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Inflation Dynamics And Subjective Expectations In The United States

Citations

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Cited by:

  1. Pär Stockhammar & Pär Österholm, 2018. "Do inflation expectations granger cause inflation?," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 35(2), pages 403-431, August.
  2. Paul Hubert & Giovanni Ricco, 2018. "Imperfect Information in Macroeconomics," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(3), pages 181-196.
  3. Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "A Model of the Fed's View on Inflation," The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 686-704, October.
  4. Katarína Danišková & Jarko Fidrmuc, 2011. "Inflation Convergence and the New Keynesian Phillips Curve in the Czech Republic," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 5(2), pages 099-115, August.
  5. Paul Hubert, 2014. "Disentangling qualitative and quantitative central bank influence," Working Papers hal-01098464, HAL.
  6. Caprioli, Francesco, 2015. "Optimal fiscal policy under learning," Journal of Economic Dynamics and Control, Elsevier, vol. 58(C), pages 101-124.
  7. Pierdzioch, Christian & Reid, Monique B. & Gupta, Rangan, 2016. "Inflation forecasts and forecaster herding: Evidence from South African survey data," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 62(C), pages 42-50.
  8. repec:spo:wpmain:info:hdl:2441/7rrg4irjh79549mkjh27en0pos is not listed on IDEAS
  9. Alexander Doser & Ricardo Nunes & Nikhil Rao & Viacheslav Sheremirov, 2023. "Inflation expectations and nonlinearities in the Phillips curve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(4), pages 453-471, June.
  10. Marcelle Chauvet & Insu Kim, 2021. "Incomplete Price Adjustment and Inflation Persistence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(6), pages 1337-1371, September.
  11. Wellmann, Susanne, 2023. "The Phillips curve in the euro area: New evidence using country-level data," University of Tübingen Working Papers in Business and Economics 156, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
  12. Paul Hubert & Harun Mirza, 2014. "Inflation expectation dynamics: the role of past present and forward looking information," Working Papers hal-03473828, HAL.
  13. Abbas, Syed K. & Bhattacharya, Prasad Sankar & Sgro, Pasquale, 2016. "The new Keynesian Phillips curve: An update on recent empirical advances," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 378-403.
  14. Adriana Cornea-Madeira & Cars Hommes & Domenico Massaro, 2019. "Behavioral Heterogeneity in U.S. Inflation Dynamics," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(2), pages 288-300, April.
  15. repec:hal:spmain:info:hdl:2441/784ilbkihi9tkblnh7q2514823 is not listed on IDEAS
  16. Batabyal, Sourav & Islam, Faridul & Khaznaji, Maher, 2018. "On the sources of the Great Moderation: Role of monetary policy and intermediate inputs," Economic Modelling, Elsevier, vol. 74(C), pages 1-9.
  17. Olivier Coibion & Yuriy Gorodnichenko & Rupal Kamdar, 2018. "The Formation of Expectations, Inflation, and the Phillips Curve," Journal of Economic Literature, American Economic Association, vol. 56(4), pages 1447-1491, December.
  18. Kortelainen, Mika & Paloviita, Maritta & Viren, Matti, 2016. "How useful are measured expectations in estimation and simulation of a conventional small New Keynesian macro model?," Economic Modelling, Elsevier, vol. 52(PB), pages 540-550.
  19. Paul Hubert & Harun Mirza, 2019. "The role of forward‐ and backward‐looking information for inflation expectations formation," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 38(8), pages 733-748, December.
  20. McNeil, James, 2023. "Monetary policy and the term structure of inflation expectations with information frictions," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
  21. Maritta Paloviita and Matti Viren, 2012. "Are individual survey expectations internally consistent?," Discussion Papers 77, Aboa Centre for Economics.
  22. Gorodnichenko, Yuriy & Sergeyev, Dmitriy, 2021. "Zero Lower Bound on Inflation Expectations," IZA Discussion Papers 14853, Institute of Labor Economics (IZA).
  23. Altug, Sumru & Çakmaklı, Cem, 2016. "Forecasting inflation using survey expectations and target inflation: Evidence for Brazil and Turkey," International Journal of Forecasting, Elsevier, vol. 32(1), pages 138-153.
  24. Baele, Lieven & Bekaert, Geert & Cho, Seonghoon & Inghelbrecht, Koen & Moreno, Antonio, 2015. "Macroeconomic regimes," Journal of Monetary Economics, Elsevier, vol. 70(C), pages 51-71.
