Monetary policy and the term structure of inflation expectations with information frictions

DOI10.1016/j.jedc.2022.104588zbMath1518.91165OpenAlexW4312221133MaRDI QIDQ6106652

James McNeil

Publication date: 3 July 2023

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://wp.economics.dal.ca/RePEc/dal/wpaper/DalEconWP2020-07.pdf

zbMATH Keywords

monetary policysurvey forecastssticky informationunobserved components model

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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