Relevant bibliographies by topics / Inflation anchoring

Academic literature on the topic 'Inflation anchoring'

Author: Grafiati
Published: 11 March 2023

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Journal articles on the topic "Inflation anchoring"

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Coibion, Olivier, and Yuriy Gorodnichenko. "Inflation Expectations in Ukraine: A Long Path to Anchoring?" Visnyk of the National Bank of Ukraine, no. 233 (September 29, 2015): 6–23. http://dx.doi.org/10.26531/vnbu2015.233.006.

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We study survey data of inflation and exchange rate expectations in Ukraine. These data are available for households, firms and professional forecasters. We document some unique properties of these data as well as some limitations and discuss the longer run prospects for inflation expectations in Ukraine given the National Bank of Ukraine’s desire to adopt an inflation target in the future.
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Magill, Michael, and Martine Quinzii. "Anchoring expectations of inflation." Journal of Mathematical Economics 50 (January 2014): 86–105. http://dx.doi.org/10.1016/j.jmateco.2013.06.003.

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Nedeljkovic, Milan, Nebojsa Savic, and Emir Zildzovic. "Inflation targeting and the anchoring of inflation expectations in the CEE countries." Panoeconomicus 64, no. 4 (2017): 423–37. http://dx.doi.org/10.2298/pan150219005n.

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This paper studies the time evolution in the degree and level of anchoring of inflation expectations in four Central and Eastern European inflation targeting countries. The results suggest that the degree of anchoring of inflation expectations increased gradually in all countries over the last decade, while the level of implied inflation targets moved towards the official target. The extent of anchoring increased more strongly in the first years following the IT adoption and more gradually over the later period. We also find that smooth changes of the official target had a positive impact on anchoring.
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Bems, Rudolfs, Francesca Caselli, Francesco Grigoli, and Bertrand Gruss. "Expectations' anchoring and inflation persistence." Journal of International Economics 132 (September 2021): 103516. http://dx.doi.org/10.1016/j.jinteco.2021.103516.

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Bems, Rudolfs, Francesca Caselli, Francesco Grigoli, Bertrand Gruss, and Weicheng Lian. "Expectations' Anchoring and Inflation Persistence." IMF Working Papers 12, no. 280 (2018): 1. http://dx.doi.org/10.5089/9781484388846.001.

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Silva, Evelin Da, and Sergio Da Silva. "Anchoring Heuristic Messes with Inflation Targeting." OALib 02, no. 04 (2015): 1–10. http://dx.doi.org/10.4236/oalib.1101450.

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Strohsal, Till, and Lars Winkelmann. "Assessing the anchoring of inflation expectations." Journal of International Money and Finance 50 (February 2015): 33–48. http://dx.doi.org/10.1016/j.jimonfin.2014.09.001.

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Ascari, Guido, Anna Florio, and Alessandro Gobbi. "Transparency, expectations anchoring and inflation target." European Economic Review 91 (January 2017): 261–73. http://dx.doi.org/10.1016/j.euroecorev.2016.11.001.

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Ryngaert, Jane M. "Balance of Risks and the Anchoring of Consumer Expectations." Journal of Risk and Financial Management 16, no. 2 (January 28, 2023): 79. http://dx.doi.org/10.3390/jrfm16020079.

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This paper shows that expected inflation risks pose threats to the anchoring of expectations. I propose a new method for fitting subjective probability distributions to density forecasts that allows for asymmetric beliefs over inflation outcomes. Using data from the Federal Reserve Bank of New York’s Survey of Consumer Expectations, I show that medium run expectations move in the direction of perceived short run risks. A diffusion index of consumers’ perceived balance of risks to inflation shows that high short run inflation expectations coincide with the balance of medium risks being weighted to the upside.
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Calvo, Guillermo, Michael Kumhof, and Oya Celasun. "Nominal Exchange Rate Anchoring Under Inflation Inertia." IMF Working Papers 02, no. 30 (2002): 1. http://dx.doi.org/10.5089/9781451844924.001.

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Dissertations / Theses on the topic "Inflation anchoring"

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NATOLI, FILIPPO. "Equilibrium interest rates and the anchoring of inflation expectations." Doctoral thesis, Luiss Guido Carli, 2017. http://hdl.handle.net/11385/201131.

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In Chapter 1, based on a paper cohautored by Adriana Grasso (LUISS University), I propose a consumption-based model that allows for an inverted term structure of real and nominal risk-free rates. In equilibrium, real interest rates depend not only on shocks to consumption growth but also on expectations about future consumption growth volatility. In bad states, a high uncertainty makes agents more willing to accumulate precautionary savings and to rebalance their bond portfolios towards longer maturities, pushing the equilibrium short-term yields above long-term ones. Pricing time-varying volatility risk is essential to obtain the inversion of the real curve and allows to price the average level and slope of the nominal one. In Chapter 2, based on a paper cohautored by Laura Sigalotti (Bank of Italy), I propose a new indicator of the anchoring of inflation expectations based on a logistic model. By inspecting the comovement of daily changes in short and long-term inflation swap rates, it measures the odds that strong variations in short-term inflation compensation are channelled to large movements of the same sign in long-term one. The indicator is able to capture the transition from anchored to unanchored expectations, implying a nonlinear pass-through of shocks to long-term expectations. Since 2014, the asymmetric pass-through from short- to long-term inflation compensation suggests that the degree of anchoring of euro area inflation expectations have diverged from the US’s and UK’s one.
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2

Ba, Adama. "Les déterminants de la crédibilité et de la réputation des Banques centrales et de la politique monétaire : une analyse de la littérature et une application aux pays en développement." Thesis, Toulon, 2015. http://www.theses.fr/2015TOUL2012/document.

