Inflation expectations |
Contains the documents that study the inflation expectations and what affects it and the documents related to the formation of said expectations. |
Dokko (1991DOKKO, Y. et al. Determinants of the rate of return for nonresidential real estate: inflation expectations and market adjustment lags. Real Estate Economics, v. 19, n. 1, p.52-69, 1991. DOI: https://doi.org/10.1111/1540-6229.00540. https://doi.org/10.1111/1540-6229.00540...
), Berk, J. M. (1999BERK, J. M. Measuring inflation expectations: A survey data approach. Applied Economics, v. 31, n. 11, p. 1467-1480, 1999. DOI: https://doi.org/10.1080/000368499323337. https://doi.org/10.1080/000368499323337...
),Dua (2008DUA, P. Analysis of consumers’ perceptions of buying conditions for houses. The Journal of Real Estate Finance and Economics, v. 37, n. 4, p. 335-350, 2008. DOI: https://doi.org/10.1007/s11146-007-9084-0. https://doi.org/10.1007/s11146-007-9084-...
),Horváth (2008HORVÁTH, R. Undershooting of the inflation target in the Czech Republic: The role of inflation expectations. Finance a úvěr-Czech Journal of Economics and Finance, v. 58, p. 482-492, 2008. Available at: Available at: http://journal.fsv.cuni.cz/storage/1145_1145_6__horvath.pdf . Accessed on: 25 Apr. 2021. http://journal.fsv.cuni.cz/storage/1145_...
),Proaño (2009PROAÑO, C. R. (De-)Stabilizing two-country macroeconomic interactions in an estimated model of the US and the Euro Area. International Economy and Economic Policy, v. 6, p. 421-443, 2009. DOI: https://doi.org/10.1007/s10368-009-0145-0. https://doi.org/10.1007/s10368-009-0145-...
),Ueda (2010UEDA, K. Determinants of households’ inflation expectations in Japan and the United States. Journal of the Japanese and International Economies, v. 24, n. 4, p. 503-518, 2010. DOI: https://doi.org/10.1016/j.jjie.2010.06.002. https://doi.org/10.1016/j.jjie.2010.06.0...
),Coffinet and Frappa (2010COFFINET, J.; FRAPPA, S. Determinants of the inflation compensation curve in the euro area. The European Journal of Finance, v. 16, n. 8, p. 769-783, 2010. DOI: https://doi.org/10.1080/1351847X.2010.481460. https://doi.org/10.1080/1351847X.2010.48...
),Del Negro and Eusepi (2011DEL NEGRO, M.; EUSEPI, S. Fitting observed inflation expectations. Journal of Economic Dynamics and Control, v. 35, n. 12, p. 2105-2131, 2011. DOI: https://doi.org/10.1016/j.jedc.2011.04.005. https://doi.org/10.1016/j.jedc.2011.04.0...
),Posen (2011POSEN, A. The soft tyranny of inflation expectations. International Finance , v. 14, n. 3, p. 541-566, 2011. DOI: https://doi.org/10.1111/j.1468-2362.2011.01287.x. https://doi.org/10.1111/j.1468-2362.2011...
),Wimanda, Turner, and Hall (2011WIMANDA, R. E.; TURNER, P. M.; HALL, M. J. Expectations and the inertia of inflation: The case of Indonesia. Journal of Policy Modeling, v. 33, n. 3, p. 426-438, 2011. DOI: https://doi.org/10.1016/j.jpolmod.2010.08.009. https://doi.org/10.1016/j.jpolmod.2010.0...
),Doh (2011DOH, T. The yield curve in an estimated nonlinear macro model. Journal of Economic Dynamics and Control , v. 35, n. 8, p. 1229-1244, 2011. DOI: https://doi.org/10.1016/j.jedc.2011.03.003. https://doi.org/10.1016/j.jedc.2011.03.0...
),Yap and Allen (2011YAP, G.; ALLEN, D. Investigating other leading indicators influencing Australian domestic tourism demand. Mathematics and Computers in Simulation, v. 81, n. 7, p. 1365-1374, 2011. DOI: https://doi.org/10.1016/j.matcom.2010.05.005. https://doi.org/10.1016/j.matcom.2010.05...
