What can probability forecasts tell us about inflation risks?
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- Malte Knüppel & Guido Schultefrankenfeld, 2012.
"How Informative Are Central Bank Assessments of Macroeconomic Risks?,"
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- Paul Söderlind, 2011.
"Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty,"
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- Paul Söderlind, 2008. "Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty," University of St. Gallen Department of Economics working paper series 2008 2008-12, Department of Economics, University of St. Gallen.
- Paul Söderlind, 2009. "Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty," Working Papers 2009-04, Swiss National Bank.
- Söderlind, Paul, 2009. "Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty," CEPR Discussion Papers 7250, C.E.P.R. Discussion Papers.
- Andrade, Philippe & Fourel, Valère & Ghysels, Eric & Idier, Julien, 2014.
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- Andrade, P. & Fourel, V. & Ghysels, E. & Idier, I., 2013. "The financial content of inflation risks in the euro area," Working papers 437, Banque de France.
- Koop, Gary & Onorante, Luca, 2011. "Estimating Phillips Curves in Turbulent Times using the ECBâ€™s Survey of Professional Forecasters," SIRE Discussion Papers 2011-19, Scottish Institute for Research in Economics (SIRE).
- repec:eee:jebusi:v:93:y:2017:i:c:p:46-61 is not listed on IDEAS
- Gary Koop & Luca Onorante, 2011.
"Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters,"
1109, University of Strathclyde Business School, Department of Economics.
- Onorante, Luca & Koop, Gary, 2012. "Estimating Phillips curves in turbulent times using the ECB's survey of professional forecasters," Working Paper Series 1422, European Central Bank.
- Andrade, P. & Ghysels, E. & Idier, J., 2012. "Tails of Inflation Forecasts and Tales of Monetary Policy," Working papers 407, Banque de France.
- Victor Lopez-Perez, 2016. "Macroeconomic Forecast Uncertainty In The Euro Area," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 11(1), pages 9-41, March.
- Petra M. Geraats, 2008. "ECB Credibility and Transparency," European Economy - Economic Papers 2008 - 2015 330, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
More about this item
Keywordsinflation expectations; inflation risk; power divergence estimators; skew-normal distribution; Survey of Professional Forecasters (SPF);
- C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Econometric and Statistical Methods; Specific Distributions
- C42 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Survey Methods
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
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