Fitting observed inflation expectations

DOI10.1016/J.JEDC.2011.04.005MaRDI QIDQ427991zbMATH OpenOpenAlexFDO

Authors Marco Del Negro, Stefano Eusepi

Publication date 18 June 2012

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10419/60940

zbMATH Keywords

Bayesian analysisDSGE modelsimperfect informationinflation expectations

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cites work

• Contemporary Bayesian Econometrics and Statistics
• On Gibbs sampling for state space models
• Solving linear rational expectations models
• Term structure views of monetary policy under alternative models of agent expectations
• The signal extraction problem revisited: a note on its impact on a model of monetary policy

Cited in

(24)

• Drifting inflation targets and monetary stagflation
• Sentiment and the U.S. business cycle
• Inflation expectations, disagreement, and monetary policy
• Inflation risk premia and risk-adjusted expectations of inflation
• The dynamics of UK and US inflation expectations
• Inflation forecast contracts
• Disciplining expectations and the forward guidance puzzle
• Bounded rationality and heterogeneous expectations: Euler versus anticipated-utility approach
• Inflation expectations in euro area Phillips curves
• The impact of EMU on inflation expectations
• Inflation targeting with imperfect information
• Modeling the evolution of expectations and uncertainty in general equilibrium
• The Formation of Inflation Expectations under Changing Inflation Regimes
• Real‐Time Forecasts of Inflation: The Role of Financial Variables
• scientific article; zbMATH DE number 5035835 (Why is no real title available?)
• Using a projection method to analyze inflation bias in a micro-founded model
• Behavioral learning equilibria in New Keynesian models
• THE FEDERAL RESERVE'S IMPLICIT INFLATION TARGET AND MACROECONOMIC DYNAMICS: AN SVAR ANALYSIS
• Behavioral Heterogeneity in U.S. Inflation Dynamics
• Inflation expectations with finite horizon planning
• Emerging patterns in inflation expectations with multiple agents
• Estimating the Federal Reserve's implicit inflation target: a state space approach
• Methods for measuring expectations and uncertainty in Markov-switching models
• Sticky information and model uncertainty in survey data on inflation expectations

Describes a project that uses

Uses Software

• Gensys

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