Articles with "expectations granger" as a keyword



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Do inflation expectations granger cause inflation?

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Published in 2018 at "Economia Politica"

DOI: 10.1007/s40888-018-0111-9

Abstract: In this paper, we investigate whether survey measures of inflation expectations in Sweden Granger cause Swedish CPI inflation. This is done by studying the precision of out-of-sample forecasts from Bayesian VAR models using a sample… read more here.

Keywords: cause inflation; granger cause; survey; inflation expectations ... See more keywords