This paper examines the relation between variations in perceived inflation uncertainty and bond premia. Using the … average individual uncertainty about inflation forecasts since 1968. We show that this ex-ante measure of inflation … uncertainty differs importantly from measures of disagreement regarding inflation forecasts and other proxies, such as model …

Forecasting the future prices of stock by analyzing the past and current price movements in determining the trend are … always areas of interest of Chartists who believe in studying the action of the market itself rather than the past and … price forecasts and index movement predictive models. The experiments with dynamic as well as static forecasting methods …

Considering market-based inflation expectations, we show that investors’ forecasts are non-linear. We capture this non … oneself against revisions in inflation forecasts when inflation is considered as a variable of interest by market participants … and low concern about inflation. Using a complete cross-asset panel of equity sectors, bonds, and commodities, we perform …