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Inflation Expectations and How it Explains the Inflationary Impact of Oil Price Shocks: Evidence from the Michigan Survey

Citations

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Cited by:

  1. Knut Are Aastveit & Hilde C. Bjørnland & Jamie L. Cross, 2023. "Inflation Expectations and the Pass-Through of Oil Prices," The Review of Economics and Statistics, MIT Press, vol. 105(3), pages 733-743, May.
  2. Basher, Syed Abul & Haug, Alfred A. & Sadorsky, Perry, 2019. "The impact of economic policy uncertainty and commodity prices on CARB country stock market volatility," MPRA Paper 96577, University Library of Munich, Germany.
  3. Martin Geiger & Johann Scharler, 2018. "How do consumers interpret the macroeconomic effects of oil price fluctuations? Evidence from U.S. survey data," Working Papers 2018-13, Faculty of Economics and Statistics, Universität Innsbruck.
  4. Elena Bobeica & Matteo Ciccarelli & Isabel Vansteenkiste, 2019. "The link between labor cost and price inflation in the euro area," Working Papers Central Bank of Chile 848, Central Bank of Chile.
  5. Karamysheva, Madina, 2022. "How do fiscal adjustments work? An empirical investigation," Journal of Economic Dynamics and Control, Elsevier, vol. 137(C).
  6. Geiger, Martin & Zachariadis, Marios, 2022. "Consumers’ Updating, Policy Shocks, And Public Debt: An Empirical Assessment Of State Dependencies," Macroeconomic Dynamics, Cambridge University Press, vol. 26(8), pages 2104-2140, December.
  7. Lutz Kilian & Xiaoqing Zhou, 2023. "Oil Price Shocks and Inflation," Working Papers 2312, Federal Reserve Bank of Dallas.
  8. Breitenlechner, Max & Georgiadis, Georgios & Schumann, Ben, 2022. "What goes around comes around: How large are spillbacks from US monetary policy?," Journal of Monetary Economics, Elsevier, vol. 131(C), pages 45-60.
  9. repec:zbw:bofrdp:2021_010 is not listed on IDEAS
  10. Gomis-Porqueras, Pedro & Shi, Shuping & Tan, David, 2022. "Gold as a financial instrument," Journal of Commodity Markets, Elsevier, vol. 27(C).
  11. Lutz Kilian & Xiaoqing Zhou, 2020. "Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts," Working Papers 2025, Federal Reserve Bank of Dallas.
  12. Mihai Mutascu & Alexandre Sokic, 2022. "Revisiting the oil price and expected inflation in the U.S. - a wavelet approach," Economics Bulletin, AccessEcon, vol. 42(2), pages 959-964.
  13. Robert G Murphy & Adam Rohde, 2018. "Rational Bias in Inflation Expectations," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 44(1), pages 153-171, January.
  14. Coibion, Olivier & Gorodnichenko, Yuriy & Kumar, Saten & Pedemonte, Mathieu, 2020. "Inflation expectations as a policy tool?," Journal of International Economics, Elsevier, vol. 124(C).
  15. Yilmazkuday, Hakan, 2021. "Oil price pass-through into consumer prices: Evidence from U.S. weekly data," Journal of International Money and Finance, Elsevier, vol. 119(C).
  16. Mohammad Asif & Vishal Sharma & Vinay Joshi Chandniwala & Parvez Alam Khan & Syed Mohd Muneeb, 2023. "Modelling the Dynamic Linkage Amidst Energy Prices and Twin Deficit in India: Empirical Investigation within Linear and Nonlinear Framework," Energies, MDPI, vol. 16(6), pages 1-23, March.
  17. Hammoudeh, Shawkat & Reboredo, Juan C., 2018. "Oil price dynamics and market-based inflation expectations," Energy Economics, Elsevier, vol. 75(C), pages 484-491.
