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Journal Article
Publishing FOMC economic forecasts
Rudebusch, Glenn D. (2008)
Given the time lag between a monetary policy action and its effect on the economy, the importance of considering economic forecasts in the conduct of policy has long been acknowledged. Still, it is only over the past decade or so that the publication of central bank economic forecasts has been widely recognized as a potentially useful tool for monetary policy communication. As a result, many central banks have begun to express their views about the likely future path of the economy more openly (in line with a general trend toward greater central bank transparency). ; Last November, the ...
FRBSF Economic Letter

Working Paper
Expectations and economic fluctuations: an analysis using survey data
Sill, Keith; Leduc, Sylvain (2010)
Using survey-based measures of future U.S. economic activity from the Livingston Survey and the Survey of Professional Forecasters, the authors study how changes in expectations, and their interaction with monetary policy, contribute to fluctuations in macroeconomic aggregates. They find that changes in expected future economic activity are a quantitatively important driver of economic fluctuations: a perception that good times are ahead typically leads to a significant rise in current measures of economic activity and inflation. The authors also find that the short-term interest rate rises ...
Working Papers , Paper 10-6

Journal Article
The switch to NAICS
Kliesen, Kevin L. (2001-08)
National Economic Trends , Issue Aug

Newsletter
Economic Outlook Symposium: summary of 2006 results and forecasts for 2007
Engel, Emily; Strauss, William A. (2007-02)
In 2007, the nation?s economic growth will soften slightly, inflation will decrease, and the unemployment rate will edge higher, according to the median forecast of the participants at the Federal Reserve Bank of Chicago?s Economic Outlook Symposium.
Chicago Fed Letter , Issue Feb

Journal Article
Ninth District economy slips into a recession
Grunewald, Rob; Madden, Tobias (2009-01)
Ninth Federal Reserve District 2009 Economic Forecast
Fedgazette , Volume 21 , Issue Jan , Pages 12-14

Working Paper
The information content of high-frequency data for estimating equity return models and forecasting risk
Szerszen, Pawel J.; Dobrev, Dobrislav (2010)
We demonstrate that the parameters controlling skewness and kurtosis in popular equity return models estimated at daily frequency can be obtained almost as precisely as if volatility is observable by simply incorporating the strong information content of realized volatility measures extracted from high-frequency data. For this purpose, we introduce asymptotically exact volatility measurement equations in state space form and propose a Bayesian estimation approach. Our highly efficient estimates lead in turn to substantial gains for forecasting various risk measures at horizons ranging from a ...
Finance and Economics Discussion Series , Paper 2010-45

Speech
Outlook for the economy and inflation, speech presented to the Money Marketeers of New York University, New York, New York, March 5, 2008
Pianalto, Sandra (2008)
President Pianalto spoke of her perspective on the economy and inflation. She explained how some critical assumptions affect her economic projections and talked about the role that inflation expectations play in the current environment.
Speech , Paper 17

Journal Article
Unanchored expectations? Interpreting the evidence from inflation surveys
Trehan, Bharat; Huang, Wayne (2008)
This Economic Letter uses two surveys of inflation expectations, one based on household respondents and the other on professional forecasters, to examine whether there has been a change in the way households and firms perceive the inflation process.
FRBSF Economic Letter

Conference Paper
Has inflation become harder to forecast?
Watson, Mark W.; Stock, James H. (2005)
Proceedings

Working Paper
Evaluating the forecasting performance of commodity futures prices
Reeve, Trevor A.; Vigfusson, Robert J. (2011)
Commodity futures prices are frequently criticized as being uninformative for forecasting purposes because (1) they seem to do no better than a random walk or an extrapolation of recent trends and (2) futures prices for commodities often trace out a relatively flat trajectory even though global demand is steadily increasing. In this paper, we attempt to shed light on these concerns by discussing the theoretical relationship between spot and futures prices for commodities and by evaluating the empirical forecasting performance of futures prices relative to some alternative benchmarks. The key ...
International Finance Discussion Papers , Paper 1025

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