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An indicator of inflation expectations anchoring. (2017). Natoli, Filippo ; Sigalotti, Laura .
In: Temi di discussione (Economic working papers).
RePEc:bdi:wptemi:td_1103_17.

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Cited: 17

Citations received by this document

Cites: 15

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Cocites: 50

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Citations received by this document

  1. Inflation puzzles, the Phillips Curve and output expectations: new perspectives from the Euro Zone. (2022). Tamborini, Roberto ; Sardone, Alessandro ; Passamani, Giuliana.
    In: Empirica.
    RePEc:kap:empiri:v:49:y:2022:i:1:d:10.1007_s10663-021-09515-8.

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  2. Is High Inflation the New Challenge for Central Banks?. (2021). Tamborini, Roberto ; Roberto, Luigi Bonatti.
    In: DEM Working Papers.
    RePEc:trn:utwprg:2021/14.

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  3. Inflation News and Euro-Area Inflation Expectations. (2021). Sebastian, ; Garcia, Juan Angel.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2021:q:3:a:1.

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  4. The ECB’s price stability framework: past experience, and current and future challenges. (2021). Zevi, Giordano ; Weber, Henning ; Schmidt, Sebastian ; Ristiniemi, Annukka ; Pisani, Massimiliano ; Nikolov, Kalin ; Meyler, Aidan ; Matheron, Julien ; Mazelis, Falk ; Locarno, Alberto ; Hurtado, Samuel ; Giesen, Sebastian ; Gautier, Erwan ; Ehrmann, Michael ; Coenen, Günter ; Aguilar, Pablo ; Cecion, Martina ; Dupraz, Stephane ; Sturm, Michael ; Hoffmann, Mathias ; Gomes, Sandra ; Rannenberg, Ansgar ; Pavlova, Lora ; Ioannidis, Michael ; Monch, Emanuel ; Hammermann, Felix ; Maletic, Matjaz ; Al-Haschimi, Alexander ; Kontulainen, Jarmo ; Dobrew, Michael ; Stevens, Arnoud ; Cleanthous, Lena ; Scheer, Alexander ; Gilbert, Niels ; Kok, Christoffer ; Papageorgiou, Dimitris ; Hutchinson, John ; Haavio, Markus ; Lojsc
  5. Job Polarization and the Flattening of the Price Phillips Curve. (2021). Siena, Daniele ; Riccardo, Zago.
    In: Working papers.
    RePEc:bfr:banfra:819.

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  6. Expectations anchoring indexes for Brazil using Kalman filter: Exploring signals of inflation anchoring in the long term. (2020). Oliveira, Fernando ; Gaglianone, Wagner ; de Oliveira, Fernando Nascimento.
    In: International Economics.
    RePEc:eee:inteco:v:163:y:2020:i:c:p:72-91.

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  7. Pass-through from short-horizon to long-horizon inflation expectations, and the anchoring of inflation expectations. (2020). Yetman, James.
    In: BIS Working Papers.
    RePEc:bis:biswps:895.

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  8. The pass-through from short-horizon to long-horizon inflation expectations. (2020). Yetman, James.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:111-07.

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  9. Three dimensions of central bank credibility and inferential expectations: The Euro zone. (2019). Zizzo, Daniel ; Henckel, Timo ; Moffatt, Peter ; Menzies, Gordon D.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:60:y:2019:i:c:p:294-308.

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  10. Anchored Inflation Expectations. (2019). de Carvalho, Carlos Viana ; Preston, Bruce ; Moench, Emanuel ; Eusepi, Stefano.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13900.

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  11. Labour productivity and the wageless recovery. (2019). Guglielminetti, Elisa ; Conti, Antonio ; Riggi, Marianna.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1257_19.

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  12. Anchored or de-anchored? That is the question. (2019). Tagliabracci, Alex ; Neri, Stefano ; Corsello, Francesco.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_516_19.

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  13. Expectations Anchoring Indexes for Brazil using Kalman Filter: exploring signals of inflation anchoring in the long term. (2019). Gaglianone, Wagner ; de Oliveira, Fernando Nascimento .
    In: Working Papers Series.
    RePEc:bcb:wpaper:497.

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  14. New evidence on the evolution of the anchoring of inflation expectations. (2018). buono, ines ; Formai, Sara.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:57:y:2018:i:c:p:39-54.

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  15. Oil prices and inflation expectations. (2018). Conflitti, Cristina ; Cristadoro, Riccardo .
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_423_18.

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  16. What does the heterogeneity of the inflation expectations of Italian firms tell us?. (2017). Rosolia, Alfonso ; Bartiloro, Laura ; Bottone, Marco.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_414_17.

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  17. Monetary policy in a low interest rate environment. (2017). Neri, Stefano ; Ferrero, Giuseppe.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_392_17.

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References

References cited by this document

  1. Autrup, S.L. and M. Grothe (2014), “Economic surprises and inflation expectations: has anchoring of expectations survived the crisis?” ECB Working paper series nr. 1671.

  2. Bauer, M. and J. Christensen (2014), “Financial market outlook for inflation.” FRBSF Economic Letter.
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  3. BoE (2015), “Inflation report.” May 2015.
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  4. Buono, I. and S. Formai (2016), “The evolution of the anchoring of inflation expectations.” Bank of Italy Occasional Papers nr. 321.

  5. Galati, G., S. Poelhekke, and C. Zhoua (2011), “Did the crisis affect inflation expectations?” International Journal of Central Banking, 7(1).

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  7. Kocherlakota, N. (2013), “Optimal outlooks.” Speech at the Conference on Extracting and Understanding the Risk Neutral Probability Density from Option Prices, NYU Stern School of Business.
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  8. Mehrotra, A. and J. Yetman (2014), “Decaying expectations: what inflation forecasts tell us about the anchoring of inflation expectations.” BIS Working Papers, 464.

  9. Miccoli, M. and S. Neri (2015), “Inflation surprises and inflation expectations in the euro area.” Bank of Italy Occasional Papers nr. 265.

  10. Natoli, F. and L. Sigalotti (2016), “Tail comovement in inflation expectations as an indicator of anchoring.” International Journal of Central Banking, forthcoming.

  11. Nautz, T. and D. Strohsal (2015), “Are us inflation expectations re-anchored?” Economics Letters, 127, 6–9.

  12. Nechio, F. (2015), “Have long-term inflation expectations declined?” FRBSF ECONOMIC LETTER nr. 11.
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  13. Pericoli, M. (2012), “Expected inflation and inflation risk premium in the euro area and in the united states.” Bank of Italy Working Paper Series, 842.
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  14. Scharnagl, M. and J. Stapf (2015), “Inflation, deflation, and uncertainty: What drives euro area option-implied inflation expectations and are they still anchored in the sovereign debt crisis?” Economic Modeling, 48.

  15. Taboga, M. (2016), “Option-implied probability distributions: how reliable? how jagged?” International Review of Economics and Finance, 45, 453–469. 2000 2002 2004 2006 2008 2010 2012 2014 −2 Euro area HICP HICP core 2000 2002 2004 2006 2008 2010 2012 2014 −2 United States PCE PCE core 2000 2002 2004 2006 2008 2010 2012 2014 −2 United Kingdom CPI CPI core

Cocites

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  2. Inflation News and Euro-Area Inflation Expectations. (2021). Sebastian, ; Garcia, Juan Angel.
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