),Kanas, Vasiliou, and Eriotis (2012KANAS, A.; VASILIOU, D.; ERIOTIS, N. Revisiting bank profitability: A semi-parametric approach. Journal of International Financial Markets, Institutions, and Money, v. 22, n. 4, p. 990-1005, 2012. DOI: https://doi.org/10.1016/j.intfin.2011.10.003. https://doi.org/10.1016/j.intfin.2011.10...
),Abdullah and Kalim (2012ABDULLAH, M.; KALIM, R. Empirical analysis of food price inflation in Pakistan. World Applied Sciences Journal, v. 16, n.7, p.933-939, 2012. Available at: Available at: http://escholar.umt.edu.pk:8080/jspui/bitstream/123456789/492/3/Full%20View.pdf . Accessed on: 20 Mar. 2021. http://escholar.umt.edu.pk:8080/jspui/bi...
),Fuhrer (2012FUHRER, J. The role of expectations in inflation dynamics. International Journal of Central Banking, p. 137-165, 2012. Available at: Available at: https://www.ijcb.org/journal/ijcb12q0a7.pdf . Accessed on: 30 Mar. 2021. https://www.ijcb.org/journal/ijcb12q0a7....
),Nair (2012NAIR, L. R. Policy disciplining effect of capital account openness in India. Transition Studies Review, v. 19, n. 1, p. 43-57, 2012. DOI: https://doi.org/10.1007/s11300-012-0229-3. https://doi.org/10.1007/s11300-012-0229-...
),Hayo and Mazhar (2014HAYO, B.; MAZHAR, U. Monetary Policy committee transparency: Measurement, determinants, and economic effects. Open Economic Review, v. 25, p. 739-770, 2014. DOI: https://doi.org/10.1007/s11079-013-9296-2. https://doi.org/10.1007/s11079-013-9296-...
),McAdam and Willman (2013MCADAM, P.; WILLMAN, A. Technology, utilization, and inflation: What drives the new Keynesian Phillips Curve? Journal of Money, Credit and Banking , v. 45, n. 8, p. 1548-1579, 2013. Available at: Available at: https://www.jstor.org/stable/42920085 . Accessed on: 5 May 2021. https://www.jstor.org/stable/42920085...
),Baur, Beckmann, and Czudaj (2016BAUR, D. G.; BECKMANN, J.; CZUDAJ, R. A melting pot - Gold price forecasts under model and parameter uncertainty. International Review of Financial Analysis, v. 48, p. 282-291, 2016. DOI: https://doi.org/10.1016/j.irfa.2016.10.010. https://doi.org/10.1016/j.irfa.2016.10.0...
),Nampewo and Opolot (2016NAMPEWO, D.; OPOLOT, J. Financial innovations and money velocity in Uganda. African Development Review, v. 28, n. 4, p. 371-382, 2016. DOI: https://doi.org/10.1111/1467-8268.12218. https://doi.org/10.1111/1467-8268.12218...
),Białowolski (2016BIAŁOWOLSKI, P. The influence of negative response style on survey-based household inflation expectations. Quality and Quantity, v. 50, p. 509-528, 2016. DOI: 10.1007/s11135-015-0161-9. https://doi.org/10.1007/s11135-015-0161-...
),Mackiewicz (2016MACKIEWICZ-ŁYZIAK, J. Central bank credibility: Determinants and measurement a cross-country study. Acta Oeconomica, v. 66, n. 1, p. 125-151, 2016. DOI: https://doi.org/10.1556/032.2016.66.1.6. https://doi.org/10.1556/032.2016.66.1.6...
),Weber (2018WEBER, C. S. Central bank transparency and inflation (volatility) - New evidence. International Economics and Economic Policy, v. 15, p. 21-67, 2018. DOI: https://doi.org/10.1007/s10368-016-0365-z. https://doi.org/10.1007/s10368-016-0365-...
),Armona, Fuster, and Zafar (2019ARMONA, L.; FUSTER, A.; ZAFAR, B. Home price expectations and behaviour: Evidence from a randomized information experiment. Review of Economic Studies, v. 86, n. 4, p. 1-40, 2019. DOI: https://doi.org/10.1093/restud/rdy038. https://doi.org/10.1093/restud/rdy038...
