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Inflation expectations spillovers between the United States and euro area
Netšunajev, Aleksei; Winkelmann, Lars - 2014
We quantify spillovers of inflation expectations between the United States (US) and Euro Area (EA) based on break-even inflation (BEI) rates. In contrast to previous studies, we model US and EA BEI rates jointly in a structural vector autoregressive (SVAR) model. The SVAR approach allows to...
Persistent link: https://www.econbiz.de/10010255370
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How inflation hawks escape expectations traps
Leduc, Sylvain - In: Business review / Federal Reserve Bank of Philadelphia (2003) 1, pp. 13-20
Persistent link: https://www.econbiz.de/10001855701
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Evolving Reputation for Commitment : The Rise, Fall and Stabilization of US Inflation
King, Robert G.; Lu, Yang - National Bureau of Economic Research - 2022
A parsimonious model of shifting policy regimes can simultaneously capture expected and actual US inflation during 1969-2005. Our model features a forward-looking New Keynesian Phillips curve and purposeful policymakers that can or cannot commit. Private sector learning about policymaker type...
Persistent link: https://www.econbiz.de/10013477255
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Expectations' anchoring and inflation persistence
Bems, Rudolfs; Caselli, Francesca; Grigoli, Francesco; … - 2018
Understanding the sources of inflation persistence is crucial for monetary policy. This paper provides an empirical assessment of the influence of inflation expectations' anchoring on the persistence of inflation. We construct a novel index of inflation expectations' anchoring using survey-based...
Persistent link: https://www.econbiz.de/10011978669
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Should central banks communicate uncertainty in their projections?
Rholes, Ryan; Petersen, Luba - 2020
Persistent link: https://www.econbiz.de/10012319251
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Weak dependence between the Brazilian consumer inflation and expected inflation : non-linear and Copulas methods and a note on the Central Bank's credibility
Moreira, Ricardo Ramalhete; Chaiboonsri, Chukiat; … - In: International journal of monetary economics and finance 6 (2013) 1, pp. 40-54
Persistent link: https://www.econbiz.de/10010250294
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Out of bounds : do SPF respondents have anchored inflation expectations?
Binder, Carola Conces; Janson, Wesley; Verbrugge, Randal - In: Journal of money, credit and banking : JMCB 55 (2023) 2/3, pp. 559-576
Persistent link: https://www.econbiz.de/10014305987
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Expectations' anchoring and inflation persistence
Bems, Rudolfs; Caselli, Francesca; Grigoli, Francesco; … - 2021
Persistent link: https://www.econbiz.de/10012592956
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Long-term inflation expectations and inflation dynamics
Thórarinn G. Pétursson - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 158-174
Persistent link: https://www.econbiz.de/10012814348
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Credibility of central banks inflation forecasts
Tura-Gawron, Karolina - 2016 - This version 19/02/2016
Modern monetary policy focuses on credibility and shaping consumers' inflation expectations. According to the concept …-making process and may be a specific intermediate target. The aim of the study is to analyse the credibility of inflation forecasts … credibility index. The inflation forecasts' credibility index may be calculated for all types of inflation forecasts made by …
Persistent link: https://www.econbiz.de/10011802291