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The possible unemployment cost of average inflation below a credible target : a replication study of Svensson (American Economic Journal: Macroeconomics, 2015)
Oraby, Ramy - In: Journal of comments and replications in economics 1 (2022), pp. 1-21
United States. Overall, the replication exercise successfully confirms the conclusions of Svensson (2015). In both Sweden and … long run Phillips curve recorded -0.75 in Sweden and -0.23 in the United States. While the average inflation rate in the … United States was very close to its targeted level, the average inflation rate in Sweden was 0.6 per- centage points below …
Persistent link: https://www.econbiz.de/10013179358
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Trend-cycle decomposition of output and euro area inflation forecasts : a real-time approach based on model combination
Guérin, Pierre; Maurin, Laurent; Mohr, Matthias - In: Macroeconomic dynamics 19 (2015) 2, pp. 363-393
Persistent link: https://www.econbiz.de/10011308645
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Do inflation expectations improve model-based inflation forecasts?
Bańbura, Marta; Leiva-León, Danilo; Menz, Jan-Oliver - 2021
Persistent link: https://www.econbiz.de/10012795593
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The stochastic volatility in mean model with time-varying parameters : an application to inflation modeling
Chan, Joshua - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 17-28
Persistent link: https://www.econbiz.de/10011704092
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Inflation expectations and the two forms of inattentiveness
Easaw, Joshy Z.; Golinelli, Roberto - 2014
The purpose of the present paper is to investigate the structure and dynamics of professionals' forecast of inflation. Recent papers have focused on their forecast errors and how they may be affected by informational rigidities, or inattentiveness. In this paper we extend the existing literature...
Persistent link: https://www.econbiz.de/10010429166
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Understanding survey based inflation expectations
Berge, Travis J. - 2017
Persistent link: https://www.econbiz.de/10011709248
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A new time-varying parameter autoregressive model for U.S. inflation expectations
Lanne, Markku; Luoto, Jani - In: Journal of money, credit and banking : JMCB 49 (2017) 5, pp. 969-995
Persistent link: https://www.econbiz.de/10011946516
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Essays in empirical macroeconomics
Mirza, Harun - 2013
This thesis consists of three chapters in empirical macroeconomics. In particular it treats important issues related to monetary policy. The focus is on inflation dynamics and all three studies involve some approach of forecasting. The first chapter deals with estimation problems of a monetary...
Persistent link: https://www.econbiz.de/10010254904
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Do inflation expectations improve model-based inflation forecasts?
Bańbura, Marta; Leiva-Leon, Danilo; Menz, Jan-Oliver - 2021
Those of professional forecasters do. For a wide range of time series models for the euro area and its member states we find a higher average forecast accuracy of models that incorporate information on inflation expectations from the ECB's SPF and Consensus Economics compared to their...
Persistent link: https://www.econbiz.de/10012643485
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Do inflation expectations improve model-based inflation forecasts?
Bańbura, Marta; Leiva-León, Danilo; Menz, Jan-Oliver - 2021
Those of professional forecasters do. For a wide range of time series models for the euro area and its member states we find a higher average forecast accuracy of models that incorporate information on inflation expectations from the ECB’s SPF and Consensus Economics compared to their...
Persistent link: https://www.econbiz.de/10012792526