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Updating Inflation Expectations

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dc.contributor.authorLamla, Michael J.
dc.contributor.authorSarferaz, Samad
dc.date.accessioned2025-09-23T16:13:24Z
dc.date.created2012
dc.date.issued2024-01-03
dc.description.abstractThis paper investigates how inflation expectations evolve. In particular, we analyze the time-varying nature of the propensity to update expectations and its potential determinants. For this purpose we set up a flexible econometric model that tracks the formation of inflation expectations of consumers at each moment in time. We show that the propensity to update inflation expectations changes substantially over time and is related to the quantity and the quality of news.en
dc.format.extent38
dc.format.mimetypeapplication/pdfen
dc.identifier.doihttps://doi.org/10.17192/es2024.0130
dc.identifier.govdocurn:nbn:de:hebis:04-es2024-01305
dc.identifier.issn1867-3678
dc.identifier.otheres/2024/0130
dc.identifier.urihttps://open.uni-marburg.de/handle/10.17192/es.2024.0130
dc.languageEnglishen
dc.language.isoeng
dc.language.rfc3066en
dc.publisherPhilipps-Universität Marburg
dc.relation.ispartofes/2023/0167
dc.rights.urihttps://rightsstatements.org/vocab/InC/1.0/
dc.subjecttime-varying parametersde
dc.subjectstochastic volatility.de
dc.subjectmedia coveragede
dc.subjectBayesian methods, disagreementde
dc.subjectinflation expectation formationde
dc.subject.ddc330
dc.titleUpdating Inflation Expectationsen
dc.typeWorken
dspace.entity.typeItemen
local.publisher.addressDeutschhausstraße 9, 35037 Marburg
local.publisher.placeMarburg
local.umr.fachbereichFachbereich Wirtschaftswissenschaften
local.umr.institutWirtschaftswissenschaften

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