REAL-TIME MONITORING OF THE US INFLATION EXPECTATION PROCESS

Real-time supervision of shifts in inflation expectations is an important issue for monetary policy makers, especially in the presence of economic uncertainty. In this paper, we elaborate tools for on-line monitoring of such shifts by extracting valuable information from noisy daily financial market...

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Bibliographic Details
Published inMacroeconomic dynamics Vol. 23; no. 6; pp. 2221 - 2249
Main Authors Golosnoy, Vasyl, Roestel, Jan
Format Journal Article
LanguageEnglish
Published Cambridge Cambridge University Press 01.09.2019
Subjects
Economic models
Economic theory
Inflation
Macroeconomics
United States > US
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