, particularly those coming from the natural gas sector. The high peaks of the Eurozone inflation are mainly associated with gas … and inflation dynamics in Europe. Specifically, we include in our specification two separate energy markets (oil and … natural gas) and two target macroeconomic variables, measuring inflation expectations and the realized headline inflation. Our …

In this paper, we investigate the effects of monetary policy concerning the inflation rates specific for each income … the different inflation rates specific for each of the income groups. By using a Factor-Augmented VAR (FAVAR) model, we …

Since mid-2021, the euro-area economy has gone through several shocks, leading to the highest inflation since the … monetary policy framework it agreed in 2021 ahead of the inflationary episode, has succeeded in bringing inflation down and … understanding the roles of different measures of inflation expectations should also be priorities. …

This paper conducts a structural analysis of inflation persistence in the United Kingdom between 1965-2009. I allow for … and stochastic shock volatility. The first policy regime responds passively to movements in inflation, adjusting the … other regime responds actively to inflation and places less weight on exchange rate movements. This regime is present for …

the depreciation of the exchange rate leads to an increase in imported, producer and consumer inflation of 0.42 p.p., 0 … imported inflation and producer inflation does not seem translate into higher ERPT in consumer inflation. Further studies could … look at: First, the nature of the ERPT on different types of inflation and why this is heterogeneous in a time varying …

Using a novel dataset that integrates inflation expectations with information on social network connections, we show … that inflation expectations within one's social network have a positive, causal relationship with individual inflation …, socially determined inflation expectations induce imperfect risk-sharing and can affect the inflation and real output …