ECONIS Select – Expected inflation

04/2011

This is a selection of recent articles, working papers and books on the subject, chosen by our staff and available through our document delivery services.

Search our free online catalogue or try our portal EconBiz.

Web-Links:

• Wall Street Journal Interview with Jean-Claude Trichet,
  18.04.2011
• McCallum, Bennett T. "inflation expectations."
  The New Palgrave Dictionary of Economics Online

Literature selected from our database ECONIS:

• Article: Jüngste Entwicklung der Inflationserwartungen im Euro-Währungsgebiet
  In: European Central Bank: Monatsbericht / Europäische Zentralbank. - Frankfurt, M.: EZB, ISSN 1561-0292, ZDB-ID 14621241. - 2011, S. 79-94
  Keywords: Inflationserwartung / Eurozone / EU-Staaten
• Article: Inflation expectations and the great recession / Petra Gerlach; Peter Hördahl; Richhild Moessner
  In: Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung: BIS quarterly review. - Basel: BIS, ISSN 1012-9979, ZDB-ID 22657320. - 2011, S. 39-51
  Keywords: Inflationserwartung / Finanzmarktkrise / Preisniveaustabilität / Wirkungsanalyse / Welt / 2007-2010
• Title : Estimating inflation expectations with a limited number of inflation-indexed bonds / Richard Finlay and Sebastian Wende
  Published: Sydney NSW: Economic Research Dep., 2011
  Series: Research discussion paper / Reserve Bank of Australia; 2011,01
  Keywords: Inflationserwartung / Inflationsrate / Risikoprämie / Prognoseverfahren / Zinsstrukturtheorie / Zustandsraummodell / Australien
  Signatory: W 267 (2011,1)
  Link: http://www.rba.gov.au/publications/rdp/2011/pdf/rdp2011-01.pdf
• Title: Inflation perceptions and expectations in Sweden: are media reports the "missing link"? / Lena Dräger
  Published: Zürich: KOF, 2011
  Series: KOF working papers / KOF Swiss Economic Institute, ETH Zurich; 273
  Keywords: Inflationserwartung / Medienverhalten / Informationsverbreitung / Kausalanalyse / Schweden / 1998-2008
  Links:
  http://dx.doi.org/10.3929/ethz-a-006341668
  http://e-collection.ethbib.ethz.ch/eserv/eth:2431/eth-2431-01.pdf
  http://e-collection.ethbib.ethz.ch/view/eth:2431
  http://kofportal.kof.ethz.ch/publications/download/2057/wp_273.pdf
• Title: How do inflation expectations form? New insights from a high-frequency survey / Gabriele Galati; Peter Heemeijer and Richhild Moessner
  Published: Amsterdam, 2011
  Series: DNB working papers; 283
  Keywords: Inflationserwartung / Preisniveaustabilität / Finanzmarktkrise / Konjunktur / EU-Staaten / 2009-2010
  Signatory: W 1612 (283)
• Title: Measuring disagreement in UK consumer and central bank inflation forecasts / by Richhild Moessner, Feng Zhu and Colin Ellis
  Published: Basel: Bank for Internat. Settlements, 2011
  Series: BIS working papers; 339
  Keywords: Inflationserwartung / Prognoseverfahren / Lebenshaltungsindex / Bootstrap-Verfahren / Statistischer Test / Nichtparametrisches Verfahren / Großbritannien / 2001-2007
  Signatory: W 910 (339)
  Link: http://www.bis.org/publ/work339.pdf
• Article: Inflation expectations and the conduct of monetary policy: a review of recent evidence and expirience / Rose Cunningham, Brigitte Desroches, and Eric Santor
  In: Bank of Canada : Bank of Canada review. - Ottawa, ISSN 0045-1460, ZDB-ID 1215930. - 2009/2010, Spring, S. 13-25
