W20514199612 @default.
• W2051419961 hasConcept C10879293 @default.
• W2051419961 hasConcept C111919701 @default.
• W2051419961 hasConcept C121332964 @default.
• W2051419961 hasConcept C126285488 @default.
• W2051419961 hasConcept C127413603 @default.
• W2051419961 hasConcept C139719470 @default.
• W2051419961 hasConcept C144559511 @default.
• W2051419961 hasConcept C149782125 @default.
• W2051419961 hasConcept C154945302 @default.
• W2051419961 hasConcept C155702961 @default.
• W2051419961 hasConcept C162324750 @default.
• W2051419961 hasConcept C180075932 @default.
• W2051419961 hasConcept C18762648 @default.
• W2051419961 hasConcept C200941418 @default.
• W2051419961 hasConcept C27438332 @default.
• W2051419961 hasConcept C2984393311 @default.
• W2051419961 hasConcept C33332235 @default.
• W2051419961 hasConcept C41008148 @default.
• W2051419961 hasConcept C78519656 @default.
• W2051419961 hasConceptScore W2051419961C10879293 @default.
• W2051419961 hasConceptScore W2051419961C111919701 @default.
• W2051419961 hasConceptScore W2051419961C121332964 @default.
• W2051419961 hasConceptScore W2051419961C126285488 @default.
• W2051419961 hasConceptScore W2051419961C127413603 @default.
• W2051419961 hasConceptScore W2051419961C139719470 @default.
• W2051419961 hasConceptScore W2051419961C144559511 @default.
• W2051419961 hasConceptScore W2051419961C149782125 @default.
• W2051419961 hasConceptScore W2051419961C154945302 @default.
• W2051419961 hasConceptScore W2051419961C155702961 @default.
• W2051419961 hasConceptScore W2051419961C162324750 @default.
• W2051419961 hasConceptScore W2051419961C180075932 @default.
• W2051419961 hasConceptScore W2051419961C18762648 @default.
• W2051419961 hasConceptScore W2051419961C200941418 @default.
• W2051419961 hasConceptScore W2051419961C27438332 @default.
• W2051419961 hasConceptScore W2051419961C2984393311 @default.
• W2051419961 hasConceptScore W2051419961C33332235 @default.
• W2051419961 hasConceptScore W2051419961C41008148 @default.
• W2051419961 hasConceptScore W2051419961C78519656 @default.
• W2051419961 hasIssue "5" @default.
• W2051419961 hasLocation W20514199611 @default.
• W2051419961 hasLocation W20514199612 @default.
• W2051419961 hasOpenAccess W2051419961 @default.
• W2051419961 hasPrimaryLocation W20514199611 @default.
• W2051419961 hasRelatedWork W1488887282 @default.
• W2051419961 hasRelatedWork W2063292028 @default.
• W2051419961 hasRelatedWork W2069558367 @default.
• W2051419961 hasRelatedWork W2073767706 @default.
• W2051419961 hasRelatedWork W2198956287 @default.
• W2051419961 hasRelatedWork W2400987873 @default.
• W2051419961 hasRelatedWork W3121229087 @default.
• W2051419961 hasRelatedWork W3122845429 @default.
• W2051419961 hasRelatedWork W3144770074 @default.
• W2051419961 hasRelatedWork W3193344387 @default.
• W2051419961 hasVolume "20" @default.
• W2051419961 isParatext "false" @default.
• W2051419961 isRetracted "false" @default.

• next