Narrow search
Showing 1 - 10 of 938
Cover Image
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
This paper replicates the main analysis of Svensson (2015) with some expansion to the original analysis, mainly for the United States. Overall, the replication exercise successfully confirms the conclusions of Svensson (2015). In both Sweden and the United States, empirical evidence sup- ports...
Persistent link: https://www.econbiz.de/10013179358
Cover Image
An inflation expectations horserace
Guzman, Giselle C. - Volkswirtschaftliche Fakultät, … - 2010
that there are benefits to using higher frequency measures of inflation expectations. Out of sample forecasts confirm the … frequency and real-time data. I present a collection of 37 different measures of inflation expectations, including many … previously unexploited monthly and real-time measures of inflation expectations. These higher frequency measures tend to …
Persistent link: https://www.econbiz.de/10009647457
Cover Image
Formation and dispersion of expectations : an empirical analysis with special focus on inflation
Jonas Dovern - 2009
This thesis is a collection of papers that use survey data to analyze expectations about macroeconomic variables and … the way these expectations are formed. Using a new approach for modeling forecast errors in a structural way, we show that … most of the individual forecasts in the Consensus survey data set have fairly good properties with respect to unbiasedness …
Persistent link: https://www.econbiz.de/10009429015
Cover Image
Directional accuracy of experts' forecasts for inflation and unemployment rate predictions in Romania
Bratu, Mihaela - In: International journal of economic sciences and applied … 7 (2014) 2, pp. 129-137
-Timmermann test, the directional forecasts of F3 and the autumn expectations of F2 are useful and rational. … forecasts made for Romanian by three experts in forecasting: F1, F2 and F3. All the unemployment rate forecasts over the horizon …
Persistent link: https://www.econbiz.de/10010459714
Cover Image
The evaluation of quarterly forecast intervals for inflation rate in Romania
Bratu, Mihaela; Drăgan, Irina - In: Economic review : journal of economics & business 14 (2016) 1, pp. 80-89
bootstrap simulations were used for assessing the uncertainty in inflation rate forecasts in Romania. …
Persistent link: https://www.econbiz.de/10012012468
Cover Image
Communicating uncertainty - a fan chart for HICP projections
Gatt, William - Volkswirtschaftliche Fakultät, … - 2014
A short article which motivates the use of a fan chart in the communication of forecasts, with special emphasis on … inflation forecasts. A fan chart for Maltese HICP inflation projections is built, using the history of forecast errors. …
Persistent link: https://www.econbiz.de/10011111666
Cover Image
Evolución de las expectativas de inflación en México
García-Verdú, Santiago - 2012
, under an event-study framework the respond of upside risks of inflation expectations to the approval of the Income Law is …
Persistent link: https://www.econbiz.de/10010322568
Cover Image
Inattention in individual expectations
de Almeida Campos Cordeiro, Yara; Gaglianone, Wagner Piazza - In: EconomiA 18 (2017) 1, pp. 40-59
Expectations System of Central Bank of Brazil, we perceive that agents do not update their forecasts every period and that even …This paper investigates the expectations formation process of economic agents about inflation rate. Using the Market …
Persistent link: https://www.econbiz.de/10011858475
Cover Image
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 (JCRE) 1 (2022) 2022-2, pp. 1-21
This paper replicates the main analysis of Svensson (2015) with some expansion to the original analysis, mainly for the United States. Overall, the replication exercise successfully confirms the conclusions of Svensson (2015). In both Sweden and the United States, empirical evidence sup- ports...
Persistent link: https://www.econbiz.de/10013190400
Cover Image
Making sense of consumer inflation expectations: The role of uncertainty
Reiche, Lovisa; Meyler, Aidan - 2022
Consumers' inflation expectations play a key role in the monetary transmission mechanism. As such, it is crucial for … expectations. These include the apparent overestimation of inflation by consumers as well as the negative correlation observed … between the economic outlook and inflation expectations. We also show that the uncertainty framework fits with some of the …
Persistent link: https://www.econbiz.de/10013272133