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Euro area inflation expectations during the COVID-19 pandemic

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  • Sandra Gomes
  • Nikolay Iskrev
  • Pedro Pires Ribeiro

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  • Sandra Gomes & Nikolay Iskrev & Pedro Pires Ribeiro, 2021. "Euro area inflation expectations during the COVID-19 pandemic," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    • Handle: RePEc:ptu:bdpart:re202112
    as

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    File URL: https://www.bportugal.pt/sites/default/files/anexos/papers/re202112_en.pdf
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    References listed on IDEAS

    as
    1. Andreasen, Martin M., 2012. "An estimated DSGE model: Explaining variation in nominal term premia, real term premia, and inflation risk premia," European Economic Review, Elsevier, vol. 56(8), pages 1656-1674.
    2. Joseph Haubrich & George Pennacchi & Peter Ritchken, 2012. "Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps," The Review of Financial Studies, Society for Financial Studies, vol. 25(5), pages 1588-1629.
    3. José Vicente & Daniela Kubudi, 2018. "Extracting inflation risk premium from nominal and real bonds using survey information," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 45(2), pages 307-325, May.
    4. Driver, Ciaran & Trapani, Lorenzo & Urga, Giovanni, 2013. "On the use of cross-sectional measures of forecast uncertainty," International Journal of Forecasting, Elsevier, vol. 29(3), pages 367-377.
    5. Peter Hördahl & Oreste Tristani, 2014. "Inflation Risk Premia in the Euro Area and the United States," International Journal of Central Banking, International Journal of Central Banking, vol. 10(3), pages 1-47, September.
    Full references (including those not matched with items on IDEAS)

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