assumption improves the fit of the inflation equation. Third, this assumption is necessary for getting an important reduction of …

monetary policy in the United States, in particular its interaction with the formation of inflation expectations and the … linkages between monetary policy, inflation expectations and the behaviour of CPI inflation. We use Livingston Survey data for … expected inflation, measured at a bi-annual frequency, actual inflation, unemployment and a nominal interest rate to estimate …

We study the behavior of inflation rates among the 12 initial Euro countries in order to test whether and when the … this new procedure to Euro area inflation, we find strong and lasting evidence of convergence among the inflation rates … the occurrence of the single currency. After the 2008 crisis, Euro area inflation rates follow the ECB’s price stability …

and its contribution to inflation movements. We model the price series as I(2) components and use polynomial cointegration … inflation through an error-correcting mechanism. Structural and forecasting equations exhibiting good performance are therefore …

Recent studies emphasize that survey-based inflation risk measures are informative about future inflation and thus …-frequency financial market data have predictive power for the low-frequency survey-based inflation risk indicators observed at the end of …

concepts, in particular for inflation. We show that exploiting more information is important for accurate estimation of the …