Predicting inflation expectations : a habit-based explanation under hedging
Kwamie Dunbar, Johnson Owusu-Amoako
| Year of publication: |
2023
|
|---|---|
| Authors: | Dunbar, Kwamie ; Owusu-Amoako, Johnson |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 89.2023, p. 1-18
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| Subject: | Core inflation | Futures market | Hedging factor | Inflation expectation | Phillips curve | Inflationserwartung | Inflation expectations | Hedging | Inflation | Phillips-Kurve | Theorie | Theory | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Prognose | Forecast |