We estimate inflation expectations and inflation risk premia using inflation forecasts from Consensus Economics and … Australian inflation-indexed bond price data. Inflation-indexed bond prices are assumed to be non-linear functions of latent … long-term inflation expectations are well anchored within the 2 to 3 per cent inflation target range, while short …

Inflation expectations have wide-reaching effects on the macroeconomy and are an important part of the transmission of … monetary policy. This paper analyses the Melbourne Institute survey of householders’ inflation expectations. Householders …’ average inflation expectations vary with personal characteristics. People with better access to information or more developed …

Long-term nominal interest rates in a number of inflation-targeting small open economies have tended to be highly …

favour of the SIPC over the low-inflation period. Parameter estimates are sensitive to inflation measures and sample periods … the fact that inflation has become difficult to model since the introduction of inflation targeting. Over sample periods …

This paper estimates a range of single-equation models of inflation for Australia. We find that traditional models …-Keynesian Phillips curve (NKPC) in explaining trimmed mean inflation, both in terms of in-sample fit and significance of coefficients … including a direct measure of inflation expectations, but we still find that the unemployment rate or growth in marginal costs …