We study whether clarity of central bank inflation reports affects return volatility in financial markets. We measure …

central banks' commitment to price stability. Using a daily measure of inflation expectations extracted from nominal and … indexed-linked government bonds, or inflation swaps, we test whether these react to alternative measures of fiscal burdens … burdens on long-term inflation expectations in the United States, the euro area and the United Kingdom. These results are …

natural rate will be more effective in avoiding secular stagnation than reducing the real rate through higher inflation …

dynamics of the model are reduced to a representation in the output gap and domestic inflation, and depend on the degree of …

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 …. Moreover, their sensitivity to news about inflation and other domestic macroeconomic variables a measure of anchoring increased …