Fitting observed inflation expectations

DOI10.1016/j.jedc.2011.04.005zbMath1241.91082OpenAlexW3124254568MaRDI QIDQ427991

Stefano Eusepi, Marco Del Negro

Publication date: 18 June 2012

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/60940

zbMATH Keywords

Bayesian analysisimperfect informationDSGE modelsinflation expectations

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (8)

Drifting inflation targets and monetary stagflation ⋮ Disciplining expectations and the forward guidance puzzle ⋮ Sentiment and the U.S. business cycle ⋮ Methods for measuring expectations and uncertainty in Markov-switching models ⋮ Bounded rationality and heterogeneous expectations: Euler versus anticipated-utility approach ⋮ Behavioral learning equilibria in New Keynesian models ⋮ THE FEDERAL RESERVE'S IMPLICIT INFLATION TARGET AND MACROECONOMIC DYNAMICS: AN SVAR ANALYSIS ⋮ MODELING THE EVOLUTION OF EXPECTATIONS AND UNCERTAINTY IN GENERAL EQUILIBRIUM

Uses Software

• Gensys

Cites Work

• Term structure views of monetary policy under alternative models of agent expectations
• Solving linear rational expectations models
• THE SIGNAL EXTRACTION PROBLEM REVISITED: A NOTE ON ITS IMPACT ON A MODEL OF MONETARY POLICY
• On Gibbs sampling for state space models
• Contemporary Bayesian Econometrics and Statistics

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