),Ganić (2018GANIĆ, M. An empirical analysis of factors affecting bank interest margins: Evidence from the southeast European Countries. Comparative Economic Research, v. 21, n. 2, p. 81-98, 2018. Available at: Available at: https://www.ceeol.com/search/article-detail?id=746485 . Accessed on: 30 Mar. 2021. https://www.ceeol.com/search/article-det...
),Stillwagon (2018STILLWAGON, J. R. TIPS and the VIX: Spillovers from financial panic to breakeven inflation in an automated, nonlinear modeling framework. Oxford Bulletin of Economics and Statistics, v. 80, n. 2, p. 218-235, 2018. DOI: https://doi.org/10.1111/obes.12218. https://doi.org/10.1111/obes.12218...
),Pop and Roman (2018POP, R. E.; ROMAN, M. D. Learning dynamics and the rationality of inflation expectations in CEE countries. Economic Computation and Economic Cybernetics Studies and Research, v. 52, n. 2, p. 21-36, 2018. DOI: https://doi.org/10.1016/j.irfa.2020.101558. https://doi.org/10.1016/j.irfa.2020.1015...
),Bulut (2018BULUT, U. Inflation expectations in Turkey: Determinants and roles in missing inflation targets. Journal of Central Banking Theory and Practice, v. 7, n. 3, p. 77-90, 2018. DOI: https://doi.org/10.2478/jcbtp-2018-0024. https://doi.org/10.2478/jcbtp-2018-0024...
),Madito and Odhiambo (2018MADITO, O.; ODHIAMBO, N. M. The main determinants of inflation in South Africa: An empirical investigation. Organizations and Markets in Emerging Economies, v. 9, n. 2, p. 212-232, 2018. DOI: https://doi.org/10.15388/omee.2018.10.00011. https://doi.org/10.15388/omee.2018.10.00...
),Boneva et al (2019BONEVA, L. et al. Firms’ price, cost and activity expectations: Evidence from micro data. The Economic Journal, v. 130, n. 627, p. 555-586, 2019. DOI: https://doi.org/10.1093/ej/uez059. https://doi.org/10.1093/ej/uez059...
),Daniels, Mazumder, and VanHoose (2019DANIELS, J. P.; MAZUMDER, S.; VANHOOSE, D. D. Expected inflation and the sacrifice ratio. International Finance, v. 22, n. 3, p. 1-16, 2019. DOI: https://doi.org/10.1111/infi.12340. https://doi.org/10.1111/infi.12340...
),Bojaj and Djurovic (2020BOJAJ, M.; DJUROVIC, G. Forecasting inflation: A combination approach. Engineering Economics, v. 31, n. 2, p. 145-154, 2020. DOI: https://doi.org/10.5755/j01.ee.31.2.24609. https://doi.org/10.5755/j01.ee.31.2.2460...
),Jolly and Indapurkar (2020JOLLY, T.; INDAPURKAR, K. An analytical study on inflationary expectations with reference to evidences from the world. International Journal of Advanced Science and Technology, v. 29, n. 3, p. 2536-2550, 2020. Available at: Available at: http://sersc.org/journals/index.php/IJAST/article/view/4413 . Accessed on: 23 Apr. 2021. http://sersc.org/journals/index.php/IJAS...
), Abaidoo and Anyigba (2020ABAIDOO, R.; ANYIGBA, H. Bank performance variability and strands of inflationary conditions. European Journal of Management and Business Economics, v. 29, n. 3, p.235-253, 2020. Available at: Available at: https://www.emerald.com/insight/content/doi/10.1108/EJMBE-09-2018-0100/full/pdf?title=bank-performance-variability-and-strands-of-inflationary-conditions . Accessed on: 15 Aug. 2022. https://www.emerald.com/insight/content/...
),Nasir, Duc Huynh, and Yarovaya (2020NASIR, M. A.; DUC HUYNH, T. L.; YAROVAYA, L. Inflation targeting and implications of oil shocks for inflation expectations in oil-importing and exporting economies: Evidence from three Nordic Kingdoms. International Review of Financial Analysis , v. 72, 2020. DOI: https://doi.org/10.1016/j.irfa.2020.101558. https://doi.org/10.1016/j.irfa.2020.1015...