  25. Clements, Michael P., 2024. "Do professional forecasters believe in the Phillips curve?," International Journal of Forecasting, Elsevier, vol. 40(3), pages 1238-1254.
  26. Ignazio Angeloni & Luc Aucremanne & Michael Ehrmann & Jordi Galí & Andrew Levin & Frank Smets, 2006. "New Evidence on Inflation Persistence and Price Stickiness in the Euro Area: Implications for Macro Modeling," Journal of the European Economic Association, MIT Press, vol. 4(2-3), pages 562-574, 04-05.
  27. Jeffrey C. Fuhrer, 2018. "Intrinsic expectations persistence: evidence from professional and household survey expectations," Working Papers 18-9, Federal Reserve Bank of Boston.
  28. Andres Sanchez-Jabba & Erick Villabon-Hinestroz & Bernardo Romero-Torres, 2023. "Inflation Expectations Measurement and its Effect on Inflation Dynamics in Colombia," Borradores de Economia 1257, Banco de la Republica de Colombia.
  29. Franz Xaver Zobl & Martin Ertl, 2021. "The Condemned Live Longer – New Evidence of the New Keynesian Phillips Curve in Central and Eastern Europe," Open Economies Review, Springer, vol. 32(4), pages 671-699, September.
  30. Sumru Altug & Cem Cakmakli, 2014. "Inflation Targeting and Inflation Expectations: Evidence for Brazil and Turkey," Koç University-TUSIAD Economic Research Forum Working Papers 1413, Koc University-TUSIAD Economic Research Forum.
  31. repec:hal:spmain:info:hdl:2441/2t6uivimtr9438i2qqu6kgfded is not listed on IDEAS
  32. Sophocles Mavroeidis & Mikkel Plagborg-Møller & James H. Stock, 2014. "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Journal of Economic Literature, American Economic Association, vol. 52(1), pages 124-188, March.
  33. Christina Anderl & Guglielmo Maria Caporale, 2024. "Functional shocks to inflation expectations and real interest rates and their macroeconomic effects," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 160(4), pages 1543-1575, November.
  34. Jonathan Adams & Philip Barrett, 2024. "Shocks to Inflation Expectations," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 54, October.
  35. Olivier Armantier & Wändi Bruine de Bruin & Giorgio Topa & Wilbert van der Klaauw & Basit Zafar, 2015. "Inflation Expectations And Behavior: Do Survey Respondents Act On Their Beliefs?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(2), pages 505-536, May.
  36. Damjan Pfajfar & Emiliano Santoro, 2007. "Heterogeneity, Asymmetries and Learning in InfIation Expectation Formation: An Empirical Assessment," Money Macro and Finance (MMF) Research Group Conference 2006 123, Money Macro and Finance Research Group.
  37. 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.
  38. repec:hal:spmain:info:hdl:2441/79hle3i1b69dqrocqsjarh6lb1 is not listed on IDEAS
  39. 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).
  40. Gerunov, Anton, 2014. "Критичен Преглед На Основните Подходи За Моделиране На Икономическите Очаквания [A Critical Review of Major Approaches for Modeling Economic Expectations]," MPRA Paper 68797, University Library of Munich, Germany.
  41. Lee, Dong Jin & Yoon, Jai Hyung, 2016. "The New Keynesian Phillips Curve in multiple quantiles and the asymmetry of monetary policy," Economic Modelling, Elsevier, vol. 55(C), pages 102-114.
  42. repec:spo:wpmain:info:hdl:2441/6g0gsihsjmn5snc9pb0hlas97 is not listed on IDEAS
  43. Hubert Paul, 2017. "Qualitative and quantitative central bank communication and inflation expectations," The B.E. Journal of Macroeconomics, De Gruyter, vol. 17(1), pages 1-41, January.
  44. Kim, Insu & Kim, Young Se, 2019. "Inattentive agents and inflation forecast error dynamics: A Bayesian DSGE approach," Journal of Macroeconomics, Elsevier, vol. 62(C).
  45. Oinonen, Sami & Vilmi, Lauri, 2021. "Analysing euro area inflation outlook with the Phillips curve," BoF Economics Review 5/2021, Bank of Finland.
  46. Kevin Lansing, 2009. "Time Varying U.S. Inflation Dynamics and the New Keynesian Phillips Curve," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(2), pages 304-326, April.
  47. Ormeño, Arturo, 2012. "Using Survey Data on Inflation Expectations in the Estimation of Learning and Rational Expectations Models," Working Papers 2012-007, Banco Central de Reserva del Perú.
