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Targeting Inflation from Below - How Do Inflation Expectations Behave?

Citations

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Cited by:

  1. Feldkircher, Martin & Siklos, Pierre L., 2019. "Global inflation dynamics and inflation expectations," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 217-241.
  2. Paul Hubert & Becky Maule, 2016. "Policy and Macro Signals as Inputs to Inflation Expectation Formation," Documents de Travail de l'OFCE 2016-02, Observatoire Francais des Conjonctures Economiques (OFCE).
  3. Byrne, David & Zekaite, Zivile, 2019. "Euro area longer-term inflation expectations revisited," Economic Letters 12/EL/19, Central Bank of Ireland.
  4. Nautz, Dieter & Strohsal, Till & Netšunajev, Aleksei, 2019. "The Anchoring Of Inflation Expectations In The Short And In The Long Run," Macroeconomic Dynamics, Cambridge University Press, vol. 23(5), pages 1959-1977, July.
  5. Sara Cecchetti & Filippo Natoli & Laura Sigalotti, 2015. "Tail comovement in option-implied inflation expectations as an indicator of anchoring," Temi di discussione (Economic working papers) 1025, Bank of Italy, Economic Research and International Relations Area.
  6. Łyziak, Tomasz & Paloviita, Maritta, 2017. "Formation of inflation expectations in turbulent times: Can ECB manage inflation expectations of professional forecasters?," Bank of Finland Research Discussion Papers 13/2017, Bank of Finland.
  7. Yoshihiko Hogen & Ryoichi Okuma, 2018. "The Anchoring of Inflation Expectations in Japan: A Learning-Approach Perspective," Bank of Japan Working Paper Series 18-E-8, Bank of Japan.
  8. Bernd Hayo & Florian Neumeier, 2022. "Households’ inflation perceptions and expectations: survey evidence from New Zealand," International Economics and Economic Policy, Springer, vol. 19(1), pages 185-217, February.
  9. Christophe Blot & Jérôme Creel, 2023. "Soft or strong: the art of monetary tightening," SciencePo Working papers Main hal-03954545, HAL.
  10. James Yetman, 2017. "The evolution of inflation expectations in Canada and the US," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 50(3), pages 711-737, August.
  11. Petra Gerlach-Kristen & Richhild Moessner & Rina Rosenblatt-Wisch, 2018. "Computing Long-Term Market Inflation Expectations for Countries without Inflation Expectation Markets," Russian Journal of Money and Finance, Bank of Russia, vol. 77(3), pages 23-48, September.
  12. Christophe Blot, 2022. "La hausse de l’inflation peut-elle modifier l’ancrage des anticipations ?," SciencePo Working papers Main hal-03794336, HAL.
  13. Busetti, Fabio & Neri, Stefano & Notarpietro, Alessandro & Pisani, Massimiliano, 2021. "Monetary policy strategies in the New Normal: A model-based analysis for the euro area," Journal of Macroeconomics, Elsevier, vol. 70(C).
  14. Michael D. Bordo & Pierre Siklos, 2019. "The Transformation and Performance of Emerging Market Economies Across the Great Divide of the Global Financial Crisis," NBER Working Papers 26342, National Bureau of Economic Research, Inc.
  15. Hattori, Masazumi & Yetman, James, 2017. "The evolution of inflation expectations in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 46(C), pages 53-68.
  16. Masazumi Hattori & Steven Kong & Frank Packer & Toshitaka Sekine, 2016. "The effects of a central bank's inflation forecasts on private sector forecasts: Recent evidence from Japan," BIS Working Papers 585, Bank for International Settlements.
  17. Ewa Stanisławska, 2019. "Consumers’ Perception of Inflation in Inflationary and Deflationary Environment," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 15(1), pages 41-71, April.
  18. repec:zbw:bofrdp:2017_013 is not listed on IDEAS
  19. Tatsushi Okuda & Tomohiro Tsuruga, 2021. "Inflation Expectations and Central Bank Communication with Unknown Prior," IMES Discussion Paper Series 21-E-07, Institute for Monetary and Economic Studies, Bank of Japan.
  20. Ashima Goyal & Prashant Parab, 2021. "Qualitative and quantitative Central Bank communications and professional forecasts: Evidence from India," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2021-014, Indira Gandhi Institute of Development Research, Mumbai, India.
