Inflation, deflation, and uncertainty: What drives euro-area option-implied inflation expectations, and are they still anchored in the sovereign debt crisis?
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DOI: 10.1016/j.econmod.2014.11.025
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- 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.
- Natoli, Filippo & Sigalotti, Laura, 2017. "Tail co-movement in inflation expectations as an indicator of anchoring," Working Paper Series 1997, European Central Bank.
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- Czudaj, Robert L., 2023. "Expectation Formation and the Phillips Curve Revisited," MPRA Paper 119478, University Library of Munich, Germany.
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Keywords
Inflation expectations; Deflation; Options; Monetary policy; Financial crisis;All these keywords.
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