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La réalisation et le maintien de la crédibilité de la politique monétaire, évaluée par l'écart entre les résultats et les annonces officielles de politique (Gilles [1992]), est devenue une tâche cruciale pour l'Autorité monétaire, lorsque, à partir des années 1980, il a été abordée, dans la littérature économique, la question du central banking (Gilles & Bastidon [2014], Ferguson et Schularick [2008]). Bien que les avantages de la crédibilité soient évidents, ses déterminants le sont moins. En effet, les dernières décennies sont marquées par de profondes mutations dans la gouvernance des Banques Centrales. En particulier, la délégation de la politique monétaire à une Banque Centrale indépendante vis-à-vis des pouvoirs publics est devenue un des principaux déterminants de la crédibilité dans les économies avancées (Goodfriend [2012]; Bordo & Orphanides [2013]; Persson & Tabellini, [1993]). Cependant, pour les Pays en développement, en revanche, le débat sur la nécessité et la faisabilité des mécanismes d'engagement n’est pas tranché, eu égards des caractéristiques spécifiques (Kugman & al [1992], Assoumou-Ella & Bastidon [2015]). En utilisant un modèle simple et une fonction de perte de la banque centrale similaire à celles de Ball [1999] ou Cavoli [2008], nous comparons deux régimes de change différents afin de déterminer lequel des cas est le plus susceptible d'inciter les gouvernements à intensifier la lutte contre la corruption, tout en maintenant l’objectif de stabilité des prix. Un régime d’ancrage crédible conduit à une taxation élevée et un faible niveau de corruption et d’inflation, mais également à un niveau de croissance faible. Un régime monétaire indépendant sans ancrage, en revanche, conduit généralement à un niveau de corruption plus élevée. Cependant, lorsque l’indépendance de la banque centrale est assez forte, le régime monétaire indépendant sans ancrage peut également conduire à moins de corruption, plus de production et de dépenses publiques, bien qu’avec une inflation plus élevée qu’un régime monétaire avec ancrage. Ces résultats semblent indiquer que dans le cas des Pays en développement, l’indépendance de la banque centrale associée à l’ancrage du taux de change ne serait ni une condition nécessaire, ni une condition suffisante à la stabilité des prix
Achieving and maintaining the credibility of monetary policy, measured by the gap between outcomes and official announcements of policy (Gilles [1992]), has become a crucial task for the Monetary Authority when, from the 1980s, was tackled in the economic literature, the issue of central banking (Bastidon & Gilles [2014]). Indeed, the delegation of monetary policy to an independent central bank vis-à-vis the public authority has become a main determinant of credibility in advanced economies (Cukierman [1992], Bordo & Orphanides [2013]). However, its relevance for developing countries due to their specific characteristics (Kugman & al [1992], Assoumou-Ella & Bastidon [2015]) is far from being settled. Using a simple model and a loss of function of the central bank similar to those of Ball [1999] or Cavoli [2008], we compare two different exchange rate regimes to determine which cases are most likely to encourage governments to intensify the fight against corruption, while maintaining the objective of price stability. A credible anchor regime leads to high taxation and low levels of corruption and inflation, but at a low level of growth. An independent monetary regime unanchored, however, usually leads to a higher level of corruption. However, when the independence of the central bank is strong enough, the independent monetary regime unanchored can also lead to less corruption, more production and spending, although with higher inflation a monetary regime with anchor. These results suggest that in the case of developing countries, the independence of the central bank associated with pegged exchange rates would be neither a necessary nor a sufficient condition for price stability
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Hatisuka, Eric Uoya. "Títulos públicos indexados à inflação e a ancoragem das expectativas no Brasil." reponame:Repositório Institucional do FGV, 2012. http://hdl.handle.net/10438/9319.