  21. Andrea Fracasso & Rocco Probo, 2017. "When did inflation expectations in the Euro area de-anchor?," Applied Economics Letters, Taylor & Francis Journals, vol. 24(20), pages 1481-1485, November.
  22. repec:zbw:bofrdp:2021_010 is not listed on IDEAS
  23. N. A. Karlova & E. V. Puzanova & I. V. Bogacheva & A. G. Morozov, 2020. "How Are Inflation Expectations of Enterprises Formed: Survey Results," Studies on Russian Economic Development, Springer, vol. 31(5), pages 522-532, September.
  24. Richhild Moessner & Előd Takáts, 2020. "How well-anchored are long-term inflation expectations?," BIS Working Papers 869, Bank for International Settlements.
  25. Haryo Kuncoro, 2021. "Central Bank Communication and Policy Interest Rate," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 12(1), pages 76-91, January.
  26. Carlos Medel, 2018. "An econometric analysis on survey-data-based anchoring of inflation expectations in Chile," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 21(2), pages 128-152, August.
  27. Aleksandra Rutkowska & Magdalena Szyszko, 2022. "New DTW Windows Type for Forward- and Backward-Lookingness Examination. Application for Inflation Expectation," Computational Economics, Springer;Society for Computational Economics, vol. 59(2), pages 701-718, February.
  28. Bems, Rudolfs & Caselli, Francesca & Grigoli, Francesco & Gruss, Bertrand, 2021. "Expectations' anchoring and inflation persistence," Journal of International Economics, Elsevier, vol. 132(C).
  29. repec:hum:wpaper:sfb649dp2016-015 is not listed on IDEAS
  30. Bruno Feunou & Rodrigo Sekkel & Morvan Nongni Donfack, 2018. "Does US or Canadian Macro News Drive Canadian Bond Yields?," Staff Analytical Notes 2018-38, Bank of Canada.
  31. Maritta Paloviita & Markus Haavio & Pirkka Jalasjoki & Juha Kilponen, 2021. "What Does "Below, but Close to, 2 Percent" Mean? Assessing the ECB's Reaction Function with Real-Time Data," International Journal of Central Banking, International Journal of Central Banking, vol. 17(2), pages 125-169, June.
  32. Carola Binder & Alex Rodrigue, 2018. "Household Informedness and Long‐Run Inflation Expectations: Experimental Evidence," Southern Economic Journal, John Wiley & Sons, vol. 85(2), pages 580-598, October.
  33. Paul Beaudry & Francisco Ruge‐Murcia, 2017. "Canadian inflation targeting," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 50(5), pages 1556-1572, December.
  34. Fructuoso Borrallo Egea & Pedro del Río López, 2021. "Monetary policy strategy and inflation in Japan," Occasional Papers 2116, Banco de España.
  35. Hachula, Michael & Nautz, Dieter, 2018. "The dynamic impact of macroeconomic news on long-term inflation expectations," Economics Letters, Elsevier, vol. 165(C), pages 39-43.
  36. Lena Cleanthous, 2020. "Conceptual note on inflation targeting types and their performance in anchoring inflation expectations," Working Papers 2020-01, Central Bank of Cyprus.
  37. Christophe Blot, 2022. "La hausse de l’inflation peut-elle modifier l’ancrage des anticipations ?," Post-Print hal-03794336, HAL.
  38. Özer Karagedikli & C. John McDermott, 2018. "Inflation expectations and low inflation in New Zealand," New Zealand Economic Papers, Taylor & Francis Journals, vol. 52(3), pages 277-288, September.
  39. Ewa Stanisławska & Maritta Paloviita, 2021. "Medium- vs. short-term consumer inflation expectations: evidence from a new euro area survey," NBP Working Papers 338, Narodowy Bank Polski.
  40. Alan Blinder & Michael Ehrmann & Jakob de Haan & David-Jan Jansen, 2017. "Necessity as the mother of invention: monetary policy after the crisis," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 32(92), pages 707-755.
  41. Mototsugu Shintani & Naoto Soma, 2020. "The Effects of QQE on Long-run Inflation Expectations in Japan," CARF F-Series CARF-F-494, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  42. repec:hal:spmain:info:hdl:2441/79hle3i1b69dqrocqsjarh6lb1 is not listed on IDEAS
  43. Imran H. Shah & Simón Sosvilla‐Rivero, 2021. "Incorporating asset price stability in the European Central Bank's inflation targeting framework," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2022-2043, April.