  48. Álvarez, Luis J. & Correa-López, Mónica, 2020. "Inflation expectations in euro area Phillips curves," Economics Letters, Elsevier, vol. 195(C).
  49. Jeffrey C. Fuhrer, 2012. "Real expectations: replacing rational expectations with survey expectations in dynamic macro models," Working Papers 12-19, Federal Reserve Bank of Boston.
  50. Johanna Amberger & Ralf Fendel, 2017. "Understanding inflation dynamics in the Euro Area: deviants and commonalities across member countries," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 44(2), pages 261-293, May.
  51. Cole, Stephen J. & Milani, Fabio, 2019. "The Misspecification Of Expectations In New Keynesian Models: A Dsge-Var Approach," Macroeconomic Dynamics, Cambridge University Press, vol. 23(3), pages 974-1007, April.
  52. Jarko Fidrmuc & Katarína Danišková, 2020. "Meta-Analysis of the New Keynesian Phillips Curve in Developed and Emerging Economies," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 56(1), pages 10-31, January.
  53. Del Negro, Marco & Eusepi, Stefano, 2011. "Fitting observed inflation expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2105-2131.
  54. Gimeno, Ricardo & Ibáñez, Alfredo, 2018. "The eurozone (expected) inflation: An option's eyes view," Journal of International Money and Finance, Elsevier, vol. 86(C), pages 70-92.
  55. Vicente da Gama Machado & Marcelo Savino Portugal, 2014. "Phillips curve in Brazil: an unobserved components approach," Working Papers Series 354, Central Bank of Brazil, Research Department.
  56. Marcus Giamattei, 2022. "Can Cold Turkey Reduce Inflation Inertia? Evidence on Disinflation and Level‐k Thinking from a Laboratory Experiment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(8), pages 2477-2517, December.
  57. Carlos Madeira & Basit Zafar, 2015. "Heterogeneous Inflation Expectations and Learning," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(5), pages 867-896, August.
  58. Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2018. "On the directional accuracy of inflation forecasts: evidence from South African survey data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 45(5), pages 884-900, April.
  59. Berge, Travis J., 2018. "Understanding survey-based inflation expectations," International Journal of Forecasting, Elsevier, vol. 34(4), pages 788-801.
  60. repec:spo:wpmain:info:hdl:2441/79hle3i1b69dqrocqsjarh6lb1 is not listed on IDEAS
  61. Maritta Paloviita and Matti Viren, 2012. "Analyzing the relationships between survey forecasts for different variables and countries," Discussion Papers 76, Aboa Centre for Economics.
  62. repec:hal:wpspec:info:hdl:2441/6g0gsihsjmn5snc9pb0hlas97 is not listed on IDEAS
  63. Harun Mirza & Lidia Storjohann, 2014. "Making Weak Instrument Sets Stronger: Factor‐Based Estimation of Inflation Dynamics and a Monetary Policy Rule," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(4), pages 643-664, June.
  64. repec:hal:spmain:info:hdl:2441/7rrg4irjh79549mkjh27en0pos is not listed on IDEAS
  65. Ya-Wen Lai, 2017. "Output gaps and the New Keynesian Phillips curve: An application of the Empirical Mode Decomposition," Economics Bulletin, AccessEcon, vol. 37(2), pages 952-961.
  66. Stefano Eusepi & Richard Crump & Emanuel Moench & Philippe Andrade, 2014. "Noisy Information and Fundamental Disagreement," 2014 Meeting Papers 797, Society for Economic Dynamics.
  67. Karlyn Mitchell & Douglas K. Pearce, 2017. "Direct Evidence on Sticky Information from the Revision Behavior of Professional Forecasters," Southern Economic Journal, John Wiley & Sons, vol. 84(2), pages 637-653, October.
  68. repec:spo:wpecon:info:hdl:2441/6g0gsihsjmn5snc9pb0hlas97 is not listed on IDEAS
  69. repec:hal:spmain:info:hdl:2441/6g0gsihsjmn5snc9pb0hlas97 is not listed on IDEAS
  70. Yingying XU & Zhixin LIU & Jaime ORTIZ, 2018. "Actual and Expected Inflation in the U.S.: A Time-Frequency View," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 42-62, December.
  71. Oinonen, Sami & Paloviita, Maritta & Vilmi, Lauri, 2013. "How have inflation dynamics changed over time? : Evidence from the euro area and USA," Research Discussion Papers 6/2013, Bank of Finland.