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O objetivo deste trabalho é investigar a ancoragem das expectativas de inflação de longo prazo no Brasil, medidas por intermédio das taxas de inflação implícitas nos títulos indexados ao IPCA. Para isso, são extraídas as curvas de juros reais e nominais dos preços do mercado secundário de títulos públicos, e uma vez de posse destes valores, são calculadas as taxas de inflação implícitas observadas diariamente no mercado brasileiro. Utilizando um modelo simples, estimado por Mínimos Quadrados Ordinários (MQO) robusto, testa-se a sensibilidade de alguns vértices das taxas de inflação implícita em relação às variações mensais de indicadores macroeconômicos relevantes para a trajetória de curto prazo da inflação e política monetária. Desta maneira, pretende-se avaliar se o comportamento da inflação implícita nos preços de mercado dos títulos públicos pode oferecer evidências de que as expectativas estão bem ancoradas no Brasil, no âmbito do regime de metas de inflação.
This work aims to investigate the anchoring of the long term inflation expectations in Brazil, as measured by the break even inflation rates in the IPCA-indexed bonds. On that matter, the nominal and real daily yield curves are calculated from the prices observed in the market, and then, used to generate the break even inflation rate yield curve. Using a simple model, estimated by robust OLS, some vertices of the inflation compensation are tested over the monthly releases of economic data, important to the short term course of inflation and monetary policy. Thus, it is intended to assess whether the behavior of the long term inflation compensation provides evidence that the inflation expectations are well anchored in Brasil, under the inflation targeting regime.
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Selby, John Christopher. "Composite diaphragm inflation : a method for probing the rheological functions of cell-cell anchoring junctions and cytoskeletal networks within a living normal human epidermal keratinocyte sheet /." 2007. http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqdiss&rft_dat=xri:pqdiss:3290370.

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Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 2007.
Source: Dissertation Abstracts International, Volume: 68-11, Section: B, page: 7479. Adviser: Mark A. Shannon. Includes bibliographical references. Available on microfilm from Pro Quest Information and Learning.
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Books on the topic "Inflation anchoring"

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Calvo, Guillermo A. Nominal exchange rate anchoring under inflation inertia. [Washington, D.C.]: International Monetary Fund, Research and Middle Eastern Department, 2002.

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Celasun, Oya, Guillermo Calvo, and Michael Kumhof. Nominal Exchange Rate Anchoring under Inflation Inertia. International Monetary Fund, 2002.

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Celasun, Oya, Guillermo Calvo, and Michael Kumhof. Nominal Exchange Rate Anchoring under Inflation Inertia. International Monetary Fund, 2002.

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Celasun, Oya, Guillermo Calvo, and Michael Kumhof. Nominal Exchange Rate Anchoring under Inflation Inertia. International Monetary Fund, 2002.

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Choi, Sangyup, Prakash Loungani, and Davide Furceri. Inflation Anchoring and Growth: Evidence from Sectoral Data. International Monetary Fund, 2018.

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Choi, Sangyup, Prakash Loungani, and Davide Furceri. Inflation Anchoring and Growth: Evidence from Sectoral Data. International Monetary Fund, 2018.

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Choi, Sangyup, Prakash Loungani, and Davide Furceri. Inflation Anchoring and Growth: Evidence from Sectoral Data. International Monetary Fund, 2018.

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Miyajima, Ken, and James Yetman. Inflation Expectations Anchoring Across Different Types of Agents: The Case of South Africa. International Monetary Fund, 2018.

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Miyajima, Ken, and James Yetman. Inflation Expectations Anchoring Across Different Types of Agents: The Case of South Africa. International Monetary Fund, 2018.

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Miyajima, Ken, and James Yetman. Inflation Expectations Anchoring Across Different Types of Agents: The Case of South Africa. International Monetary Fund, 2018.

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Book chapters on the topic "Inflation anchoring"

1

Calvo, Guillermo. "Nominal Anchoring with Liquid Monetary Policy Assets." In Macroeconomics in Times of Liquidity Crises. The MIT Press, 2016. http://dx.doi.org/10.7551/mitpress/9780262035415.003.0004.

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The chapter shows that existence of a unique Rational Expectations equilibrium can be ensured even if the Taylor Principle – stating that the policy interest rate increases by more than the increase in the expected rate of inflation – does not hold. This is shown by extending a barebones' central bank monetary model to the case in which liquidity is produced by both money and public bonds. The discussion concludes that liquidity considerations may have a critical impact on the monetary policy implications derived from the mainstream model.
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Reports on the topic "Inflation anchoring"

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Mora Barrenechea, Mauricio, Juan Carlos Heredia Gómez, and David Zeballos Coria. The Time-Varying Degree of Inflation Expectation Anchoring in Bolivia. Inter-American Development Bank, April 2018. http://dx.doi.org/10.18235/0001131.

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Pedemonte, Mathieu O., Hiroshi Toma, and Esteban Verdugo. Aggregate implications of heterogeneous inflation expectations: the role of individual experience. Federal Reserve Bank of Cleveland, January 2023. http://dx.doi.org/10.26509/frbc-wp-202304.

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We show that inflation expectations are heterogeneous and depend on past individual experiences. We propose a diagnostic expectations-augmented Kalman filter to represent consumers’ heterogeneous inflation expectations-formation process, where heterogeneity comes from an anchoring-to-the-past mechanism. We estimate the diagnosticity parameter that governs the inflation expectations-formation process and show that the model can replicate systematic differences in inflation expectations across cohorts in the US. We introduce this mechanism into a New Keynesian model and find that heterogeneous expectations anchor aggregate responses to the agents’ memory, making shocks more persistent. Central banks should be more active to prevent agents from remembering current shocks far into the future.
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