  44. Dash, Pradyumna & Rohit, Abhishek Kumar & Devaguptapu, Adviti, 2020. "Assessing the (de-)anchoring of households’ long-term inflation expectations in the US," Journal of Macroeconomics, Elsevier, vol. 63(C).
  45. Corsello, Francesco & Neri, Stefano & Tagliabracci, Alex, 2021. "Anchored or de-anchored? That is the question," European Journal of Political Economy, Elsevier, vol. 69(C).
  46. Filippo Natoli & Laura Sigalotti, 2018. "Tail Co-movement in Inflation Expectations as an Indicator of Anchoring," International Journal of Central Banking, International Journal of Central Banking, vol. 14(1), pages 35-71, January.
  47. Christensen, Jens H.E. & Spiegel, Mark M., 2023. "Central bank credibility during COVID-19: Evidence from Japan," Journal of International Money and Finance, Elsevier, vol. 131(C).
  48. Fukuda, Shin-ichi & Soma, Naoto, 2019. "Inflation target and anchor of inflation forecasts in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 52(C), pages 154-170.
  49. Jonas Dovern & Geoff Kenny, 2020. "Anchoring Inflation Expectations in Unconventional Times: Micro Evidence for the Euro Area," International Journal of Central Banking, International Journal of Central Banking, vol. 16(5), pages 309-347, October.
  50. Kenny, Geoff & Dovern, Jonas, 2017. "The long-term distribution of expected inflation in the euro area: what has changed since the great recession?," Working Paper Series 1999, European Central Bank.
  51. Speck, Christian, 2016. "Inflation Anchoring in the Euro Area," VfS Annual Conference 2016 (Augsburg): Demographic Change 145697, Verein für Socialpolitik / German Economic Association.
  52. M. Ayhan Kose & Hideaki Matsuoka & Ugo Panizza & Dana Vorisek, 2019. "Inflation Expectations: Review and Evidence," Koç University-TUSIAD Economic Research Forum Working Papers 1904, Koc University-TUSIAD Economic Research Forum.
  53. Bems, Rudolfs & Caselli, Francesca & Grigoli, Francesco & Gruss, Bertrand, 2020. "Gains from anchoring inflation expectations: Evidence from the taper tantrum shock," Economics Letters, Elsevier, vol. 188(C).
  54. Strohsal, Till & Melnick, Rafi & Nautz, Dieter, 2016. "The time-varying degree of inflation expectations anchoring," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 62-71.
  55. Coenen, Günter & Montes-Galdón, Carlos & Saint Guilhem, Arthur & Hutchinson, John & Motto, Roberto, 2022. "Rate forward guidance in an environment of large central bank balance sheets: a Eurosystem stock-taking assessment," Occasional Paper Series 290, European Central Bank.
  56. Pedersen, Michael, 2024. "The effect of monetary policy on inflation expectations: Evidence from a financial traders survey," Economic Modelling, Elsevier, vol. 137(C).
  57. Fructuoso Borrallo Egea & Pedro del Río López, 2021. "Estrategia de política monetaria e inflación en Japón," Occasional Papers 2116, Banco de España.
  58. Michael Pedersen, 2020. "Surveying the survey: What can we learn about the effects of monetary policy on inflation expectations?," Working Papers Central Bank of Chile 889, Central Bank of Chile.
  59. Monique Reid & Pierre Siklos, 2020. "Building Credibility and Influencing Expectations The Evolution of Central Bank Communication," Working Papers 10144, South African Reserve Bank.
  60. repec:spo:wpmain:info:hdl:2441/79hle3i1b69dqrocqsjarh6lb1 is not listed on IDEAS
  61. Takushi Kurozumi & Ryohei Oishi, 2022. "A Comparison of Japanese and US New Keynesian Phillips Curves with Bayesian VAR-GMM," Bank of Japan Working Paper Series 22-E-3, Bank of Japan.
  62. Ehrmann, Michael, 2021. "Point targets, tolerance bands or target ranges? Inflation target types and the anchoring of inflation expectations," Journal of International Economics, Elsevier, vol. 132(C).
