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Inflation expectations and inflation forecasting

Citations

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Cited by:

  1. Snezana Eminidou & Marios Zachariadis, 2019. "Firms’ Expectations and Monetary Policy Shocks in the Eurozone," University of Cyprus Working Papers in Economics 02-2019, University of Cyprus Department of Economics.
  2. Benchimol, Jonathan & El-Shagi, Makram & Saadon, Yossi, 2022. "Do expert experience and characteristics affect inflation forecasts?," Journal of Economic Behavior & Organization, Elsevier, vol. 201(C), pages 205-226.
  3. Christina Strobach & Carin van der Cruijsen, 2015. "The formation of European inflation expectations: One learning rule does not fit all," DNB Working Papers 472, Netherlands Central Bank, Research Department.
  4. Ascari, Guido & Florio, Anna & Gobbi, Alessandro, 2017. "Transparency, expectations anchoring and inflation target," European Economic Review, Elsevier, vol. 91(C), pages 261-273.
  5. Pfajfar, Damjan & Santoro, Emiliano, 2010. "Heterogeneity, learning and information stickiness in inflation expectations," Journal of Economic Behavior & Organization, Elsevier, vol. 75(3), pages 426-444, September.
  6. repec:zbw:bofrdp:2007_032 is not listed on IDEAS
  7. Timmermann, Allan & Patton, Andrew, 2007. "Learning in Real Time: Theory and Empirical Evidence from the Term Structure of Survey Forecasts," CEPR Discussion Papers 6526, C.E.P.R. Discussion Papers.
  8. Francesco D’Acunto & Daniel Hoang & Maritta Paloviita & Michael Weber, 2023. "IQ, Expectations, and Choice," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(5), pages 2292-2325.
  9. Thiago Carlomagno Carlo & Emerson Fernandes Marçal, 2016. "Forecasting Brazilian inflation by its aggregate and disaggregated data: a test of predictive power by forecast horizon," Applied Economics, Taylor & Francis Journals, vol. 48(50), pages 4846-4860, October.
  10. Michael McLeay & Silvana Tenreyro, 2020. "Optimal Inflation and the Identification of the Phillips Curve," NBER Macroeconomics Annual, University of Chicago Press, vol. 34(1), pages 199-255.
  11. Tsiaplias, Sarantis, 2020. "Time-Varying Consumer Disagreement and Future Inflation," Journal of Economic Dynamics and Control, Elsevier, vol. 116(C).
  12. Bems, Rudolfs & Caselli, Francesca & Grigoli, Francesco & Gruss, Bertrand, 2021. "Expectations' anchoring and inflation persistence," Journal of International Economics, Elsevier, vol. 132(C).
  13. Sitikantha Pattanaik & Silu Muduli & Soumyajit Ray, 2020. "Inflation expectations of households: do they influence wage-price dynamics in India?," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 13(3), pages 244-263, September.
  14. Wändi Bruine de Bruin & Michael F. Bryan & Simon M. Potter & Giorgio Topa & Wilbert Van der Klaauw, 2008. "Rethinking the measurement of household inflation expectations: preliminary findings," Staff Reports 359, Federal Reserve Bank of New York.
  15. George W. Evans & Seppo Honkapohja, 2009. "Expectations, Learning and Monetary Policy: An Overview of Recent Research," Central Banking, Analysis, and Economic Policies Book Series, in: Klaus Schmidt-Hebbel & Carl E. Walsh & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series (ed.),Monetary Policy under Uncertainty and Learning, edition 1, volume 13, chapter 2, pages 027-076, Central Bank of Chile.
  16. Rhee, Hyuk Jae & Turdaliev, Nurlan, 2013. "Central bank transparency: Does it matter?," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 183-197.
  17. Nunes, Clemens Vinicius & Doi, Jonas & Fernandes, Marcelo, 2017. "Disagreement in Inflation Forecasts and Inflation Risk Premia in Brazil," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 37(1), May.
  18. repec:zbw:bofrdp:2012_010 is not listed on IDEAS
  19. Adama Zerbo, 2018. "Essai d'une nouvelle représentation macroéconomique du marché du travail," Documents de travail 178, Groupe d'Economie du Développement de l'Université Montesquieu Bordeaux IV.
  20. Binder, Carola Conces, 2016. "Estimation of historical inflation expectations," Explorations in Economic History, Elsevier, vol. 61(C), pages 1-31.
  21. Francesco D’Acunto & Ulrike Malmendier & Michael Weber, 2022. "What Do the Data Tell Us About Inflation Expectations?," NBER Working Papers 29825, National Bureau of Economic Research, Inc.
  22. 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).
  23. Bottone, Marco & Tagliabracci, Alex & Zevi, Giordano, 2022. "Inflation expectations and the ECB’s perceived inflation objective: Novel evidence from firm-level data," Journal of Monetary Economics, Elsevier, vol. 129(S), pages 15-34.
