The standard way today to obtain measures of inflationary expectations is to use questionnaires to ask a representative group of respondents about their beliefs of the future rate of inflation during the coming 12 months. This type of data on inflationary expectations as well as on inflationary...

The standard way today to obtain measures of inflationary expectations is to use questionnaires to ask a representative group of respondents about their beliefs of the future rate of inflation during the coming 12 months. This type of data on inflationary expectations as well as on inflationary...

Out of 11 questions included in the EU harmonised consumer questionnaire, it is possible to construct 2 047 different consumer confidence indicators. We search through all these indicators in order to find the single indicator that has the highest correlation with private consumption growth....

We search through all possible consumer confidence indicators in order to find the single indicator that has the highest correlation with private consumption growth. Moreover, we contrast this indicator to the Consumer Confidence Indicator used by the European Commission, and some alternative...

Out of 11 questions included in the EU harmonised consumer questionnaire, it is possible to construct 2 047 different consumer confidence indicators. We search through all these indicators in order to find the single indicator that has the highest correlation with private consumption growth....

This paper develops an approach to measure the uncertainty surrounding expected GDP growth that prevails in the economy. This is accomplished by making use of consensus forecasts of GDP growth and by studying the properties of distributions of forecasted euro area GDP growth. A euro area...

This paper develops an approach to measure the uncertainty surrounding expected GDP growth that prevails in the economy. This is accomplished by making use of consensus forecasts of GDP growth and by studying the properties of distributions of forecasted euro area GDP growth. A euro area...

This paper examines the effects of option introductions on the price and risk of the underlying assets. The data, covering 58 introductions during the period 1985-1997, have been collected from the Nordic markets (Denmark, Finland, Norway, and Sweden). A persistent increase of stock returns is...