Fitting observed inflation expectations
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- Del Negro, Marco & Eusepi, Stefano, 2011. "Fitting observed inflation expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2105-2131.
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More about this item
Keywords
Banks and banking; Central ; Inflation (Finance) ; Inflation targeting ; Bayesian statistical decision theory;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
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2011-01-03 (All new papers)
- NEP-CBA-2011-01-03 (Central Banking)
- NEP-DGE-2011-01-03 (Dynamic General Equilibrium)
- NEP-MON-2011-01-03 (Monetary Economics)
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