  Keywords: Inflationserwartung / Volatilität / Geldpolitik / Kanada / 1995-2009
• Article: Heterogeneity, learning and information stickiness in inflation expectations / Damjan Pfajfar; Emiliano Santoro
  In: Journal of economic behavior & organization. - Amsterdam [u.a.]: Elsevier, ISSN 0167-2681, ZDB-ID 8643210. - Bd. 75.2010, 3, S. 426-444
  Keywords: Lernprozess / Unvollkommene Information / Inflationserwartung
• Article: Does inflation targeting anchor long-run inflation rxpectations?: evidence from the U.S., UK and Sweden / Refet S. Gürkaynak; Eric Swanson; Andrew Levin
  In: European Economic Association: Journal of the European Economic Association. - Malden: Wiley-Blackwell, ISSN 1542-4766, ZDB-ID 21147097. - Bd. 8.2010, 6, S. 1208-1242
  Keywords: Geldpolitik / |stw| Inflation Targeting / |stw| Inflationserwartung / |stw| Wirtschaftsprognose / |stw| Großbritannien / |stw| USA / |stw| Schweden / 1993-2005
• Article: Inflation dynamics: the role of expectations / Ricardo Nunes
  In: Journal of money, credit and banking. - Malden, Mass. [u.a.]: Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 2183626. - Bd. 42.2010, 6, S. 1161-1172
  Keywords: New-Keynesian Phillips Curve / Erwartungstheorie / Rationale Erwartung / Inflationserwartung / USA / 1968-2007
• Article: The historical place of the "Friedman-Phelps" expectations critique / James Forder
  In: The European journal of the history of economic thought. - Abingdon, Oxfordshire: Routledge, Taylor & Francis Group, ISSN 0967-2567, ZDB-ID 11744558. - Bd. 17.2010, 3, S. 493-511
  Keywords: Phillips-Kurve / Inflationserwartung / Kritik / Edmund S. Phelps / Milton Friedman
• Article: The effects of inflation uncertainty on interest rates: a nonlinear approach / Tolga Omay and Mübariz Hasanov
  In: Applied economics. - Abingdon: Routledge, ISSN 0003-6846, ZDB-ID 2801760. - Bd. 42.2010, 22/24, S. 2941-2955
  Keywords: Inflationserwartung / Zins / Nichtlineares Verfahren
• Article: Inflation expectations in Turkey: learning to be rational / Hakan Kara and Hande Küçük-Tuğer
  In: Applied economics. - Abingdon: Routledge, ISSN 0003-6846, ZDB-ID 2801760. - Bd. 42.2010, 19/21, S. 2725-2742
  Keywords: Inflationserwartung / Türkei
• Article: The relationships among expected inflation, disagreement, and uncertainty: evidence from matched point and density forecasts / Robert Rich and Joseph Tracy
  In: The review of economics and statistics. - Cambridge, Mass.: MIT Press, ISSN 0034-6535, ZDB-ID 2079628. - Bd. XCII.2010, 1 (Feb.), S. 200-207
  Keywords: Inflationserwartung / |stw| Inflation / |stw| Prognoseverfahren / |stw| Entropie / |stw| Statistische Verteilung / |stw| USA / 1968-2003
• Title: The euro cash changeover, inflation perceptions and the media / Michael J. Lamla and Sarah M. Lein
  Published: Zürich: KOF, 2010
  Series: KOF working papers / KOF Swiss Economic Institute, ETH Zurich; 254
  Keywords: Geldpolitik / Euro / Inflationserwartung / Medienverhalten / Öffentliche Meinung / Deutschland / 1998-2007
  Links:
  http://dx.doi.org/10.3929/ethz-a-005985378
  http://e-collection.ethbib.ethz.ch/eserv/eth:776/eth-776-01.pdf
  http://e-collection.ethbib.ethz.ch/view/eth:776
  http://kofportal.kof.ethz.ch/publications/download/1699/wp_254.pdf
