The Joint Dynamics of U.S. and Euro-area Inflation Rates: Expectations and Time-varying Uncertainty
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Cited by:
- Rod Tyers & Yixiao Zhou, 2018. "Lost Inflation?," Economics Discussion / Working Papers 18-01, The University of Western Australia, Department of Economics.
- Grace Taylor & Rod Tyers, 2017.
"Secular Stagnation: Determinants and Consequences for Australia,"
The Economic Record, The Economic Society of Australia, vol. 93(303), pages 615-650, December.
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- Grace Taylor & Rod Tyers, 2017. "Secular stagnation: Determinants and consequences for Australia," CAMA Working Papers 2017-01, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Buono, Ines & Formai, Sara, 2018. "New evidence on the evolution of the anchoring of inflation expectations," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 39-54.
- López-Salido, David & Loria, Francesca, 2024. "Inflation at risk," Journal of Monetary Economics, Elsevier, vol. 145(S).
- Ciccarelli, Matteo & Osbat, Chiara, 2017. "Low inflation in the euro area: Causes and consequences," Occasional Paper Series 181, European Central Bank.
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More about this item
Keywords
inflation; surveys of professional forecasters; dynamic factor model with stochastic volatility; term structure of inflation expectations and inflation uncertainty; anchoring of inflation expectations;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2017-03-19 (Central Banking)
- NEP-EEC-2017-03-19 (European Economics)
- NEP-MAC-2017-03-19 (Macroeconomics)
- NEP-MON-2017-03-19 (Monetary Economics)
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