This paper proposes a measure of real-time inflation expectations based on metadata, i.e., data about data, constructed … Search Index (GISI) is assessed relative to 37 other indicators of inflation expectations – 36 survey measures and the TIPS … spread. For decades, the academic literature has focused on three measures of inflation expectations: the Livingston Survey …

I present evidence that higher frequency measures of inflation expectations outperform lower frequency measures of … inflation expectations in tests of accuracy, predictive power, and rationality. For decades, the academic literature has focused … collection of 37 different measures of inflation expectations, including many previously unexploited monthly and real …

inflation expectations of firms and households. Our results reveal that the link between reporting about inflation and changes … in inflation expectations is time-dependent. During periods of intensive newspaper coverage of inflation developments, a … correlation with inflation expectations emerges that does not exist at other times. Such correlations are evident after the …

This paper investigates the effects of inflation news coverage on market-based inflation expectations and outcomes in … regarding specific topics, exerts a significant influence on inflation compensation, expectations, and risk premiums. We observe … contributes to the understanding of media influence on financial markets, specifically in shaping inflation expectations. …

This paper investigates the effects of inflation news coverage on market-based inflation expectations and outcomes in … regarding specific topics, exerts a significant influence on inflation compensation, expectations, and risk premiums. We observe … contributes to the understanding of media influence on financial markets, specifically in shaping inflation expectations. …

inflation expectations of firms and households. Our results reveal that the link between reporting about inflation and changes … in inflation expectations is time-dependent. During periods of intensive newspaper coverage of inflation developments, a … correlation with inflation expectations emerges that does not exist at other times. Such correlations are evident after the …

from individual expectations. Subjects have no information about underlying market equilibrium equations, but can learn by … stable treatment, rational expectations (RE) yield a good description of observed aggregate price fluctuations: prices remain …

learn, form their expectations, and make decisions regarding savings and production for future periods. There are no … are unexpected by agents, or if future price expectations are not adjusted exactly proportionally to the announced …, as that would require it knowing precisely the actual law of motion of the economy, current market’s expectations, and …

Most DSGE models assume full information and model-consistent expectations. This paper relaxes both these assumptions … direct knowledge of the structure of economy or the values of aggregate quanti?ties; instead they form expectations by … similar to the equilibrium with model-consistent expectations and market-consistent information. Learning does not introduce …

This study sheds new light on the question of whether or not sentiment surveys, and the expectations derived from them …