Anderl, Christina; Caporale, Guglielmo Maria - 2022
estimating a smooth transition regression model with different inflation expectations regimes for five inflation targeting … countries (the UK, Canada, Australia, New Zealand and Sweden) and three non-targeters (the US, the Euro-Area and Switzerland …) respectively over the period January 1993-August 2021. Both market and survey measures of inflation expectations are used as the …