{"id":"https://openalex.org/W1860032090","doi":"https://doi.org/10.2139/ssrn.946667","title":"Forecasting Interest Rates and Inflation: Blue Chip Clairvoyants or Econometrics?","display_name":"Forecasting Interest Rates and Inflation: Blue Chip Clairvoyants or Econometrics?","publication_year":2011,"publication_date":"2011-12-28","ids":{"openalex":"https://openalex.org/W1860032090","doi":"https://doi.org/10.2139/ssrn.946667","mag":"1860032090"},"language":"en","primary_location":{"id":"doi:10.2139/ssrn.946667","doi":"https://doi.org/10.2139/ssrn.946667","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.946667","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},"volume":null,"type":"preprint","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.2139/ssrn.946667","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5059635393","display_name":"Albert Lee Chun","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I165143802","display_name":"The University of Queensland","ror":"https://ror.org/00rqy9422","country_code":"AU","type":"education","lineage":["https://openalex.org/I165143802"]},{"id":"https://openalex.org/I165799507","display_name":"Rensselaer Polytechnic Institute","ror":"https://ror.org/01rtyzb94","country_code":"US","type":"education","lineage":["https://openalex.org/I165799507"]}],"countries":["AU","US"],"is_corresponding":true,"raw_author_name":"Albert Lee Chun","raw_affiliation_strings":["Rensselaer Polytechnic Institute (RPI) - Lally School of Management & Technology, 110 8th St, Troy, NY 12180, United States","University of Queensland - Business School","Rensselaer Polytechnic Institute (RPI) - Lally School of Management & Technology"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Rensselaer Polytechnic Institute (RPI) - Lally School of Management & Technology, 110 8th St, Troy, NY 12180, United States","institution_ids":["https://openalex.org/I165799507"]},{"raw_affiliation_string":"University of Queensland - Business School","institution_ids":["https://openalex.org/I165143802"]},{"raw_affiliation_string":"Rensselaer Polytechnic Institute (RPI) - Lally School of Management & Technology","institution_ids":["https://openalex.org/I165799507"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5059635393"],"corresponding_institution_ids":["https://openalex.org/I165143802","https://openalex.org/I165799507"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":28,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.9970999956130981,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.9970999956130981,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.002300000051036477,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.00019999999494757503,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/interest-rate-forecasting","display_name":"interest rate forecasting","score":0.9549999833106995},{"id":"https://openalex.org/keywords/inflation-forecasting","display_name":"inflation forecasting","score":0.9990000128746033},{"id":"https://openalex.org/keywords/shrinkage-estimation","display_name":"shrinkage estimation","score":0.8299999833106995},{"id":"https://openalex.org/keywords/out-of-sample-forecast-accuracy","display_name":"out-of-sample forecast accuracy","score":0.7749999761581421},{"id":"https://openalex.org/keywords/forecast-aggregation","display_name":"forecast aggregation","score":0.49900001287460327},{"id":"https://openalex.org/keywords/bond-yields","display_name":"bond yields","score":0.5350000262260437}],"concepts":[{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.675482451915741},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6426182389259338},{"id":"https://openalex.org/C200941418","wikidata":"https://www.wikidata.org/wiki/Q273508","display_name":"Inflation (cosmology)","level":2,"score":0.597061038017273},{"id":"https://openalex.org/C175025494","wikidata":"https://www.wikidata.org/wiki/Q179179","display_name":"Interest rate","level":2,"score":0.48746323585510254},{"id":"https://openalex.org/C165556158","wikidata":"https://www.wikidata.org/wiki/Q83937","display_name":"Keynesian economics","level":1,"score":0.3706951439380646},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.3296900987625122},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C33332235","wikidata":"https://www.wikidata.org/wiki/Q18362","display_name":"Theoretical physics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.2139/ssrn.946667","doi":"https://doi.org/10.2139/ssrn.946667","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.946667","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.2139/ssrn.946667","doi":"https://doi.org/10.2139/ssrn.946667","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.946667","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":44,"referenced_works":["https://openalex.org/W1560985401","https://openalex.org/W1572003821","https://openalex.org/W1588064737","https://openalex.org/W1588455538","https://openalex.org/W1977168372","https://openalex.org/W1978032886","https://openalex.org/W2045473940","https://openalex.org/W2050902901","https://openalex.org/W2060451853","https://openalex.org/W2065552878","https://openalex.org/W2072980348","https://openalex.org/W2076452977","https://openalex.org/W2077252204","https://openalex.org/W2084689273","https://openalex.org/W2086190538","https://openalex.org/W2095928159","https://openalex.org/W2113472366","https://openalex.org/W2133019268","https://openalex.org/W2135150595","https://openalex.org/W2135606128","https://openalex.org/W2140917889","https://openalex.org/W2144028344","https://openalex.org/W2154052691","https://openalex.org/W2159723913","https://openalex.org/W2166406699","https://openalex.org/W2891767402","https://openalex.org/W2899592213","https://openalex.org/W2970221843","https://openalex.org/W3022037435","https://openalex.org/W3121366510","https://openalex.org/W3121548842","https://openalex.org/W3121996295","https://openalex.org/W3122257378","https://openalex.org/W3122343810","https://openalex.org/W3122976554","https://openalex.org/W3123011181","https://openalex.org/W3123368870","https://openalex.org/W3123635815","https://openalex.org/W3123812075","https://openalex.org/W3124563919","https://openalex.org/W3124933125","https://openalex.org/W3125393644","https://openalex.org/W3125696988","https://openalex.org/W3125974145"],"related_works":["https://openalex.org/W7110943453","https://openalex.org/W2461032793","https://openalex.org/W3206209686","https://openalex.org/W4401040154","https://openalex.org/W2772952059","https://openalex.org/W7110493571","https://openalex.org/W2972633822","https://openalex.org/W2108672564","https://openalex.org/W2184440383","https://openalex.org/W2139235603"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2019,"cited_by_count":3},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":3},{"year":2014,"cited_by_count":5},{"year":2013,"cited_by_count":2},{"year":2012,"cited_by_count":2}],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2016-06-24T00:00:00"}
