Co-movement of revisions in short- and long-term inflation expectations
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References listed on IDEAS
- Patton, Andrew J., 2012. "A review of copula models for economic time series," Journal of Multivariate Analysis, Elsevier, vol. 110(C), pages 4-18.
- Nautz, Dieter & Strohsal, Till, 2015.
"Are US inflation expectations re-anchored?,"
Economics Letters, Elsevier, vol. 127(C), pages 6-9.
- Nautz, Dieter & Strohsal, Till, 2014. "Are US inflation expectations re-anchored?," SFB 649 Discussion Papers 2014-060, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
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Cited by:
- Joana Garcia & Nikolay Iskrev, 2019. "Inflation expectations in the Survey of Professional Forecasters: An exploratory analysis," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
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