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Learning in macroeconomic models
Milani, Fabio - 2006
Persistent link: https://www.econbiz.de/10003908173
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Monetary policy, self-fulfilling expectations and the U.S. business cycle
Nicolò, Giovanni - 2020
Persistent link: https://www.econbiz.de/10012388613
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Information flow and expected inflation : an empirical analysis
Cornell, Bradford - In: The journal of investing 26 (2017) 4, pp. 8-15
Persistent link: https://www.econbiz.de/10011931535
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The role of expectations in U.S. inflation dynamics
Fuhrer, Jeffrey C. - 2011 - This version: October 26, 2011
. This paper continues this strand of research by examining the role survey expectations play in the inflation process and … reports three principal findings. One, short-run inflation expectations appear to play a significant role in explaining U ….S. inflation over the past 20-25 years. Two, long-run expectations generally do not appear to have a direct influence on U …
Persistent link: https://www.econbiz.de/10009374709
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Is inflation driven by survey-based, VAR-based or myopic expectations? : an empirical assessment from US real-time data
Bec, Frédérique; Kanda, Patrick - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012659117
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Learning to forecast and cyclical behavior of output and inflation
Adam, Klaus - In: Macroeconomic dynamics 9 (2005) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10002562051
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Inflation scares and forecast-based monetary policy
Orphanides, Athanasios; Williams, John C. - 2005
Persistent link: https://www.econbiz.de/10002598988
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Learning to forecast and cyclical behavior of output and inflation
Adam, Klaus - 2003
Persistent link: https://www.econbiz.de/10001736222
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Are long-term inflation expectations well-anchored? : evidence from the euro area and the United States
Tsenova, Tsvetomira - In: Bulletin of economic research 67 (2015) 1, pp. 65-82
Persistent link: https://www.econbiz.de/10011393226
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Nonlinear expectation formation in the U.S. stock market : empirical evidence from the Livingston survey
Pierdzioch, Christian; Reitz, Stefan; Ruelke, Jan-Christoph - 2015
We use a Panel Smooth Transition Regression (STR) model to study nonlinearities in the expectation-formation process in the U.S. stock market. To this end, we use data from the Livingston survey to investigate how the importance of regressive and extrapolative expectations fluctuates over time...
Persistent link: https://www.econbiz.de/10011452463