The time-varying degree of inflation expectations anchoring
Tài liệu tham khảo
Autrup, 2014, Economic Surprises and Inflation Expectations: Has Anchoring of Expectations Survived the Crisis?
Beechey, 2011, Are long-run inflation expectations anchored more firmly in the Euro area than in the United States?, Am. Econom. J. Macroeconom., 3, 104, 10.1257/mac.3.2.104
Beechey, 2009, The high-frequency impact of news on long-term yields and forward rates: Is it real?, J. Monet. Econom., 56, 535, 10.1016/j.jmoneco.2009.03.011
Berndt, 1974, Estimation and inference in nonlinear structural models, Ann. Econom. Soc. Meas., 3, 103
Bomfim, 2000, Opportunistic and deliberate disinflation under imperfect credibility, J. Money, Credit Bank., 32, 707, 10.2307/2601179
Demertzis, 2012, A credibility proxy: tracking US monetary developments, BE J. Macroeconom., 12
Ehrmann, 2015, Targeting inflation from below: how do inflation expectations behave?, Int. J. Cent. Bank., 11, 213
Ehrmann, 2011, Convergence and anchoring of yield curves in the euro area, Rev. Econom. Stat., 93, 350, 10.1162/REST_a_00055
Galati, 2011, Did the crisis affect inflation expectations?, Int. J. Cent. Bank., 7, 167
Gürkaynak, 2010, Does inflation targeting anchor long-run inflation expectations? Evidence from the U.S., UK, and Sweden, J. Eur. Econom. Assoc., 8, 1208
Gürkaynak, 2010, The tips yield curve and inflation compensation, Am. Econom. J. Macroeconom., 2, 70, 10.1257/mac.2.1.70
Hamilton, 1994
Jochmann, 2010, Modeling the dynamics of inflation compensation, J. Empir. Financ., 17, 157, 10.1016/j.jempfin.2009.08.002
Johnson, 2003, The effect of inflation targets on the level of expected inflation in five countries, Rev. Econom. Stat., 85, 1076, 10.1162/003465303772815952
Mehrotra, A. N., Yetman, J., 2014. Decaying expectations: what inflation forecasts tell us about the anchoring of inflation expectations. BIS Working Paper.
Nautz, 2015, Are US inflation expectations re-anchored?, Econ. Lett., 127, 6, 10.1016/j.econlet.2014.12.023
Netšunajev, A., Winkelmann, L., 2015. Inflation expectations spillovers between the United States and euro area. SFB 649 Discussion Paper 2014-023.
Orphanides, 2005, Expectations, learning and monetary policy, J. Econ. Dyn. Control, 29, 1807, 10.1016/j.jedc.2005.06.009
Strohsal, 2015, Assessing the anchoring of inflation expectations, J. Int. Money Financ., 50, 33, 10.1016/j.jimonfin.2014.09.001
Yellen, J. L., 2015. Inflation dynamics and monetary policy. Speech at the Philip Gamble Memorial Lecture, University of Massachusetts, Amherst, Massachusetts, 2015-09-24.