IDEAS home Printed from https://ideas.repec.org/p/bfr/econot/80.html
   My bibliography  Save this paper

Measuring the anchoring of inflation expectations
[Mesurer l’ancrage des anticipations d’inflation]

Author

Listed:
  • Sarah Mouabbi

Abstract

Given their inflation objectives, the ECB and the Federal Reserve System closely monitor measures of inflation expectations. But what are the available sources of inflation expectations and how is their anchoring measured? This post addresses these questions and focuses on a novel approach to gauging the anchoring of inflation expectations, namely by computing the probability of future inflation being in a range that is consistent with inflation targets. Les objectifs d’inflation de la BCE et du Système fédéral de réserve impliquent un suivi étroit des mesures des anticipations d’inflation. À l’aide de quelles sources et de quelle manière l’ancrage de ces anticipations est-il mesuré ? Pour répondre à ces questions, ce billet rend compte d’une nouvelle approche : le calcul de la probabilité que l’inflation future se situe dans une fourchette compatible avec les objectifs d’inflation.

Suggested Citation

  • Sarah Mouabbi, 2018. "Measuring the anchoring of inflation expectations [Mesurer l’ancrage des anticipations d’inflation]," Eco Notepad (in progress) 80, Banque de France.
  • Handle: RePEc:bfr:econot:80
    as

    Download full text from publisher

    File URL: https://www.banque-france.fr/en/publications-and-statistics/publications/measuring-anchoring-inflation-expectations
    Download Restriction: no

    File URL: https://www.banque-france.fr/fr/publications-et-statistiques/publications/mesurer-lancrage-des-anticipations-dinflation
    Download Restriction: no
    ---><---

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bfr:econot:80. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Michael brassart (email available below). General contact details of provider: https://edirc.repec.org/data/bdfgvfr.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.