We tackle two questions in this paper: In the sovereign debt crisis, what moves the euro area inflation outlook and has … the firm anchoring of medium to long-term inflation expectations been touched? Deriving densities from a new data set on … options on the euro area harmonized index of consumer prices provides us with the full distribution of inflation expectations …

According to the macro-econometric literature, the impact of exogenous oil price shocks on Inflation have greatly … increased in the last two decades throughout OECD countries while the persistence of those shocks on long-term inflation, namely … core inflation, has dramatically decreased. In the meantime, the market for inflation derivatives soared, spurred by a …

This paper investigates the relationship between expected inflation and the nominal interest rate using Australia data … breaks in the relation between interest rates and inflation, with there being some evidence that these are associated with … anticipated inflation. …

analysis of financial markets’ behaviour through inflation and interest rates cannot define the real interactions of the …

Previous research indicates that the US market for inflation-linked bonds is not efficient and that market … inefficiencies can be exploited by informed traders who include survey estimations or inflation model forecasts in trades on break …-even inflation. Results from this extended research over a time-period in which the TIPS market matured and increased in depth, while …

This study presents a framework for extracting long-run GDP growth and inflation expectations from financial market … inflation expectations for the euro area and for the United States. …

Forward interest rates have become popular indicators of inflation expectations. The usefulness of this indicator … depends on the relative volatility and the correlation of inflation expectations and expected real interest rates. This paper … expected real interest rate add to the inflation expectations is balanced by a tendency for expected real interest rates and …