Search Results - subject:"Expected inflation"

Exploring the interplay between eurozone electricity sector stocks, real interest rates and inflation expectations

Esparcia, Carlos; Jareño, Francisco; Navarro Arribas, … - In: International review of economics & finance : IREF 101 (2025), pp. 1-16

Persistent link: https://www.econbiz.de/10015461783

Oil prices uncertainty, endogenous regime switching, and inflation anchoring

Chang, Yoosoon; Herrera, Ana María; Pesavento, Elena - 2023

Persistent link: https://www.econbiz.de/10014266815

Oil prices uncertainty, endogenous regime switching, and inflation anchoring

Chang, Yoosoon; Herrera, Ana María; Pesavento, Elena - 2023

Persistent link: https://www.econbiz.de/10014302183

A three-factor market model for incorporating explicit general inflation in non-life claims reserving

Moriconi, Franco - In: Risks : open access journal 11 (2023) 10, pp. 1-32

-factor market model, characterized by deterministic expected inflation. In the present paper, we repeat the same study, again with … stochastic expected inflation produces a non-negligible increase in the reserve solvency capital requirement under the one … the market approach, using a three-factor market model which extends the two-factor model by including stochastic expected …

Persistent link: https://www.econbiz.de/10014391753

Oil prices uncertainty, endogenous regime switching, and inflation anchoring

Chang, Yoosoon; Herrera, Ana María; Pesavento, Elena - 2023

Persistent link: https://www.econbiz.de/10014249865

The taming of the skew : asymmetric inflation risk and monetary policy

De Polis, Andrea; Melosi, Leonardo; Petrella, Ivan - 2025

We document that inflation risk in the U.S. varies significantly over time and is often asymmetric. To analyze the macroeconomic effects of these asymmetric risks within a tractable framework, we construct the beliefs representation of a general equilibrium model with skewed distribution of...

Persistent link: https://www.econbiz.de/10015339627

Heterogeneous attention to inflation and monetary policy

Shabalina, Ekaterina; Tzaawa-Krenzler, Mary - 2025

We study how heterogeneous attention to inflation across households affects the transmission of monetary policy. Using household-level surveys for the US and Australia, we first show that households' attention to inflation varies across income levels. Specifically, we find that high-income...

Persistent link: https://www.econbiz.de/10015340149

Word2Prices: embedding central bank communications for inflation prediction

Araujo, Douglas Kiarelly Godoy de; Bokan, Nikola; … - 2025

Word embeddings are vectors of real numbers associated with words, designed to capture semantic and syntactic similarity between the words in a corpus of text. We estimate the word embeddings of the European Central Bank's introductory statements at monetary policy press conferences by using a...

Persistent link: https://www.econbiz.de/10015340280

Asymmetric inflation target credibility

Coleman, Winnie; Nautz, Dieter - 2025 - This version: March 2025

This paper investigates the determinants of inflation target credibility (ITC) using a unique survey we designed to measure the credibility of the ECB's inflation target. Containing over 200,000 responses from German consumers collected between January 2019 and November 2024, our dataset enables...

Persistent link: https://www.econbiz.de/10015361742

Bank credit, expected inflation rate, and financial dynamics

Watanabe, Toshio - In: European journal of economics and economic policies : … 22 (2025) 1, pp. 9-31

We investigate the effects of debt-capital ratio and expected inflation rate on the stability of the economy using a …

Persistent link: https://www.econbiz.de/10015371903