• Title: How much does the public know about the ECB's monetary policy?: evidence from a survey of Dutch households / by Carin van der Cruijsen, David-Jan Jansen and Jakob de Haan
  Published: Frankfurt am Main: European Central Bank, 2010
  Series: Working paper series / European Central Bank; 1265
  Keywords: Geldpolitik / Öffentliche Meinung / Staatliche Information / Inflationserwartung / Privater Haushalt / Niederlande / 2009
  Links:
  http://www.pedz.uni-mannheim.de/daten/edz-ki/ezb/10/w-paper/ecbwp1265.pdf
  http://www.ecb.int/pub/pdf/scpwps/ecbwp1265.pdf
• Article: Assessment of inflationary expectations in India: a Markov chain Monte-Carlo based Gibbs sampling approach / Himanshu Joshi
  In: Macroeconomics and finance in emerging market economies. - London [u.a.]: Routledge, ISSN 1752-0843, ZDB-ID 24257588. - Bd. 3.2010, 2, S. 213-225
  Keywords: Inflationserwartung / Inflationsrate / Monetarismus / Strukturalismus / Monte-Carlo-Methode / Markovscher Prozess / Indien
• Article: Inflation expectations in the euro area: are consumers rational? / Francisco Dias; Clàudia Duarte; António Rua
  In : Review of world economics. - Heidelberg: Springer, ISSN 1610-2878, ZDB-ID 21015193. - Bd. 146.2010, 3, S. 591-607
  Keywords: Inflationserwartung / Konsumentenverhalten / Rationales Verhalten / EU-Staaten / 1986-2006
• Article: Inflation (mis)perceptions in the euro area / Francisco Dias; Cláudia Duarte; António Rua
  In: Empirical economics. - Berlin: Springer, ISSN 0377-7332, ZDB-ID 5193941. - Bd. 39.2010, 2, S. 353-369
  Keywords: Inflationserwartung / Konsumentenverhalten / Rationales Verhalten / EU-Staaten / 1986-2006
• Title: Essays on inflation expectation formation / by Thomas Maag
  Published: Zürich: KOF, 2010
  Series: KOF dissertation series; 4
  Keywords: Lebenshaltungskosten / Inflationserwartung / Privater Haushalt / Prognoseverfahren / Statistische Methode / Schätzung / Schweiz / Schweden / Europa
  Signatory: B 373315
  Link: http://dx.doi.org/10.3929/ethz-a-006086165
• Title: Does aggregating forecasts by CPI component improve inflation forecast accuracy in South Africa? / Janine Aron and John Muellbauer
  Published: London: Centre for Economic Policy Research, 2010
  Series: Discussion paper series / Centre for Economic Policy Research; 7895: International macroeconomics
  Keywords: Inflationserwartung / Prognose / Lebenshaltungsindex / Fehlerkorrekturmodell / Zeitreihenanalyse / Südafrika / 1979-2007
  Signatory: W 32 (7895)
  Link: http://www.cepr.org/pubs/dps/DP7895.asp
• Title: Monetary policy mistakes and the ecolution of inflation expectations / Athanasios Orphanides and John C. Williams
  Published: London: Centre for Economic Policy Research, 2010
  Series: Discussion paper series / Centre for Economic Policy Research; 7892: International macroeconomics
  Keywords: Geldpolitik / Geldpolitisches Ziel / Inflationserwartung / Rationale Erwartung / Natürliche Arbeitslosigkeit / USA / 1966-2003
  Signatory: W 32 (7892)
  Link: http://www.cepr.org/pubs/dps/DP7892.asp
• Title: The diversity of forecasts from macroeconomic models of the US economy / Volker Wieland and Maik H. Wolters
  Published: London: Centre for Economic Policy Research, 2010
  Series: Discussion paper series / Centre for Economic Policy Research; 7870: International macroeconomics
