estimating a smooth transition regression model with different inflation expectations regimes for five inflation targeting …) respectively over the period January 1993-August 2021. Both market and survey measures of inflation expectations are used as the … expectations of both consumers and producers are considered instead of expectations from consumer surveys only. Finally, inflation …

uncorrected, must cause inflation, but the imbalance may get corrected in the future with some probability. By maintaining price …

Trend inflation estimates for 12 of the largest Asian economies over 1995-2018 offer important insights on inflation … dynamics and inflation expectations. The disinflationary shocks that hit the region since 2014 were partly transitory, but … their effects have been different depending on the behaviour of trend inflation in each country. Countries with relatively …

The real time supervision of inflation expectations is an important issue for monetary policymakers, especially in … heteroscedastic market based daily proxies for short, medium and long run inflation expectations. Our empirical evidence suggests that … the on-line surveillance of risk adjusted US forward breakeven inflation rates by means of the CUSUM detector appears to …

of the daily percentage change in the S&P 500 on the TIPS spread measuring inflation expectations show little correlation … between asset prices and expected inflation from 2003 until early 2008. However, since early 2008 the correlation between … changes in stock prices and in inflation expectations has been strongly positive and statistically significant …

changes in inflation rates, but, possibly, also to investors' behavior. Secondly, we show that the special US dollar status of …

changes in inflation rates, but, possibly, also to investors' behavior. Secondly, we show that the special US dollar status of …

This paper uses a "trendy" approach to understand UK inflation dynamics. It focuses on the time series to isolate a low …-frequency and slow-moving component of inflation (the trend) from deviations around this trend. We find that this slow-moving trend … explains a substantial share of UK inflation dynamics. International prices are significantly correlated with the short …

Although there is a vast literature on GDP comovement across countries, there is scant evidence on inflation … interdependence. We analyze inflation comovements across a wide set of advanced economies and across the subset of euro area countries …. Some of our findings are expected, such as the fact that inflation interdependence among advanced economies is quite …