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Inflation persistence, learning dynamics and the rationality of inflation expectations

Brissimis, Sophocles N.; Migiakis, Petros M. - In: Empirical economics : a journal of the Institute for … 51 (2016) 3, pp. 963-979

Persistent link: https://www.econbiz.de/10011554358

Foreign exchange market intervention : implications of publicly announced and seret intervention for the euro exchange rate and its volatility

Brissimis, Sophocles N.; Chionis, Dionysios P. - In: Journal of policy modeling : JPMOD ; a social science … 26 (2004) 6, pp. 661-673

Persistent link: https://www.econbiz.de/10002240498

Inflation Persistence and the Rationality of Inflation Expectations

Migiakis, Petros M.; Brissimis, Sophocles N. - 2022

The rational expectations hypothesis for survey and model-based inflation forecasts − from the Survey of Professional Forecasters and the Greenbook respectively − is examined by properly taking into account persistence in the data. The finding of nearunit-root effects in inflation and...

Persistent link: https://www.econbiz.de/10014079200

Inflation persistence and the rationality of inflation expectations

Brissimis, Sophocles N.; Migiakis, Petros M. - Bank of Greece - 2013

The rational expectations hypothesis for survey and model-based inflation forecasts ? from the Survey of Professional Forecasters and the Greenbook respectively ? is examined by properly taking into account persistence in the data. The finding of near-unit-root effects in inflation and inflation...

Persistent link: https://www.econbiz.de/10010628443