Quasi ex-ante inflation forecast uncertainty
Sign Up to like & getrecommendations! Published in 2019 at "International Journal of Forecasting"
DOI: 10.1016/j.ijforecast.2019.03.002
Abstract: We propose a measure of the effects of monetary policy based on an analysis of the distribution of the ex-post inflation forecast uncertainty. We argue that the difference between the distributions of the ex-ante and… read more here.
Keywords: monetary policy; uncertainty; inflation forecast; policy ... See more keywords
Factors Driving Consumers’ Inflation Expectations: Does the Central Bank’s Inflation Forecast Really Matter?
Sign Up to like & getrecommendations! Published in 2018 at "Eastern European Economics"
DOI: 10.1080/00128775.2018.1467781
Abstract: This article examines the relationship between consumer expectations and inflation forecasts by the central bank. We assume that the inflation forecast is one of the factors influencing expectations. The vector error correction model is employed… read more here.
Keywords: central bank; inflation forecast; factors driving; bank ... See more keywords