The Formation of Inflation Expectations under Changing Inflation Regimes

DOI10.2202/1558-3708.1064zbMATH Open1079.91557OpenAlexW2003850104MaRDI QIDQ3368258FDOQ3368258

Niels L. Hansen, Christian M. Dahl

Publication date: 27 January 2006

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/82333

Recommendations

• Inflationary expectations and rationality revisited
• Effects of Inflation Expectations on Macroeconomic Dynamics: Extrapolative Versus Regressive Expectations
• Inflation expectations and macroeconomic dynamics: the case of rational versus extrapolative expectations
• Emerging patterns in inflation expectations with multiple agents
• Experimental evidence on inflation expectation formation
• Long-run inflation expectations in the shrinking upper tail
• Fitting observed inflation expectations

zbMATH Keywords

inflationMarkov regime switchinginflation expectationsex post bias

Mathematics Subject Classification ID

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

Cited In (6)

• Fitting observed inflation expectations
• The inflationary consequences of fiscal policy in Brazil: an empirical investigation with regime switches and time-varying probabilities
• Inflationary expectations and rationality revisited
• Information structure and the transmission of inflationary expectations
• Inflation risk premia and risk-adjusted expectations of inflation
• Time-varying consumer disagreement and future inflation

This page was built for publication: The Formation of Inflation Expectations under Changing Inflation Regimes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3368258)