Reference health

Predicting Inflation Without Running Predictive Regressions

https://doi.org/10.2139/ssrn.2407256
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1 of 37 checkable references need attention · checked 2026-08-05

At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.

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References needing attention

does not resolve to a known work10.1257/002205103322436197
The 36 checked references that resolve
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Do macro variables, asset markets, or surveys forecast inflation better?
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Predictable Changes in Yields and Forward Rates
resolves10.1111/0022-1082.00371
Expectations Hypotheses Tests
resolves10.1016/s0304-405x(97)00007-x
On biases in tests of the expectations hypothesis of the term structure of interest rates
resolves10.1016/s0304-3932(01)00075-7
Peso problem explanations for term structure anomalies
resolves10.1162/rest.88.3.445
Has Monetary Policy Become More Effective?
resolves10.1257/jep.9.3.129
Some Lessons from the Yield Curve
resolves10.2307/2298008
Yield Spreads and Interest Rate Movements: A Bird's Eye View
resolves10.1016/j.jfineco.2005.05.008
Efficient tests of stock return predictability☆
resolves10.1257/jel.37.4.1661
The Science of Monetary Policy: A New Keynesian Perspective
resolves10.1162/003355300554692
Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
resolves10.1257/0002828053828581
Bond Risk Premia
resolves10.1016/j.jeconom.2005.01.011
The macroeconomy and the yield curve: a dynamic latent factor approach
resolves10.1111/1540-6261.00426
Term Premia and Interest Rate Forecasts in Affine Models
resolves10.1017/s0266466600008720
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown
resolves10.1016/0304-3932(94)90004-3
Do stationary risk premia explain it all?
resolves10.1016/0304-3932(84)90046-1
Forward and spot exchange rates
resolves10.1016/b978-0-444-53683-9.00001-3
Forecasting Inflation
resolves10.3386/w3751
An Indicator of Future Inflation Extracted From the Steepness of the Interest Rate Yield Curve Along Its Entire Length
resolves10.1016/0304-3932(87)90002-x
Interest rate smoothing and price level trend-stationarity
resolves10.1016/j.jmoneco.2007.06.029
The U.S. Treasury yield curve: 1961 to the present
resolves10.1016/0304-3932(94)90003-5
The term structure spread and future changes in long and short rates in the G7 countries
resolves10.1111/j.1468-0262.2006.00679.x
Optimal Inference in Regression Models with Nearly Integrated Regressors
resolves10.1016/0304-405x(91)90013-a
A multicountry comparison of term-structure forecasts at long horizons
resolves10.1016/s0304-405x(00)00077-5
The term structure of very short-term rates: New evidence for the expectations hypothesis
resolves10.1002/jae.3950030406
The information in the term structure: Some further results
resolves10.1016/0304-3932(90)90046-7
What does the term structure tell us about future inflation?
resolves10.1086/296409
Parsimonious Modeling of Yield Curves
resolves10.2307/2550759
The Relation between Unemployment and the Rate of Change of Money Wage Rates in the United Kingdom, 1861-1957
resolves10.1257/000282806776157678
Were There Regime Switches in U.S. Monetary Policy?
resolves10.1016/0304-405X(88)90031-1
The information in forward rates
resolves10.1016/s0304-405x(99)00041-0
Predictive regressions
resolves10.1016/s0304-3932(99)00027-6
Forecasting inflation
resolves10.1016/0167-2231(93)90009-l
Discretion versus policy rules in practice
resolves10.3386/w6768
An Historical Analysis of Monetary Policy Rules
resolves10.3386/w7261
Optimal Monetary Policy Inertia
The 6 references without a DOI — listed, not checked
no DOI — not checkedThe information in long-maturity forward rates
no DOI — not checkedThe phases of U.S. monetary policy: 1987 to
no DOI — not checkedref32
no DOI — not checkedref33
no DOI — not checkedref41
no DOI — not checkedref43
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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