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Assessing the uncertainty in central banks' inflation outlooks

Knüppel, Malte; Schultefrankenfeld, Guido - In: International journal of forecasting 35 (2019) 4, pp. 1748-1769

Persistent link: https://www.econbiz.de/10012305527

Assessing the uncertainty in central banks' inflation outlooks

Knüppel, Malte; Schultefrankenfeld, Guido - 2019

horizon-dependent biases and lower accuracy than simple unconditional uncertainty forecasts. We examine the inflation …

Persistent link: https://www.econbiz.de/10011962843

Assessing the economic value of probabilistic forecasts in the presence of an inflation target

McDonald, Christopher; Thamotheram, Craig; Vahey, Shaun P. - 2016

Persistent link: https://www.econbiz.de/10011756319

A short term credibility index for central banks under inflation targeting : an application to Brazil

Hecq, Alain W. J.; Issler, João Victor; Voisin, Elisa - In: Journal of international money and finance 143 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10014551348

The evolution of monetary policy in Latin American economies : responsiveness to inflation under different degrees of credibility

Gießler, Stefan - 2020

This paper investigates the forward-lookingness of monetary policy related to stabilising inflation over time under … transition path to the full-fledged inflation targeting regime. The analysis is based on an interest rate-based hybrid monetary …-looking monetary policy rule related to inflation stabilisation. The main results show that monetary policy is fully forward …

Persistent link: https://www.econbiz.de/10012234482