  18. Inês da Cunha Cabral & Pedro Pires Ribeiro & João Nicolau, 2022. "Changes in inflation compensation and oil prices: short-term and long-term dynamics," Empirical Economics, Springer, vol. 62(2), pages 581-603, February.
  19. Chris Campos & Michael McMain & Mathieu Pedemonte, 2022. "Understanding Which Prices Affect Inflation Expectations," Economic Commentary, Federal Reserve Bank of Cleveland, vol. 2022(06), pages 1-7, April.
  20. Martin Feldkircher & Kazuhiko Kakamu, 2022. "How does monetary policy affect income inequality in Japan? Evidence from grouped data," Empirical Economics, Springer, vol. 62(5), pages 2307-2327, May.
  21. Daniela Fantozzi & Alessio Muscarnera, 2021. "A News-based Policy Index for Italy: Expectations and Fiscal Policy," CEIS Research Paper 509, Tor Vergata University, CEIS, revised 11 Mar 2021.
  22. Geiger, Martin & Scharler, Johann, 2019. "How do consumers assess the macroeconomic effects of oil price fluctuations? Evidence from U.S. survey data," Journal of Macroeconomics, Elsevier, vol. 62(C).
  23. Stanisławska, Ewa & Paloviita, Maritta, 2021. "Medium- vs. short-term consumer inflation expectations: Evidence from a new euro area survey," Bank of Finland Research Discussion Papers 10/2021, Bank of Finland.
  24. Martin Geiger & Johann Scharler, 2021. "How Do People Interpret Macroeconomic Shocks? Evidence from U.S. Survey Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(4), pages 813-843, June.
  25. Kilian, Lutz & Zhou, Xiaoqing, 2022. "The impact of rising oil prices on U.S. inflation and inflation expectations in 2020–23," Energy Economics, Elsevier, vol. 113(C).
  26. Kilian, Lutz & Zhou, Xiaoqing, 2023. "A broader perspective on the inflationary effects of energy price shocks," Energy Economics, Elsevier, vol. 125(C).
  27. Christina Anderl & Guglielmo Maria Caporale, 2024. "Functional Oil Price Expectations Shocks and Inflation," CESifo Working Paper Series 10998, CESifo.
  28. Diego R. Känzig, 2021. "The Macroeconomic Effects of Oil Supply News: Evidence from OPEC Announcements," American Economic Review, American Economic Association, vol. 111(4), pages 1092-1125, April.
  29. ha, jongrim & Kose, Ayhan M. & Ohnsorge, Franziska & Yilmazkuday, Hakan, 2023. "What Explains Global Inflation," MPRA Paper 119645, University Library of Munich, Germany.
  30. Grzegorz Przekota & Anna Szczepańska-Przekota, 2022. "Pro-Inflationary Impact of the Oil Market—A Study for Poland," Energies, MDPI, vol. 15(9), pages 1-19, April.
  31. Breitenlechner, Max & Gründler, Daniel & Scharler, Johann, 2021. "Unconventional monetary policy announcements and information shocks in the U.S," Journal of Macroeconomics, Elsevier, vol. 67(C).
  32. Christian Gillitzer & Nalini Prasad & Tim Robinson, 2021. "Political Attitudes and Inflation Expectations: Evidence and Implications," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(4), pages 605-634, June.
  33. Martin Geiger & Marios Zachariadis, 2019. "Assessing Expectations as a Monetary/Fiscal State-Dependent Phenomenon," University of Cyprus Working Papers in Economics 01-2019, University of Cyprus Department of Economics.
  34. Bobeica, Elena & Ciccarelli, Matteo & Vansteenkiste, Isabel, 2021. "The changing link between labor cost and price inflation in the United States," Working Paper Series 2583, European Central Bank.
  35. Peng Li & Yaofu Ouyang, 2023. "Oil price shocks and China’s consumer and entrepreneur sentiment: a Bayesian structural VAR approach," Empirical Economics, Springer, vol. 65(5), pages 2241-2271, November.
