Results 11 to 20 of about 1,144,573 (253)
News-driven inflation expectations and information rigidities
Journal of Monetary Economics, 2021 Using a large news corpus and machine learning algorithms we investigate the role played by the media in the expectations formation process of households, and conclude that the news topics media report on are good predictors of both inflation and ...
V. Larsen +2 more
semanticscholar +3 more sources
Applied Mathematics in Science and Engineering, 2023 The forward-looking policy is useful for joint decision-making between public and monetary authorities. The study calculates the monetary policy transparency index, inflation expectations, and their volatility spillover effects at a data-driven angle ...
Qizhi He, Mati ur Rahman, Cuihua Xie
doaj +1 more source
How to Limit the Spillover from an Inflation Surge to Inflation Expectations?
Social Science Research Network, 2023 We study the effects of forward looking communication in an environment of rising inflation rates on German consumers’ inflation expectations using a randomized control trial.
Lena Dräger, M. Lamla, D. Pfajfar
semanticscholar +1 more source
The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23
Federal Reserve Bank of Dallas, Working Papers, 2021 Predictions of oil prices reaching $100 per barrel during the winter of 2021/22 have raised fears of persistently high inflation and rising inflation expectations for years to come. We show that these concerns have been overstated. A $100 oil scenario of
L. Kilian, Xiaoqing Zhou
semanticscholar +1 more source
Effects of Inflation Expectations on Inflation [PDF]
SSRN Electronic Journal, 2021 Abstract We study the effects of professionals’ survey-based inflation expectations on inflation for a large number of 36 economies, using dynamic cross-country panel estimation of New-Keynesian Phillips curves. We find that inflation expectations have a significantly positive effect on inflation.
openaire +2 more sources
The Inflation Expectations of U.S. Firms: Evidence from a new survey
Social Science Research Network, 2021 Introducing a new survey of U.S. firms' inflation expectations, we document key stylized facts involving what U.S. firms know and expect about inflation and monetary policy.
Bernardo Candia +2 more
semanticscholar +1 more source
Inflation Expectations: Review and Evidence [PDF]
SSRN Electronic Journal, 2019 This paper presents a comprehensive examination of the determination and evolution of inflation expectations, with a focus on emerging market and developing economies (EMDEs). The results suggest that long-term inflation expectations in EMDEs are not as well anchored as those in advanced economies, despite notable improvements over the past two decades.
Matsuoka, Hideaki +3 more
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Why Do We Think That Inflation Expectations Matter for Inflation? (And Should We?)
Finance and Economics Discussion Series, 2021 Economists and economic policymakers believe that households' and firms' expectations of future inflation are a key determinant of actual inflation.
Jeremy B. Rudd
semanticscholar +1 more source
Do inflation expectations granger cause inflation? [PDF]
Economia Politica, 2018 In this paper, we investigate whether survey measures of inflation expectations in Sweden Granger cause Swedish CPI inflation. This is done by studying the precision of out-of-sample forecasts from Bayesian VAR models using a sample of quarterly data from 1996 to 2016.
Pär Stockhammar, Pär Österholm
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Nonlinearities in the Exchange Rate Pass-Through: The Role of Inflation Expectations
Social Science Research Network, 2022 This paper investigates nonlinearities in the exchange rate pass-through (ERPT) to consumer and import prices by estimating a smooth transition regression model with different inflation expectations regimes for five inflation targeting countries (the UK,
C. Anderl, G. Caporale
semanticscholar +1 more source