Narrow search
Showing 1 - 10 of 6,611
Cover Image
Real-time estimation of the equilibrium real interest rate : evidence from Japan
Umino, Shingo - In: The North American journal of economics and finance : a … 28 (2014), pp. 17-32
Persistent link: https://www.econbiz.de/10010461190
Cover Image
Real-time estimation of the equilibrium real interest rate: Evidence from Japan
Umino, Shingo - In: The North American Journal of Economics and Finance 28 (2014) C, pp. 17-32
This study demonstrates quantitatively the degree to which uncertainty originates from the revision of data inherent in the real-time estimation of the Japan's equilibrium real interest rate (ERR). It also presents some attempts to reduce that uncertainty. Results show that markedly high...
Persistent link: https://www.econbiz.de/10010777020
Cover Image
Treatment of Outliers in Business Surveys: The Case of Short-term Economic Survey of Enterprises in Japan (Tankan)
Ishikawa, Atsushi; Endo, Shunsuke; Shiratori, Tetsuya - Bank of Japan - 2010
This paper discusses the appropriate treatment of outliers in Tankan. Under the current population estimate method, if …. Considering 1) the accuracy of Tankan, 2) the maintenance of its "easy to understand" quality, and 3) the reduction of its work … load, we assume that outliers in Tankan are those which have extremely large impact on the rate of change from the previous …
Persistent link: https://www.econbiz.de/10010894618
Cover Image
Causes of inflation in China : inflation expectations
He, Liping; Liu, Qianwen - In: China & world economy 19 (2011) 3, pp. 18-32
Persistent link: https://www.econbiz.de/10009309833
Cover Image
Decomposing household, professional and market forecasts on inflation : a dynamic factor model analysis
Palardy, Joseph; Ovaska, Tomi - In: Applied economics 47 (2015) 19/21, pp. 2092-2101
Persistent link: https://www.econbiz.de/10010513341
Cover Image
Determinants of inflation perceptions and expectations : an empirical analysis for Austria
Fritzer, Friedrich; Rumler, Fabio - In: Monetary policy & the economy : quarterly review of … (2015) 1, pp. 11-26
Persistent link: https://www.econbiz.de/10010517019
Cover Image
Quantification and characteristics of household inflation expectations in Switzerland
Rosenblatt-Wisch, Rina; Scheufele, Rolf - In: Applied economics 47 (2015) 25/27, pp. 2699-2716
Persistent link: https://www.econbiz.de/10010519624
Cover Image
Reactions of real yields and inflation expectations to forward guidance in the United States
Moessner, Richhild - In: Applied economics 47 (2015) 25/27, pp. 2671-2682
Persistent link: https://www.econbiz.de/10010519633
Cover Image
The information content of survey data on expected price developments for monetary policy
Gerberding, Christina - 2001
The present paper uses survey data on expected consumer price developments to analyse the role of inflation expectations in the inflation process. The survey measures of price expectations are derived from the European Commission's Consumer Survey and from the surveys of professional experts...
Persistent link: https://www.econbiz.de/10011419361
Cover Image
Subjective intertemporal substitution
Crump, Richard K.; Eusepi, Stefano; Tambalotti, Andrea; … - 2015
We estimate the elasticity of intertemporal substitution (EIS) - the elasticity of expected consumption growth with respect to variation in the real interest rate - using subjective expectations from the newly released FRBNY Survey of Consumer Expectations (SCE). This dataset is unique, since it...
Persistent link: https://www.econbiz.de/10011288682