scholarly journals Inflation Dynamics and International Linkages : A Model of the United States, the Euro Area, and Japan

2002 ◽  
Vol 2002 (0745) ◽  
pp. 1-42 ◽  
Author(s):  
Volker W. Wieland ◽  
◽  
Günter Coenen
Keyword(s):  
United States ◽  
Euro Area ◽  
The United States ◽  
Inflation Dynamics ◽  
International Linkages

Regional inflation dynamics within and across euro area countries and a comparison with the United States

2009 ◽  
Vol 24 (57) ◽  
pp. 141-184 ◽  
Author(s):  
Guenter W. Beck ◽  
Kirstin Hubrich ◽  
Massimiliano Marcellino
Keyword(s):  
United States ◽  
Euro Area ◽  
The United States ◽  
Inflation Dynamics

Multivariate Filter Estimation of Potential Output for the Euro Area and the United States

2015 ◽  
Author(s):  
Ali Alichi ◽  
Olivier Bizimana ◽  
Silvia Domit ◽  
Emilio Fernandez-Corugedo ◽  
Douglas Laxton ◽  
...  
Keyword(s):  
United States ◽  
Euro Area ◽  
The United States ◽  
Potential Output

scholarly journals Inflation Forecasts: Are Market-Based and Survey-Based Measures Informative?

2017 ◽  
Vol 9 (1) ◽  
pp. 171 ◽  
Author(s):  
Magdalena Grothe ◽  
Aidan Meyler
Keyword(s):  
United States ◽  
Euro Area ◽  
Predictive Power ◽  
The United States ◽  
Inflation Expectations ◽  
Survey Of Professional Forecasters ◽  
Inflation Forecasts

This paper analyses the predictive power of market-based and survey-based inflation expectations for actual inflation. We use the data on inflation swaps and the forecasts from the Survey of Professional Forecasters for the euro area and the United States. The results show that both market-based and survey-based measures have a non-negligible predictive power for inflation developments, as compared to statistical benchmark models. Therefore, for horizons of one and two years ahead, market-based and survey-based inflation expectations actually convey information on future inflation developments.

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