exploits the rounding patterns in individuals' responses to survey questions on inflation expectations (Binder, 2017). This … inflation expectations. …

looking pricing account for the observed persistence in aggregate inflation. Second, price-setting responds to movements in … marginal costs, which should therefore be the driving force to observed inflation dynamics. This is not always the case in … conditions under which imposing homogeneity results in overestimating a backward-looking component in (aggregate) inflation, and …

We consider the pricing of FX, inflation and stock options under stochastic interest rates and stochastic volatility … the volatility, the inflation index, the domestic (nominal) and the foreign (real) rates. Having the flexibility to … correlate the underlying FX/Inflation/Stock index with both stochastic volatility and stochastic interest rates yields a …

The main focus of the present paper is to analyze the impacts of financial policy on inflation rates. The analysis … utilized to reflect the relations between financial policy and inflation. Thus, more lights are shed on the fact that the first … components represented in governmental expenditure and taxation and the dependant variable inflation. The results show that there …

This paper discusses comovement between inflation and output in the euro area. The strength of the comovement may not … frequency, the output and core inflation comovement is high and stable, and that inflation lags the cycle in output with roughly … half of its variance. The strong relationship of output and inflation hints at the importance of demand shocks for the euro …

looking pricing account for the observed persistence in aggregate inflation. Second, price-setting responds to movements in … marginal costs, which should therefore be the driving force to observed inflation dynamics. This is not always the case in … conditions under which imposing homogeneity results in overestimating a backward-looking component in (aggregate) inflation, and …

Several central banks have adopted inflation targets. The implementation of these targets is flexible; the central … banks aim to meet the target over the long term but allow inflation to deviate from the target in the short-term in order to … ARFIMA model. Under the assumption that the central bankers control the long-run inflation rates, the fractional integration …

1980Q1 to 2010Q4 to test the effect of inflation on stock prices. The analysis is done using Auto-Regressive Distributed … supply and inflation are ~I(1). Causality test suggests a unidirectional causation from inflation to stock prices. The … indicate that inflation exerts a significant and negative impact on stock prices in South Africa …