  36. Jiang, Yong & Wang, Gang-Jin & Ma, Chaoqun & Yang, Xiaoguang, 2021. "Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 1-15.
  37. Diegel, Max & Nautz, Dieter, 2020. "The role of long-term inflation expectations for the transmission of monetary policy shocks," Discussion Papers 2020/19, Free University Berlin, School of Business & Economics.
  38. James Morley & Benjamin Wong, 2020. "Estimating and accounting for the output gap with large Bayesian vector autoregressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(1), pages 1-18, January.
  39. Ciccarelli, Matteo & García, Juan Angel, 2021. "Expectation spillovers and the return of inflation," Economics Letters, Elsevier, vol. 209(C).
  40. Stanisławska, Ewa & Paloviita, Maritta, 2021. "Responsiveness of consumers' medium-term inflation expectations : evidence from a new euro area survey," Research Discussion Papers 10/2021, Bank of Finland.
  41. Lutz Kilian & Xiaoqing Zhou, 2022. "Oil prices, gasoline prices, and inflation expectations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 867-881, August.
  42. Renzhi, Nuobu, 2022. "Do house prices play a role in unconventional monetary policy transmission in Japan?," Journal of Asian Economics, Elsevier, vol. 83(C).
  43. Kamber, Güneş & Wong, Benjamin, 2020. "Global factors and trend inflation," Journal of International Economics, Elsevier, vol. 122(C).
  44. Martin Feldkircher & Helene Schuberth, 2023. "Understanding Monetary Spillovers in Highly Integrated Regions: The Case of Europe," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(4), pages 859-893, August.
  45. Shiu‐Sheng Chen, 2023. "A direct approach to Kilian–Lewis style counterfactual analysis in vector autoregression models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(7), pages 1068-1076, November.
  46. Christina Anderl & Guglielmo Maria Caporale, 2024. "Global Food Prices and Inflation," CESifo Working Paper Series 10992, CESifo.
  47. Jochen H. F. Güntner & Katharina Linsbauer, 2018. "The Effects of Oil Supply and Demand Shocks on U.S. Consumer Sentiment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(7), pages 1617-1644, October.
  48. Hilde C. Bjørnland, 2022. "The effect of rising energy prices amid geopolitical developments and supply disruptions," Working Papers No 07/2022, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  49. Maciej Stefański, 2021. "Macroeconomic Effects of Quantitative Easing Using Mid-sized Bayesian Vector Autoregressions," KAE Working Papers 2021-068, Warsaw School of Economics, Collegium of Economic Analysis.
  50. Elena Bobeica & Matteo Ciccarelli & Isabel Vansteenkiste, 2020. "The Link between Labor Cost Inflation and Price Inflation in the Euro Area," Central Banking, Analysis, and Economic Policies Book Series, in: Gonzalo Castex & Jordi Galí & Diego Saravia (ed.),Changing Inflation Dynamics,Evolving Monetary Policy, edition 1, volume 27, chapter 4, pages 071-148, Central Bank of Chile.
  51. Viral V. Acharya & Matteo Crosignani & Tim Eisert & Christian Eufinger, 2023. "How Do Supply Shocks to Inflation Generalize? Evidence from the Pandemic Era in Europe," NBER Working Papers 31790, National Bureau of Economic Research, Inc.
  52. Diegel, Max & Nautz, Dieter, 2021. "Long-term inflation expectations and the transmission of monetary policy shocks: Evidence from a SVAR analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 130(C).
  53. Geiger, Martin & Scharler, Johann, 2016. "How do Macroeconomic Shocks affect Expectations? Lessons from Survey Data," VfS Annual Conference 2016 (Augsburg): Demographic Change 145747, Verein für Socialpolitik / German Economic Association.
  54. Olalere Isaac Opeyemi, 2022. "Predicting Trade Mispricing: A Gaussian Multivariate Anomaly Detection Model ," GATR Journals jber221, Global Academy of Training and Research (GATR) Enterprise.
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