Is inflation driven by survey-based, VAR-based or myopic expectations? : an empirical assessment from US real-time data
Frédérique Bec, Patrick Kanda
| Year of publication: |
2020
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|---|---|
| Authors: | Bec, Frédérique ; Kanda, Patrick |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 51.2020, p. 1-13
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| Subject: | Myopic expectations | New Keynesian Phillips Curve | Survey forecasts | VAR-based expectations | Phillips-Kurve | Phillips curve | Erwartungsbildung | Expectation formation | Inflationserwartung | Inflation expectations | Prognoseverfahren | Forecasting model | Inflation | VAR-Modell | VAR model | Frühindikator | Leading indicator | USA | United States | Rationale Erwartung | Rational expectations | Schätzung | Estimation | EU-Staaten | EU countries | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2019.101050 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012659117