Search Results - subject:"expected inflation"

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

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

Soft landing and inflation scares

Bullard, James B.; Grimaud, Alex; Salle, Isabelle; … - 2025

We discuss the timing and strength of the Fed's reaction to the recent inflation surge within an estimated macroeconomic model where long-run inflation expectations are heterogeneous and can lose their anchoring to the target. The resulting inflation scare worsens the real cost of disinflation....

Persistent link: https://www.econbiz.de/10015191492

Asymmetric inflation target credibility

Coleman, Winnie; Nautz, Dieter - 2025 - This version: January 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/10015191733

Asymmetric inflation target credibility

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

Persistent link: https://www.econbiz.de/10015173585

Inflation, attention and expectations

Briand, Etienne; Marcellino, Massimiliano; Stevanović, … - 2025

Persistent link: https://www.econbiz.de/10015175406

Low pass-through from inflation expectations to income growth expectations : why people dislike inflation

Hajdini, Ina; Knotek, Edward S.; Leer, John; Pedemonte, … - 2025

that demand and supply shocks combined with incomplete pass-through produce a strong negative relationship between expected … inflation and expected utility. Taken together, the survey results and model analysis provide a labor market account of why …

Persistent link: https://www.econbiz.de/10015179672

Policy implications of losing credibility: lessons from Colombia’s post-pandemic inflationary sur

Grajales-Olarte, Anderson; Hamann S., Franz A.; … - 2025

Persistent link: https://www.econbiz.de/10015326238