  Keywords: Konjunkturprognose / Inflationserwartung / Prognoseverfahren / Sachverständige / Vergleich / Ökonometrisches Makromodell / Konjunktur / Schätzung / USA
  Signatory: W 32 (7870)
  Link: http://www.cepr.org/pubs/dps/DP7870.asp
• Title: Inflation and inflation uncertainty in the euro area / by Guglielmo Maria Caporale, Luca Onorante and Paolo Paesani
  Published: Frankfurt am Main: European Central Bank, 2010
  Series: Working paper series / European Central Bank; 1229
  Keywords: Inflationserwartung / Inflation / Risiko / Europäischer Währungsverbund / Zentralbank / VAR-Modell / ARCH-Modell / EU-Staaten
  Links:
  http://www.pedz.uni-mannheim.de/daten/edz-ki/ezb/10/w-paper/ecbwp1229.pdf
  http://www.ecb.int/pub/pdf/scpwps/ecbwp1229.pdf
• Title: Essays on inflation expectation formation / von Thomas Maag
  Published: Zürich: ETH, 2010
  Series: KOF dissertation series; 4
  Keywords: Lebenshaltungskosten / Inflationserwartung / Privater Haushalt / Prognoseverfahren / Statistische Methode / Schätzung / Schweiz / Schweden / Europa
  Links:
  http://dx.doi.org/10.3929/ethz-a-006086165
  http://e-collection.ethbib.ethz.ch/eserv/eth:1390/eth-1390-02.pdf
  http://opac.nebis.ch/F/?local_base=NEBIS&func=find-b&find_code=SYS&request=006086165
• Article: Forecasting inflation in an inflation-targeting regime: a role for informative steady-state priors / Meredith Beechey; Pär Österholm
  In: International journal of forecasting. - Amsterdam [u.a.]: Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Bd. 26.2010, 2, S. 248-264
  Keywords: Inflation Targeting / Inflationserwartung / Bayes-Statistik / Australien / Neuseeland / Kanada / Schweden / Großbritannien / USA
• Title: Inflation expectations and monetary policy in India: an empirical exploration / Michael Debabrata Patra and Partha Ray
  Published: Washington, DC: Internat. Monetary Fund, 2010
  Series: IMF working paper; 10/84
  Keywords: Inflationserwartung / Geldpolitik / New-Keynesian Phillips Curve / Indien
  Signatory: W 128 (2010,84)
  Link: http://www.imf.org/external/pubs/ft/wp/2010/wp1084.pdf
• Title: Sustainable monetary policy and inflation expectations / Roc Armenter
  Published: Philadelphia, Pa., 2010
  Series: Working papers / Research Department, Federal Reserve Bank of Philadelphia; 10,20
  Keywords: Geldpolitik / Inflationserwartung / Inflationsbekämpfung / Glaubwürdigkeit / Theorie
  Signatory: W 80 (2010,20)
  Link: http://www.phil.frb.org/research-and-data/publications/working-papers/2010/wp10-20.pdf
• Article: Schocks, die Krise und Unsicherheit bei Inflationserwartungen: Theorie und Evidenz im Euroraum / Ernest Gnan; Johannes Langthaler; Maria Teresa Valderrama
  In: Geldpolitik & Wirtschaft. - Wien: OeNB, ZDB-ID 21457529. - 2010, 1, S. 27-55
  Keywords: Inflationserwartung / Schock / Inflation / Volatilität / Theorie / Schätzung / EU-Staaten / 1999-2010
• Article: Inflation expectations and macroeconomic dynamics: the case of rational versus extrapolative expectations / Marji Lines; Frank Westerhoff
  In: Journal of economic dynamics & control. - Amsterdam [u.a.]: Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Bd. 34.2010, 2, S. 246-257
  Keywords: Inflationserwartung / Okun's Law / Phillips-Kurve / Erwartungstheorie / Theorie
• Title: Searching for Irving Fisher / Kris James Mitchener; Marc D. Weidenmier
  Published: Cambridge, Mass., 2010