  72. Byeongdeuk Jang & Young Se Kim, 2017. "Driving Forces of Inflation Expectations," Korean Economic Review, Korean Economic Association, vol. 33, pages 207-237.
  73. Fuest, Angela & Schmidt, Torsten, 2017. "Inflation expectation uncertainty, inflation and the output gap," Ruhr Economic Papers 673, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  74. Kortelainen, Mika & Paloviita, Maritta & Viren, Matti, 2011. "Observed inflation forecasts and the new Keynesian macro model," Economics Letters, Elsevier, vol. 112(1), pages 88-90, July.
  75. Andrade, Philippe & Crump, Richard K. & Eusepi, Stefano & Moench, Emanuel, 2016. "Fundamental disagreement," Journal of Monetary Economics, Elsevier, vol. 83(C), pages 106-128.
  76. Fabio Milani, 2005. "Adaptive Learning and Inflation Persistence," Working Papers 050607, University of California-Irvine, Department of Economics.
  77. Víctor López-Pérez, 2017. "Do professional forecasters behave as if they believed in the New Keynesian Phillips Curve for the euro area?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 44(1), pages 147-174, February.
  78. Richhild Moessner, 2021. "Effects of Inflation Expectations on Inflation," CESifo Working Paper Series 9467, CESifo.
  79. Oinonen, Sami & Paloviita, Maritta & Vilmi, Lauri, 2013. "How have inflation dynamics changed over time? Evidence from the euro area and USA," Bank of Finland Research Discussion Papers 6/2013, Bank of Finland.
  80. Zhao Han & Xiaohan Ma & Ruoyun Mao, 2023. "The Role of Dispersed Information in Inflation and Inflation Expectations," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 48, pages 72-106, April.
  81. Dong Jin Lee & Jai Hyung Yoon, 2012. "The New Keynesian Phillips Curves in Multiple Quantiles and the Asymmetry of Monetary Policy," Working papers 2012-03, University of Connecticut, Department of Economics.
  82. repec:spo:wpmain:info:hdl:2441/784ilbkihi9tkblnh7q2514823 is not listed on IDEAS
  83. Aguiar-Conraria, Luís & Martins, Manuel M.F. & Soares, Maria Joana, 2023. "The Phillips curve at 65: Time for time and frequency," Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
  84. repec:spo:wpmain:info:hdl:2441/2t6uivimtr9438i2qqu6kgfded is not listed on IDEAS
  85. Omer Bayar, 2022. "Reducing large datasets to improve the identification of estimated policy rules," Empirical Economics, Springer, vol. 63(1), pages 113-140, July.
  86. Jeffrey C. Fuhrer, 2011. "Inflation expectations and the evolution of U. S. inflation," Public Policy Brief, Federal Reserve Bank of Boston.
  87. Cars Hommes & Kostas Mavromatis & Tolga Özden & Mei Zhu, 2023. "Behavioral learning equilibria in New Keynesian models," Quantitative Economics, Econometric Society, vol. 14(4), pages 1401-1445, November.
  88. Tomohide Mineyama, 2023. "Downward Nominal Wage Rigidity and Inflation Dynamics during and after the Great Recession," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(5), pages 1213-1244, August.
  89. Jeffrey C. Fuhrer, 2015. "Expectations as a source of macroeconomic persistence: an exploration of firms' and households' expectation formation," Working Papers 15-5, Federal Reserve Bank of Boston.
  90. Maritta Paloviita & Matti Viren, 2013. "How do individual forecasters change their views? An analysis with micro panel data," FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Folia Oeconomica nr 295/2013 - Financial Markets and Macroprudential Policy, edition 1, volume 127, chapter 5, pages 79-92, University of Lodz.
  91. Fuhrer, Jeff, 2017. "Expectations as a source of macroeconomic persistence: Evidence from survey expectations in a dynamic macro model," Journal of Monetary Economics, Elsevier, vol. 86(C), pages 22-35.
  92. Young Se Kim & Byeongdeuk Jang, 2015. "Dispersion of Inflation Expectations: Stylized Facts, Puzzles, and Macroeconomic Implications," Korean Economic Review, Korean Economic Association, vol. 31, pages 89-119.
  93. repec:zbw:bofrdp:2013_006 is not listed on IDEAS
  94. Carola Binder & Rupal Kamdar, 2022. "Expected and Realized Inflation in Historical Perspective," Journal of Economic Perspectives, American Economic Association, vol. 36(3), pages 131-156, Summer.
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