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Inflation, inflation expectations and central bank communication in emerging markets

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  • José R. Sánchez-Fung

Abstract

The paper studies inflation, inflation expectations, and central bank communication in emerging markets from Africa, Asia and Latin America. The analysis shows that superior central bank communication is associated with greater accuracy in the econometric modelling of inflation and inflation expectations using a benchmark univariate unobserved components time series model. The investigation explores the wider applicability of its approach by examining the United States, Norway, the United Kingdom and Switzerland.

Suggested Citation

  • José R. Sánchez-Fung, 2022. "Inflation, inflation expectations and central bank communication in emerging markets," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 15(3), pages 215-230, September.
    • Handle: RePEc:taf:macfem:v:15:y:2022:i:3:p:215-230
    DOI: 10.1080/17520843.2021.1901348
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