Gefang, Deborah; Koop, Gary; Potter, Simon M. - In: Computational Statistics & Data Analysis 56 (2012) 11, pp. 3120-3133
The relationship between short term and long term inflation expectations in the US and the UK is investigated with a focus on inflation pass through (i.e. how changes in short term expectations affect long term expectations). An econometric methodology is used which allows for the uncovering...