of consumers' inflation expectations. First, we select some relevant keywords to identify tweets related to prices and … expectations thereof. Second, we build a set of daily measures of inflation expectations on the selected tweets combining the …-based inflation expectations.Our new indicators provide additional information beyond the market-based expectations, the professional …

This paper investigates the accuracy and heterogeneity of output growth and inflation forecasts during the current and …

respect to the Phillips curve and the Taylor rule falls during recessions and with inflation higher than 2%. Moreover … positive effect on consistency comes from the introduction of the official inflation target. Finally, we show that consumers … with theory-consistent expectations have lower absolute inflation forecast errors and are closer to professionals …

evidence that consumers are less consistent with the Phillips curve and the Taylor rule during recessions and with inflation … of the Fed, where the strongest positive effect on consistency comes from the introduction of the official inflation … professionals' inflation forecasts. …

This paper investigates the accuracy and heterogeneity of output growth and inflation forecasts during the current and …

This paper reinvestigates the performance of trimmed-mean inflation measures some 20 years since their inception … measures in forecasting headline inflation. …

For the first time in the literature, this paper uses survey-based measures of inflation expectations to examine the … relationship between inflation and relative price variability (RPV). Using quarterly consumer price index data for 74 consumption … expected and unexpected inflation on RPV. Both headline and core inflation measures are used. The results show a statistically …

Inflation expectation is acknowledged to be an important indicator for policy makers and financial investors. To … capture a more accurate real-time estimate of inflation expectation on the basis of financial markets, we propose an arbitrage …-free model across different countries in a multi-maturity term structure, where we first estimate inflation expectation by …