IDEAS home Printed from https://ideas.repec.org/r/wly/jmoncb/v51y2019i5p1053-1096.html

Measuring Inflation Anchoring and Uncertainty: A U.S. and Euro Area Comparison

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Breach, Tomas & D’Amico, Stefania & Orphanides, Athanasios, 2020. "The term structure and inflation uncertainty," Journal of Financial Economics, Elsevier, vol. 138(2), pages 388-414.
  2. Christina Anderl & Guglielmo Maria Caporale, 2025. "Gasoline Price Expectations as a Transmission Channel for Gasoline Price Shocks," CESifo Working Paper Series 11924, CESifo.
  3. Hartmann, Philipp & Smets, Frank, 2018. "The first twenty years of the European Central Bank: monetary policy," Working Paper Series 2219, European Central Bank.
  4. Jonas D. M. Fisher, Jonas D. & Melosi, Leonardo & Sebastian Rast, Sebastian, 2025. "Long-Run Inflation Expectations," The Warwick Economics Research Paper Series (TWERPS) 1551, University of Warwick, Department of Economics.
  5. Jonas D. M. Fisher & Leonardo Melosi & Sebastian Rast, 2025. "Long-Run Inflation Expectations," Working Papers 829, DNB.
  6. Nikos Apokoritis & Gabriele Galati & Richhild Moessner & Federica Teppa, 2019. "Inflation expectations anchoring: new insights from micro evidence of a survey at high-frequency and of distributions," BIS Working Papers 809, Bank for International Settlements.
  7. Dominik Hecker & Maik Wolters & Maik H. Wolters, 2025. "Nonlinear Estimation of a New Keynesian Model with Endogenous Inflation De-Anchoring," CESifo Working Paper Series 12280, CESifo.
  8. Corsello, Francesco & Neri, Stefano & Tagliabracci, Alex, 2021. "Anchored or de-anchored? That is the question," European Journal of Political Economy, Elsevier, vol. 69(C).
  9. Beauregard, Remy & Christensen, Jens H.E. & Fischer, Eric & Zhu, Simon, 2024. "Inflation expectations and risk premia in emerging bond markets: Evidence from Mexico," Journal of International Economics, Elsevier, vol. 151(C).
  10. Gabriele Galati & Richhild Moessner & Maarten van Rooij, 2023. "The anchoring of long-term inflation expectations of consumers: insights from a new survey," Oxford Economic Papers, Oxford University Press, vol. 75(1), pages 96-116.
  11. Philippe Bacchetta & Kenza Benhima & Jean-Paul Renne, 2022. "Understanding Swiss real interest rates in a financially globalized world," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 158(1), pages 1-17, December.
  12. Burban, Valentin & De Backer, Bruno & Vladu, Andreea Liliana, 2024. "Inflation (de-)anchoring in the euro area," Working Paper Series 2964, European Central Bank.
  13. Michael D. Bauer & Travis J. Berge & Giuseppe Fiori & Francesca Loria & Molin Zhong, 2025. "Accounting for Uncertainty and Risks in Monetary Policy," Working Paper Series 2025-19, Federal Reserve Bank of San Francisco.
  14. Beckmann, Joscha & Czudaj, Robert L., 2026. "Uncertainty shocks and inflation: The role of credibility and expectation anchoring," Journal of International Money and Finance, Elsevier, vol. 160(C).
  15. Arnoud Stevens & Joris Wauters, 2021. "Is euro area lowflation here to stay? Insights from a time‐varying parameter model with survey data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(5), pages 566-586, August.
  16. Allayioti, Anastasia & Arioli, Rodolfo & Bates, Colm & Botelho, Vasco & Fagandini, Bruno & Fonseca, Luís & Healy, Peter & Meyler, Aidan & Minasian, Ryan & Zahrt, Octavia, 2024. "A look back at 25 years of the ECB SPF," Occasional Paper Series 364, European Central Bank.
  17. Danilo Cascaldi-Garcia & Cisil Sarisoy & Juan M. Londono & Bo Sun & Deepa D. Datta & Thiago Ferreira & Olesya Grishchenko & Mohammad R. Jahan-Parvar & Francesca Loria & Sai Ma & Marius Rodriguez & Ilk, 2023. "What Is Certain about Uncertainty?," Journal of Economic Literature, American Economic Association, vol. 61(2), pages 624-654, June.
  18. Armantier, Olivier & Koşar, Gizem & Pomerantz, Rachel & Skandalis, Daphné & Smith, Kyle & Topa, Giorgio & van der Klaauw, Wilbert, 2021. "How economic crises affect inflation beliefs: Evidence from the Covid-19 pandemic," Journal of Economic Behavior & Organization, Elsevier, vol. 189(C), pages 443-469.
  19. Czudaj, Robert L., 2025. "Expectation formation and the Phillips curve revisited," Macroeconomic Dynamics, Cambridge University Press, vol. 29, pages 1-1, January.
  20. Michele Andreolli & Hélène Rey, 2024. "Fiscal Consequences of Missing an Inflation Target," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(2), pages 701-772, June.
