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Published in 2018 at "International Journal of Forecasting"
DOI: 10.1016/j.ijforecast.2018.07.003
Abstract: Survey based measures of inflation expectations are not informationally efficient yet carry important information about future inflation. This paper explores the economic significance of informational inefficiencies of survey expectations. A model selection algorithm is applied…
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Keywords:
understanding survey;
based inflation;
survey based;
inflation expectations ... See more keywords