  63. Ryan Banerjee & Aaron Mehrotra, 2021. "Disagreeing during Deflations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(7), pages 1867-1885, October.
  64. Alan Blinder & Michael Ehrmann & Jakob de Haan & David-Jan Jansen, 2017. "Necessity as the mother of invention: monetary policy after the crisis," Economic Policy, CEPR;CES;MSH, vol. 32(92), pages 707-755.
  65. Paloviita, Maritta & Haavio, Markus & Jalasjoki, Pirkka & Kilponen, Juha, 2017. "What does "below, but close to, two percent" mean? Assessing the ECB's reaction function with real time data," Bank of Finland Research Discussion Papers 29/2017, Bank of Finland.
  66. Michael D. Bordo & Pierre Siklos, 2024. "The Importance of Sound Monetary Policy: Some Lessons for Today from Canada’s Experience with Floating Exchange Rates since 1950," Working Papers 320, Princeton University, Department of Economics, Center for Economic Policy Studies..
  67. Stanisławska, Ewa & Paloviita, Maritta, 2021. "Responsiveness of consumers' medium-term inflation expectations : evidence from a new euro area survey," Research Discussion Papers 10/2021, Bank of Finland.
  68. Toshitaka Sekine & Frank Packer & Shunichi Yoneyama, 2022. "Individual Trend Inflation," IMES Discussion Paper Series 22-E-14, Institute for Monetary and Economic Studies, Bank of Japan.
  69. CRISTE, Adina, 2017. "Rethinking A Global Sustainable Monetary Policy In A Post-Crisis Era," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 21(2), pages 56-69.
  70. Inês da Cunha Cabral & João Nicolau, 2022. "Inflation in the G7 and the expected time to reach the reference rate: A nonparametric approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 1608-1620, April.
  71. Coenen, Günter & Ehrmann, Michael & Gaballo, Gaetano & Hoffmann, Peter & Nakov, Anton & Nardelli, Stefano & Persson, Eric & Strasser, Georg H., 2017. "Communication of monetary policy in unconventional times," CFS Working Paper Series 578, Center for Financial Studies (CFS).
  72. Monica Jain & Christopher S. Sutherland, 2020. "How Do Central Bank Projections and Forward Guidance Influence Private-Sector Forecasts?," International Journal of Central Banking, International Journal of Central Banking, vol. 16(5), pages 179-218, October.
  73. Michael D. Bordo & Pierre L. Siklos, 2024. "The Importance of Sound Monetary Policy: Some Lessons for Today from Canada’s Experience with Floating Exchange Rates Since 1950," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 66(3), pages 415-453, September.
  74. Perevyshin, Yury (Перевышин, Юрий) & Rykalin, A.S. (Рыкалин, А.С.), 2018. "Modeling Inflation Expectations in the Russian Economy [Моделирование Инфляционных Ожиданий В Российской Экономике]," Working Papers 031816, Russian Presidential Academy of National Economy and Public Administration.
  75. Jens H. E. Christensen & Mark M. Spiegel, 2022. "COVID-19 Fiscal Expansion and Inflation Expectations in Japan," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2022(20), pages 1-5, August.
  76. Warwick J McKibbin & Augustus J Panton, 2018. "Twenty-five Years of Inflation Targeting in Australia: Are There Better Alternatives for the Next Twenty-five Years?," RBA Annual Conference Volume (Discontinued), in: John Simon & Maxwell Sutton (ed.),Central Bank Frameworks: Evolution or Revolution?, Reserve Bank of Australia.
  77. Goran Petrevski, 2023. "Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature," Papers 2305.17474, arXiv.org.
  78. Karolina Tura-Gawron & Maria Siranova & Karol Fisikowski, 2018. "ARE CONSUMER INFLATION EXPECTATIONS AN INTERNATIONAL PHENOMENON? Results of spatial panel regressions models," GUT FME Working Paper Series A 50, Faculty of Management and Economics, Gdansk University of Technology.
  79. Pooja Kapoor & Sujata Kar, 2024. "Do Central Bank Communications Influence Survey of Professional Forecasters? An Empirical Investigation," Business Perspectives and Research, , vol. 12(1), pages 100-112, January.
