This paper applies ARDL and Nonlinear ARDL models to long-term inflation targeting policy mechanisms in the United … States and China to assess the impact of oil price dynamics and asymmetries on inflation expectations in the two countries … changes on inflation expectations, and further provide a theoretical basis for the empirical results. We use data from 2010 to …

This study provides estimates of economic uncertainty and inflation uncertainty for the Greek economy and considers … their time-varying impact on the corresponding macroeconomic variables, i.e. GDP growth and inflation. The authors find that …

Do inflation expectations react to changes in the volatility of monetary policy? Yes, but only until the global … elevated uncertainty surrounding monetary policy, affects the inflation expectation formation process. Based on U.S. data since … inflation expectations and inflation. However, after the Great Recession this link has disappeared, even when controlling for …

the ECB’s UMP on inflation expectations in the Euro area as inflation expectations play a key role for achieving the … inflation target of below, but close to 2%. Quantifying the impact of UMP is not straightforward, as standard empirical tools … indeed find that UMP leads to a rise in inflation expectations in the short run but that this effect appears to evaporate in …