), Nasir, Duc Huynh, and Vinh Vo (2020NASIR, M. A.; DUC HUYNH, T. L.; VINH VO, X. Exchange rate pass-through and management of inflation expectations in a small open inflation targeting economy. International Review of Economics and Finance, v. 69, p. 178-188, 2020. DOI: https://doi.org/10.1016/j.iref.2020.04.010. https://doi.org/10.1016/j.iref.2020.04.0...
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Latin America |
This category is specifically for the papers that focus their study on one or various Latin American countries. This could contain topics that fit any of the above categories, but due to the interest of this research, they are classified separately. |
Gelos and Rossi Irondo (2008GELOS, G.; ROSSI IRONDO, F. Macroeconomic implications of financial dollarization: The case of Uruguay: Inflation process in Uruguay. Washington, DC: International Monetary Fund, 2008.),De Mello and Moccero (2009DE MELLO, L.; MOCCERO, D. Monetary policy and inflation expectations in Latin America: Long-run effects and volatility spillovers. Journal of Money, Credit and Banking, v. 41, n. 8, p. 1671-1690, 2009. Available at: Available at: https://www.jstor.org/stable/20685080 . Accessed on: 12 Mar. 2021. https://www.jstor.org/stable/20685080...
),Cerisola and Gelos (2009CERISOLA, M.; GELOS, G. What drives inflation expectations in Brazil? An empirical analysis. Applied Economics, v. 41, n. 10, p. 1215-1227, 2009. DOI: https://doi.org/10.1080/00036840601166892. https://doi.org/10.1080/0003684060116689...
),Carrasco and Ferreiro (2011CARRASCO, C. A.; FERREIRO, J. Inflation targeting and economic performance: The case of Mexico. Panoeconomicus, v. 58, n. 5, p. 675-692, 2011. DOI: https://doi.org/10.2298/PAN1105675C. https://doi.org/10.2298/PAN1105675C...
),De Mello and Moccero (2011DE MELLO, L.; MOCCERO, D. Monetary policy and macroeconomic stability in Latin America: The cases of Brazil, Chile, Colombia, and Mexico. Journal of International Money and Finance , v. 30, n. 1, p. 229-245, 2011. DOI: https://doi.org/10.1016/j.jimonfin.2010.08.002. https://doi.org/10.1016/j.jimonfin.2010....
),Carvalho and Minella (2012CARVALHO, F. A.; MINELLA, A. Survey forecasts in Brazil: A prismatic assessment of epidemiology, performance, and determinants. Journal of International Money and Finance, v. 31, n. 6, p. 1371-1391, 2012. DOI: https://doi.org/10.1016/j.jimonfin.2012.02.006. https://doi.org/10.1016/j.jimonfin.2012....
),Mariscal, Powell, and Tavella (2014MARISCAL, R.; POWELL, A.; TAVELLA, P. On the credibility of inflation targeting regimes in Latin America. Washington, DC: Inter-American Development Bank, 2014. (IDB Working Paper Series). Available at: Available at: http://hdl.handle.net/10419/115476 . Accessed on: 20 Mar. 2021. http://hdl.handle.net/10419/115476...
),Caldas and Curi (2017CALDAS, G.; CURI, A. Disagreement in expectations about public debt, monetary policy credibility, and inflation risk premium. Journal of Economics and Business, v. 93, p. 46-61, 2017. DOI: https://doi.org/10.1016/j.jeconbus.2017.06.003. https://doi.org/10.1016/j.jeconbus.2017....
),Caputo (2022CAPUTO, R. Addiction to inflation or to fiscal deficits? The Chilean experience of 1970s. International Journal of Financial Economics, v. 27, n. 1, p. 99-110, 2022. DOI: https://doi.org/10.1002/ijfe.2140. https://doi.org/10.1002/ijfe.2140...
),Silveira and Caldas (2020SILVEIRA, D.; CALDAS, G. Sovereign credit news and disagreement in expectations about the exchange rate: Evidence from Brazil. Journal of Economic Studies, v. 48, n. 3, 2020. DOI: https://doi.org/10.1108/JES-10-2019-0483. https://doi.org/10.1108/JES-10-2019-0483...
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