  Series: NBER working paper series; 15670
  Keywords: Inflationstheorie / Inflationserwartung / Goldwährung / Fisher-Effekt / Irving Fisher
  Signatory: W 1 (15670)
  Link: http://www.nber.org/papers/w15670.pdf
• Article: Imperfect knowledge, inflation expectations, and monetary policy / Athanasios Orphanides and John C. Williams
  In: The inflation-targeting debate. - Chicago, Ill. [u.a.]: Univ. of Chicago Press, ISBN 0-226-04471-8. - 2005, S. 201-234
  Keywords: Inflationserwartung / |stw| Geldpolitik / |stw| Lernprozess / |stw| Inflation Targeting / |stw| Unvollkommene Information / |stw| Rationale Erwartung / |stw| Theorie
• Title: Learning and expectations in macroeconomics / George W. Evans and Seppo Honkapohja
  Published: Princeton, NJ [u.a.]: Princeton Univ. Press, 2001
  Series: Frontiers of economic research
  Keywords: Makroökonomik / |stw| Lernen / |stw| Adaptive Erwartung / |stw| Beschränkte Rationalität / |stw| Stochastischer Prozess / |stw| Theorie / |stw| Nichtlineares Verfahren
  Links:
  Contributor biographical information
  Sample text
  Table of contents
  Publisher description
  Signatory: B 316098
• Title: Bounded rationality in macroeconomics: the Arne Ryde memorial lectures / Thomas J. Sargent
  Published: Oxford [u.a.]: Clarendon Press [u.a.], 1993
  Keywords: Rationale Erwartung / |stw| Beschränkte Rationalität / |stw| Allgemeines Gleichgewicht / |stw| Expertensystem / |stw| Theorie
  Signatory: B 271707
• Article: Autoregressions, expectations, and advice / Thomas J. Sargent
  In: The American economic review. - Nashville, Tenn.: American Economic Assoc., ISSN 0002-8282, ZDB-ID 203590x. - Bd. 74.1984, 2, S. 408-415
• Article: Expectations and the neutrality of money / Robert E. Lucas jr.
  In: Lucas, Robert E.: Studies in business-cycle theory. - Cambridge, Mass. [u.a.]: MIT Press, ISBN 0-262-12089-5. - 1981, S. 66-89
• Article: Rational expectations, the real rate of interest, and the natural rate of unemployment / Thomas J. Sargent
  In: Brookings papers on economic activity. - Washington, DC: Inst., ISSN 0007-2303, ZDB-ID 1870087. - 1973, 2, S. 429-472
• Article: Phillips curves, expectations of inflation and optimal unemployment over time. reply / Edmund S. Phelps
  In: Economica. - Oxford: Wiley-Blackwell, ISSN 0013-0427, ZDB-ID 18004. - Bd. 35.1968, S. 288-296
• Article: Rational expectations and the theory of price movements / John F. Muth
  In: Readings in economic statistics and econometrics. - Boston: Little, Brown. - 1968, S. 536-556
• Title: Interest and prices: a study of the causes regulating the value of money / by Knut Wicksell. Transl. from the German by R. F. Kahn. With an introd. by Bertil Ohlin
  Published: London: Macmillan, 1936
  Signatory: 1961 A 1247
• Title: The theory of interest: as determined by impatience to spend income and opportunity to invest it / by Irving Fisher
  Published: New York: Macmillan, 1930
  Signatory: 1963 A 1045
• Title: Apprecciation and Interest; A study of the influence of monetary appreciation and depreciation on the rate of interest, with applications to the bimetallic controversy and the theory of interest. By Irving Fisher, Assist. Prof. in Yale Univ.
  Published: New York: The Macmillan & Co., 1899
  Series: (Publications of the American Econ. Association; Vol. 11, No 4)
  Signatory: II 3791 (11.1896)