Do Asset Prices Help Predict Inflation? Evidence from Individual Stock Prices

DOI10.1080/07350015.2026.2654899MaRDI QIDQ7405248zbMATH OpenFDO

Authors Yongmiao Hong, Naijing Huang, Yicheng Wang

Publication date 2026

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2026.2654899

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

• Asset pricing theory.
• Common risk factors in the returns on stocks and bonds
• Forecasting economic time series using targeted predictors
• Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods
• Forecasting Inflation Using Economic Narratives
• Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components?
• Forecasting with Economic News
• FRED-MD: A Monthly Database for Macroeconomic Research
• Greedy function approximation: A gradient boosting machine.
• How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation
• Inflation expectations and behavior: do survey respondents act on their beliefs?
• Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
• Learning representations by back-propagating errors
• Productivity and misallocation in general equilibrium
• Random forests
• Regularization and Variable Selection Via the Elastic Net
• The Elements of Statistical Learning
• The macroeconomic impact of microeconomic shocks: beyond Hulten's theorem
• The network origins of aggregate fluctuations
• Time series and panel data econometrics
• What explains the 2007-2009 drop in employment?

This page was built for publication: Do Asset Prices Help Predict Inflation? Evidence from Individual Stock Prices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7405248)