  21. Christina Anderl & Guglielmo Maria Caporale, 2024. "Functional shocks to inflation expectations and real interest rates and their macroeconomic effects," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 160(4), pages 1543-1575, November.
  22. Olesya V. Grishchenko & Franck Moraux & Olga Pakulyak, 2025. "How Stable are Inflation Expectations in the Euro Area? Evidence from the Euro-Area Financial Markets," Finance and Economics Discussion Series 2025-041, Board of Governors of the Federal Reserve System (U.S.).
  23. Choi, Sangyup & Furceri, Davide & Loungani, Prakash & Shim, Myungkyu, 2022. "Inflation anchoring and growth: The role of credit constraints," Journal of Economic Dynamics and Control, Elsevier, vol. 134(C).
  24. Constantin Rudolf Salomo Bürgi, 2023. "How to deal with missing observations in surveys of professional forecasters," Journal of Applied Economics, Taylor & Francis Journals, vol. 26(1), pages 2185975-218, December.
  25. Hecker, Dominik & Wolters, Maik H., 2025. "Nonlinear estimation of a New Keynesian model with endogenous inflation de-anchoring," IMFS Working Paper Series 222, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  26. Kose, M. Ayhan & Matsuoka, Hideaki & Panizza, Ugo & Vorisek, Dana, 2019. "Inflation Expectations: Review and Evidence," CEPR Discussion Papers 13601, C.E.P.R. Discussion Papers.
  27. Jean-Paul Renne & Sarah Mouabbi & Adrien Tschopp, 2026. "Inflation and Growth Risk: Balancing the Scales with Surveys," Working papers 1036, Banque de France.
  28. Gabriele Galati & Richhild Moessner & Maarten van Rooij, 2022. "Reactions of household inflation expectations to a symmetric inflation target and high inflation (August 2022 update)," Working Papers 743, DNB.
  29. Richard K. Crump & Stefano Eusepi & Emanuel Moench & Bruce Preston, 2021. "The Term Structure of Expectations," Staff Reports 992, Federal Reserve Bank of New York.
  30. B. De Backer & A. Stevens & J. Wauters & H. Zimmer, 2023. "Inflation expectations and monetary policy," Economic Review, National Bank of Belgium, pages 1-38, October.
  31. Sheen, Jeffrey & Wang, Ben Zhe, 2021. "Measuring macroeconomic disagreement – A mixed frequency approach," Journal of Economic Behavior & Organization, Elsevier, vol. 189(C), pages 547-566.
  32. Baumann, Ursel & Darracq Pariès, Matthieu & Westermann, Thomas & Riggi, Marianna & Bobeica, Elena & Meyler, Aidan & Böninghausen, Benjamin & Fritzer, Friedrich & Trezzi, Riccardo & Jonckheere, Jana & , 2021. "Inflation expectations and their role in Eurosystem forecasting," Occasional Paper Series 264, European Central Bank.
  33. Krüger, Fabian & Pavlova, Lora, 2024. "Quantifying subjective uncertainty in survey expectations," International Journal of Forecasting, Elsevier, vol. 40(2), pages 796-810.
  34. Byrne, David & Zekaite, Zivile, 2019. "Euro area longer-term inflation expectations revisited," Economic Letters 12/EL/19, Central Bank of Ireland.
  35. Gáti, Laura, 2023. "Monetary policy & anchored expectations—An endogenous gain learning model," Journal of Monetary Economics, Elsevier, vol. 140(S), pages 37-47.
  36. Czudaj, Robert L., 2023. "Anchoring of Inflation Expectations and the Role of Monetary Policy and Cost-Push Factors," MPRA Paper 119029, University Library of Munich, Germany.
  37. Cem Cakmakli & Hamza Demircan, 2020. "Using Survey Information for Improving the Density Nowcasting of US GDP with a Focus on Predictive Performance during Covid-19 Pandemic," Koç University-TUSIAD Economic Research Forum Working Papers 2016, Koc University-TUSIAD Economic Research Forum.
  38. James Yetman, 2020. "The pass-through from short-horizon to long-horizon inflation expectations," BIS Papers chapters, in: Bank for International Settlements (ed.), Inflation dynamics in Asia and the Pacific, volume 111, pages 55-66, Bank for International Settlements.
  39. Carin van der Cruijsen & Anna Samarina, 2021. "Trust in the ECB in turbulent times," Working Papers 722, DNB.
  40. López-Salido, David & Loria, Francesca, 2024. "Inflation at risk," Journal of Monetary Economics, Elsevier, vol. 145(S).
  41. Gabriele Galati & Richhild Moessner & Maarten van Rooij, 2021. "Anchoring of consumers’ long-term euro area inflation expectations during the pandemic," Working Papers 715, DNB.
  42. Gunda‐Alexandra Detmers & Sui‐Jade Ho & Özer Karagedikli, 2022. "Understanding Consumer Inflation Expectations during the COVID‐19 Pandemic," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 55(1), pages 141-154, March.
  43. Todd E. Clark & Gergely Ganics & Elmar Mertens, 2022. "What is the Predictive Value of SPF Point and Density Forecasts?," Working Papers 22-37, Federal Reserve Bank of Cleveland.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.