Are US inflation expectations re-anchored?
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DOI: 10.1016/j.econlet.2014.12.023
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- Nautz, Dieter & Strohsal, Till, 2014. "Are US inflation expectations re-anchored?," SFB 649 Discussion Papers 2014-060, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
References listed on IDEAS
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More about this item
Keywords
Anchoring of inflation expectations; Break-even inflation rates; News-regressions; Multiple structural break tests;All these keywords.
JEL classification:
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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