  24. Alina Barnett & Martin Ellison, 2013. "Learning by Disinflating," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(4), pages 731-746, June.
  25. Anna Loleyt & Ilya Gurov, 2011. "The process of formation of inflation expectations in an information economy," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010, volume 34, pages 104-127, Bank for International Settlements.
  26. Caruso-Bloeck, Martin & Mello, Miguel & Ponce, Jorge, 2023. "News of disinflation and firms’ expectations: New causal evidence," Journal of International Money and Finance, Elsevier, vol. 137(C).
  27. Michael T. Kiley, 2008. "Monetary policy actions and long-run inflation expectations," Finance and Economics Discussion Series 2008-03, Board of Governors of the Federal Reserve System (U.S.).
  28. Beckmann, Joscha & Czudaj, Robert L., 2024. "Uncertainty Shocks and Inflation: The Role of Credibility and Expectation Anchoring," MPRA Paper 119971, University Library of Munich, Germany.
  29. Heikkinen, Joni & Heimonen, Kari, 2024. "Media tone: The role of news and social media on heterogeneous inflation expectations," Bank of Finland Research Discussion Papers 8/2024, Bank of Finland.
  30. Hooper, Peter & Mishkin, Frederic S. & Sufi, Amir, 2020. "Prospects for inflation in a high pressure economy: Is the Phillips curve dead or is it just hibernating?," Research in Economics, Elsevier, vol. 74(1), pages 26-62.
  31. Cole, Stephen J., 2020. "The influence of learning and price-level targeting on central bank forward guidance," Journal of Macroeconomics, Elsevier, vol. 65(C).
  32. Benigno, Pierpaolo, 2015. "New-Keynesian economics: An AS–AD view," Research in Economics, Elsevier, vol. 69(4), pages 503-524.
  33. Romero, José Vicente & Naranjo-Saldarriaga, Sara, 2024. "Weather shocks and inflation expectations in semi-structural models," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 5(2).
  34. Arora, Vipin & Gomis-Porqueras, Pedro & Shi, Shuping, 2013. "The divergence between core and headline inflation: Implications for consumers’ inflation expectations," Journal of Macroeconomics, Elsevier, vol. 38(PB), pages 497-504.
  35. Carré, Emmanuel, 2013. "La cible d’inflation de la Fed : continuité ou rupture ?," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, vol. 14.
  36. Andrew B. Martinez, 2020. "Extracting Information from Different Expectations," Working Papers 2020-008, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  37. Eminidou, Snezana & Zachariadis, Marios, 2022. "Firms’ expectations and monetary policy shocks in the euro area," Journal of International Money and Finance, Elsevier, vol. 122(C).
  38. Todd E. Clark & Troy Davig, 2008. "An empirical assessment of the relationships among inflation and short- and long-term expectations," Research Working Paper RWP 08-05, Federal Reserve Bank of Kansas City.
  39. Machado, Vicente da Gama, 2013. "Monetary policy rules, asset prices and adaptive learning," Journal of Financial Stability, Elsevier, vol. 9(3), pages 251-258.
  40. Janet Hua Jiang & Rupal Kamdar & Kelin Lu & Daniela Puzzello, 2024. "How Do Households Respond to Expected Inflation? An Investigation of Transmission Mechanisms," CAEPR Working Papers 2024-004 Classification-D, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  41. Aparicio, Diego & Bertolotto, Manuel I., 2020. "Forecasting inflation with online prices," International Journal of Forecasting, Elsevier, vol. 36(2), pages 232-247.
  42. Priyanka Sahu, 2021. "A Study on the Dynamic Behaviour of Headline Versus Core Inflation: Evidence from India," Global Business Review, International Management Institute, vol. 22(6), pages 1574-1593, December.
  43. Jitmaneeroj, Boonlert & Lamla, Michael J. & Wood, Andrew, 2019. "The implications of central bank transparency for uncertainty and disagreement," Journal of International Money and Finance, Elsevier, vol. 90(C), pages 222-240.
  44. Ángelo Gutiérrez-Daza, 2024. "Business Cycles when Consumers Learn by Shopping," Working Papers 2024-12, Banco de México.
  45. Kanas, Angelos, 2014. "Bond futures, inflation-indexed bonds, and inflation risk premium," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 28(C), pages 82-99.
  46. Binder, Carola Conces, 2015. "Whose expectations augment the Phillips curve?," Economics Letters, Elsevier, vol. 136(C), pages 35-38.
  47. Fajardo, José & Dantas, Manuela, 2018. "Understanding the impact of severe hyperinflation experience on current household investment behavior," Journal of Behavioral and Experimental Finance, Elsevier, vol. 17(C), pages 60-67.
