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Assessing uncertainty in Europe and the US : is there a common factor?

Sauter, Oliver - 2012

This paper aims an empirical investigation of uncertainty in the Euro Zone as well as the US. For this purpose I conduct a factor analysis of uncertainty measures starting in 2001 until the end of 2011. I use survey-based data provided by the ECB and the Federal Reserve Bank of Philadelphia as...

Persistent link: https://www.econbiz.de/10009548349

Inflation expectations spillovers between the United States and euro area

Netšunajev, Aleksei; Winkelmann, Lars - 2014

We quantify spillovers of inflation expectations between the United States (US) and Euro Area (EA) based on break-even inflation (BEI) rates. In contrast to previous studies, we model US and EA BEI rates jointly in a structural vector autoregressive (SVAR) model. The SVAR approach allows to...

Persistent link: https://www.econbiz.de/10010255370

Inflation, deflation, and uncertainty : what drives euro area option-implied inflation expectations and are they still anchored in the sovereign debt crisis?

Scharnagl, Michael; Stapf, Jelena - 2014

We tackle two questions in this paper: In the sovereign debt crisis, what moves the euro area inflation outlook and has the firm anchoring of medium to long-term inflation expectations been touched? Deriving densities from a new data set on options on the euro area harmonized index of consumer...

Persistent link: https://www.econbiz.de/10010415789

A Panel Smooth Transition Regression Model for the Determinants of Inflation Expectations and Credibility in the ECB and the Recent Financial Crisis

Kadilli, Anjeza - 2020

This paper studies the determinants of inflation expectations and credibility in the European Central Bank (ECB) during the first decade of European monetary policy. As a measure of credibility we use the gap between the professional economists' inflation forecasts and the ECB's inflation...

Persistent link: https://www.econbiz.de/10012857399

Qualitative and quantitative central bank communication and inflation expectations

Hubert, Paul - In: The B.E. journal of macroeconomics 17 (2017) 1, pp. 1-41

Persistent link: https://www.econbiz.de/10011719122

Explaining European Union citizens' trust in the European Central Bank in normal and crisis times

Ehrmann, Michael; Soudan, Michel; Stracca, Livio - In: The Scandinavian journal of economics 115 (2013) 3, pp. 781-807

Persistent link: https://www.econbiz.de/10009778329

Die Eurokrise und das deutsche Sparvermögen : Geldpolitik im Ausnahmezustand

Jaron, Andreas - 2014

Persistent link: https://www.econbiz.de/10010411560

The German public and its trust in the ECB : the role of knowledge and information search

Hayo, Bernd; Neuenkirch, Edith - In: Journal of international money and finance 47 (2014), pp. 286-303

Persistent link: https://www.econbiz.de/10010464015

After 25 Years as faithful members of the EU : public support for the euro and trust in the ECB in Austria, Finland and Sweden

Roth, Felix; Jonung, Lars - 2020

Persistent link: https://www.econbiz.de/10012511043

After 25 years as faithful members of the EU : public support for the euro and trust in the ECB in Austria, Finland and Sweden

Roth, Felix; Jonung, Lars - 2020

Austria, Finland and Sweden became members of the EU in 1995. This paper examines how support for the euro and trust in … in Sweden. Since the start of the crisis, trust in the ECB was strongly influenced by the pronounced increase in … performance of the euro area. Thus, the best way to foster support for the euro and trust in the ECB is to pursue policies aimed …

Persistent link: https://www.econbiz.de/10012269193