  80. James Yetman, 2020. "Pass-through from short-horizon to long-horizon inflation expectations, and the anchoring of inflation expectations," BIS Working Papers 895, Bank for International Settlements.
  81. Sascha Möhrle, 2020. "New Evidence on the Anchoring of Inflation Expectations in the Euro Area," ifo Working Paper Series 337, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  82. Jakob de Haan & Marco Hoeberichts & Renske Maas & Federica Teppa, 2016. "Inflation in the euro area and why it matters," DNB Occasional Studies 1403, Netherlands Central Bank, Research Department.
  83. Choi, Sangyup & Furceri, Davide & Loungani, Prakash & Shim, Myungkyu, 2022. "Inflation anchoring and growth: The role of credit constraints," Journal of Economic Dynamics and Control, Elsevier, vol. 134(C).
  84. Łyziak, Tomasz & Paloviita, Maritta, 2017. "Formation of inflation expectations in turbulent times : Can ECB manage inflation expectations of professional forecasters?," Research Discussion Papers 13/2017, Bank of Finland.
  85. Speck, Christian, 2016. "Inflation anchoring in the euro area," Discussion Papers 04/2016, Deutsche Bundesbank.
  86. Ehrmann, Michael & Gaballo, Gaetano & Hoffmann, Peter & Strasser, Georg, 2019. "Can more public information raise uncertainty? The international evidence on forward guidance," Journal of Monetary Economics, Elsevier, vol. 108(C), pages 93-112.
  87. Inês da Cunha Cabral & Pedro Pires Ribeiro & João Nicolau, 2022. "Changes in inflation compensation and oil prices: short-term and long-term dynamics," Empirical Economics, Springer, vol. 62(2), pages 581-603, February.
  88. Borivoje Krušković, 2020. "Exchange Rate Targeting Versus Inflation Targeting: Empirical Analysis of the Impact on Employment and Economic Growth," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 9(2), pages 67-85.
  89. Marco A. Acosta, 2017. "Anchoring of Inflation Expectations in Mexico," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(1), pages 95-132, January-J.
  90. Łyziak, Tomasz & Paloviita, Maritta, 2017. "Anchoring of inflation expectations in the euro area: Recent evidence based on survey data," European Journal of Political Economy, Elsevier, vol. 46(C), pages 52-73.
  91. Ryan Niladri Banerjee & Aaron Mehrotra, 2018. "Deflation expectations," BIS Working Papers 699, Bank for International Settlements.
  92. Simon Richards & Matthieu Verstraete, 2016. "Understanding Firms' Inflation Expectations Using the Bank of Canada's Business Outlook Survey," CESifo Working Paper Series 6090, CESifo.
  93. Łyziak, Tomasz & Paloviita, Maritta, 2018. "On the formation of inflation expectations in turbulent times: The case of the euro area," Economic Modelling, Elsevier, vol. 72(C), pages 132-139.
  94. Nam, Minho & Go, Minji, 2018. "Nexus between Inflation, Inflation Perceptions and Expectations," KDI Journal of Economic Policy, Korea Development Institute (KDI), vol. 40(3), pages 45-68.
  95. Nautz, Dieter & Pagenhardt, Laura & Strohsal, Till, 2017. "The (de-)anchoring of inflation expectations: New evidence from the euro area," The North American Journal of Economics and Finance, Elsevier, vol. 40(C), pages 103-115.
  96. Simon Richards & Matthieu Verstraete, 2016. "Understanding Firms' Inflation Expectations Using the Bank of Canada's Business Outlook Survey," Staff Working Papers 16-7, Bank of Canada.
  97. Juan Carlos Berganza & Pedro del Río & Fructuoso Borrallo, 2016. "Determinants and implications of low global inflation rates," Occasional Papers 1608, Banco de España.
  98. Kristoph Naggert & Robert W. Rich & Joseph Tracy, 2023. "The Anchoring of US Inflation Expectations Since 2012," Economic Commentary, Federal Reserve Bank of Cleveland, vol. 2023(11), pages 1-7, July.
  99. Diwa C Guinigundo, 2016. "The role of expectations in inflation dynamics in the Philippines - has it changed following the global financial crisis?," BIS Papers chapters, in: Bank for International Settlements (ed.), Inflation mechanisms, expectations and monetary policy, volume 89, pages 291-302, Bank for International Settlements.
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