Inflation News and Euro Area Inflation Expectations /

Inflation News and Euro Area Inflation Expectations /

Do euro area inflation expectations remain well-anchored? This paper finds that the protracted period of low (and below-target) inflation in the euro area since 2013 has weakened their anchoring. Testing their sensitivity to inflation and macroeconomic news, this paper expands existing results in tw...

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Dades bibliogràfiques
Autor principal: Garcia, Juan Angel
Altres autors: Werner, Sebastian
Format: Revista
Idioma:English
Publicat: Washington, D.C. : International Monetary Fund, 2018.
Col·lecció:IMF Working Papers; Working Paper ; No. 2018/167
Matèries:
Inflation Expectation
Inflation Rate
Inflation
Market-Based Inflation Expectations
WP
Germany
Accés en línia:Full text available on IMF
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490 1 |a IMF Working Papers 
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520 3 |a Do euro area inflation expectations remain well-anchored? This paper finds that the protracted period of low (and below-target) inflation in the euro area since 2013 has weakened their anchoring. Testing their sensitivity to inflation and macroeconomic news, this paper expands existing results in two key dimensions. First, by analyzing all available (advanced) inflation releases. Second, the reactions of expectations are investigated at daily, time-varying and intraday frequency regressions to add robustness to our conclusions. Results point to a significant impact of inflation news over recent years that had not been observed before in the euro area. 
538 |a Mode of access: Internet 
650 7 |a Inflation Expectation  |2 imf 
650 7 |a Inflation Rate  |2 imf 
650 7 |a Inflation  |2 imf 
650 7 |a Market-Based Inflation Expectations  |2 imf 
650 7 |a WP  |2 imf 
651 7 |a Germany  |2 imf 
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