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Learning to forecast and cyclical behavior of output and inflation

Adam, Klaus - 2003

This paper considers a sticky price model with a cash-in-advance constraint where agents forecast inflation rates with …. While average output and inflation result the same as under rational expectations, higher moments differ substantially …: output and inflation show persistence, inflation responds sluggishly to nominal disturbances, and the dynamic correlations of …

Persistent link: https://www.econbiz.de/10009765344

Forecasting annual inflation in Suriname

Ooft, Gavin; Bhaghoe, Sailesh; Franses, Philip Hans - 2019

Persistent link: https://www.econbiz.de/10012113890

How do zero-coupon inflation swaps predict inflation rates in the euro area? : evidence of efficiency and accuracy on 1-year contracts

Ribeiro, Pedro Pires; Curto, José Dias - In: Empirical economics : a journal of the Institute for … 54 (2018) 4, pp. 1451-1475

Persistent link: https://www.econbiz.de/10011949563

Is inflation driven by survey-based, VAR-based or myopic expectations? : an empirical assessment from US real-time data

Bec, Frédérique; Kanda, Patrick - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012659117

The formation of inflation expectations : microdata evidence from Japan

Kikuchi, Junichi; Nakazono, Yoshiyuki - In: Journal of money, credit and banking : JMCB 55 (2023) 6, pp. 1609-1632

Persistent link: https://www.econbiz.de/10014364327

Quantifying subjective uncertainty in survey expectations

Krüger, Fabian; Pavlova, Lora - 2019

Several recent surveys ask for a person's subjective probabilities that the in- ation rate falls into various outcome ranges. We provide a new measure of the uncertainty implicit in such probabilities. The measure has several advantages over existing methods: It is trivial to implement, requires...

Persistent link: https://www.econbiz.de/10012153653