Galati, Gabriele; Poelhekke, Steven; Zhou, Chen - de Nederlandsche Bank - 2009
We investigate whether the anchoring properties of long-run inflation expectations in the United States, the euro area … economies, expectations measures extracted from inflation-indexed bonds and inflation swaps became much more volatile in 2007 … macroeconomic news and financial market-based inflation expectations at the daily frequency. By testing for structural breaks we …