Households participating in financial markets pay attention to inflation news when making their investment decisions …, even in an environment of mostly low and stable inflation. ETFs and open-ended mutual funds holding Treasury Inflation …-based inflation expectations measures increase. Changes in household survey expectations or in measures of inflation uncertainty do …

measures of inflation expectations for five inflation targeting countries (UK, Canada, Australia, New Zealand, Sweden) over the … PPP. Moreover, inflation expectations play an important role, with survey-based ones having a more sizable effect than … fluctuations effectively. The inflation targeting framework might be especially appropriate for this purpose …

-August 2020, the other from the ECB reporting average monthly values over the period January 1900-August 2020. The estimation …

We examine partisan bias in inflation expectations. Our dataset includes inflation expectations of the New York Fed …'s Survey of Consumer Expectations over the period June 2013 to June 2018. The results show that inflation expectations were 0 …. Compared to inflation expectations in Democratic-dominated states, inflation expectations in Republican-dominated states …

estimating a smooth transition regression model with different inflation expectations regimes for five inflation targeting …) respectively over the period January 1993-August 2021. Both market and survey measures of inflation expectations are used as the … expectations of both consumers and producers are considered instead of expectations from consumer surveys only. Finally, inflation …

The arbitrage pricing theory (APT) attributes differences in expected returns to exposure to systematic risk factors …

Using daily data on inflation-indexed bonds, we find evidence of a negative relationship between ECB communication … changes in euro area break-even inflation. However, this result is only found for the second half of 2005. At that time, the …