  48. Giuliana Passamani & Alessandro Sardone & Roberto Tamborini, 2022. "Inflation puzzles, the Phillips Curve and output expectations: new perspectives from the Euro Zone," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 49(1), pages 123-153, February.
  49. Geiger, Martin & Scharler, Johann, 2019. "How do consumers assess the macroeconomic effects of oil price fluctuations? Evidence from U.S. survey data," Journal of Macroeconomics, Elsevier, vol. 62(C).
  50. Alina Barnett & Martin Ellison, 2013. "Learning by Disinflating," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(4), pages 731-746, June.
  51. Bonomo, Marco & Carvalho, Carlos & Eusepi, Stefano & Perrupato, Marina & Abib, Daniel & Ayres, João & Matos, Silvia, 2024. "Abrupt monetary policy change and unanchoring of inflation expectations," Journal of Monetary Economics, Elsevier, vol. 145(S).
  52. Bonam, Dennis & Goy, Gavin, 2019. "Home biased expectations and macroeconomic imbalances in a monetary union," Journal of Economic Dynamics and Control, Elsevier, vol. 103(C), pages 25-42.
  53. Gáti, Laura, 2023. "Monetary policy & anchored expectations—An endogenous gain learning model," Journal of Monetary Economics, Elsevier, vol. 140(S), pages 37-47.
  54. George W. Evans & Seppo Honkapohja, 2009. "Expectations, Learning and Monetary Policy: An Overview of Recent Research," Central Banking, Analysis, and Economic Policies Book Series, in: Klaus Schmidt-Hebbel & Carl E. Walsh & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series (ed.),Monetary Policy under Uncertainty and Learning, edition 1, volume 13, chapter 2, pages 027-076, Central Bank of Chile.
  55. Hossein Hassani & Jan Coreman & Saeed Heravi & Joshy Easaw, 2018. "Forecasting Inflation Rate: Professional Against Academic, Which One is More Accurate," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(3), pages 631-646, September.
  56. 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).
  57. Pedersen, Michael, 2024. "The effect of monetary policy on inflation expectations: Evidence from a financial traders survey," Economic Modelling, Elsevier, vol. 137(C).
  58. Christopher Herrington & Yash P. Mehra, 2008. "On the sources of movements in inflation expectations : a few insights from a VAR model," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 94(Spr), pages 121-146.
  59. Feldkircher, Martin & Siklos, Pierre L., 2019. "Global inflation dynamics and inflation expectations," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 217-241.
  60. South African Reserve Bank, 2017. "Occasional Bulletin of Economic Notes 2017/02," Working Papers 7851, South African Reserve Bank.
  61. Inayat U. Mangla & Kalim Hyder, 2017. "Global Uncertainty and Monetary Policy Effectiveness in Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 22(Special E), pages 111-134, September.
  62. Binder, Carola Conces, 2020. "Long-run inflation expectations in the shrinking upper tail," Economics Letters, Elsevier, vol. 186(C).
  63. Lamla, Michael J. & Vinogradov, Dmitri V., 2019. "Central bank announcements: Big news for little people?," Journal of Monetary Economics, Elsevier, vol. 108(C), pages 21-38.
  64. Georganas, Sotiris & Healy, Paul J. & Li, Nan, 2014. "Frequency bias in consumers׳ perceptions of inflation: An experimental study," European Economic Review, Elsevier, vol. 67(C), pages 144-158.
  65. Dennis Bonam & Gabriele Galati & Irma Hindrayanto & Marco Hoeberichts & Anna Samarina & Irina Stanga, 2019. "Inflation in the euro area since the Global Financial Crisis," DNB Occasional Studies 1703, Netherlands Central Bank, Research Department.
  66. Chua, Chew Lian & Tsiaplias, Sarantis, 2024. "The influence of supermarket prices on consumer inflation expectations," Journal of Economic Behavior & Organization, Elsevier, vol. 219(C), pages 414-433.
  67. Gbaguidi, David, 2012. "La courbe de Phillips : temps d’arbitrage et/ou arbitrage de temps," L'Actualité Economique, Société Canadienne de Science Economique, vol. 88(1), pages 87-119, mars.
  68. Arnold, Ivo J.M. & Soederhuizen, Beau, 2016. "Internal or external devaluation? What does the EC Consumer Survey tell us about macroeconomic adjustment in the Euro area?," Journal of International Money and Finance, Elsevier, vol. 64(C), pages 88-103.
  69. Kim, Insu & Kim, Minsoo, 2009. "Irrational Bias in Inflation Forecasts," MPRA Paper 16447, University Library of Munich, Germany.
  70. 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).
  71. Todd E. Clark & Taisuke Nakata, 2008. "Has the behavior of inflation and long-term inflation expectations changed?," Economic Review, Federal Reserve Bank of Kansas City, vol. 93(Q I), pages 17-50.
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