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Central bank credibility and inflation expectations : a microfounded forecasting approach
Issler, João Victor; Soares, Ana Flávia - In: Macroeconomic dynamics 27 (2023) 5, pp. 1268-1288
Persistent link: https://www.econbiz.de/10014306744
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The role of media for inflation forecast disagreement of households and professional forecasters
Maag, Thomas; Lamla, Michael - 2009
This paper investigates the effects of media coverage and macroeconomic conditions on inflation forecast disagreement … inflation affects forecast disagreement by influencing information sets as well as predictor choice. Our empirical results show … and professionals primarily depends on the current rate of inflation. -- forecast disagreement ; inflation expectations …
Persistent link: https://www.econbiz.de/10003908680
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Are qualitative inflation expectations useful to predict inflation?
Scheufele, Rolf - In: Journal of business cycle measurement and analysis : a … (2011) 1, pp. 29-53
Persistent link: https://www.econbiz.de/10009156440
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The role of media for inflation forecast disagreement of households and professional forecasters
Lamla, Michael; Maag, Thomas - In: Journal of money, credit and banking : JMCB 44 (2012) 7, pp. 1325-1350
Persistent link: https://www.econbiz.de/10009693642
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Politique monétaire et indicateurs avancés d'inflation : analyse dans une perspective européenne
Brana, Sophie - In: Cahiers économiques de Bruxelles (1999) 3, pp. 299-323
Persistent link: https://www.econbiz.de/10001418949
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Expected inflation, expected stock returns, and money illusion : what can we learn from survey expectations?
Schmeling, Maik (contributor); Schrimpf, Andreas (contributor) - 2008
We show empirically that survey-based measures of expected inflation are significant and strong predictors of future aggregate stock returns in several industrialized countries both in-sample and out-of-sample. By empirically discriminating between competing sources of this return predictability...
Persistent link: https://www.econbiz.de/10003727414
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Inflation forecasting with inflation sentiment indicators
Döhrn, Roland (contributor);  … - 2008
indicators for the US and Germany, we demonstrate that our inflation sentiment indicators improve forecast accuracy in comparison … to a standard Phillips curve approach. Because the forecast performance is particularly good for longer horizons, we also …
Persistent link: https://www.econbiz.de/10003785071
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Expected inflation, expected stock returns, and money illusion : What can we learn from survey expectations?
Schmeling, Maik; Schrimpf, Andreas - In: European economic review : EER 55 (2011) 5, pp. 702-719
Persistent link: https://www.econbiz.de/10009243405
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Stock Return Predictability and Variance Risk Premia : Statistical Inference and International Evidence
Bollerslev, Tim - 2012
Recent empirical evidence suggests that the variance risk premium predicts aggregate stock market returns. We demonstrate that statistical finite sample biases cannot “explain” this apparent predictability. Further corroborating the existing evidence of the U.S., we show that country...
Persistent link: https://www.econbiz.de/10013115149
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Stock Return Predictability and Variance Risk Premia : Statistical Inference and International Evidence
Bollerslev, Tim - 2012
Recent empirical evidence suggests that the variance risk premium predicts aggregate stock market returns. We demonstrate that statistical finite sample biases cannot “explain” this apparent predictability. Further corroborating the existing evidence of the U.S., we show that country...
Persistent link: https://www.econbiz.de/10013109053