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Differential Inflationary Expectations and the Variability of the Rate of Inflation: Theory and Evidence

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References

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1973Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment533 cited
1978Inflation and Relative Price Variability375 cited
2016The Relationship between Relative Prices and the General Price Level317 cited

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2012Longevity risk, subjective survival expectations, and individual saving behavior119 cited
2001The relationship between inflation and inflation uncertainty in the UK: 1885–1998110 cited
1980Unemployment, Industrial Production, and Inflation Uncertainty in the United States103 cited
2006The links between inflation, inflation uncertainty and output growth: New time series evidence from Japan101 cited
2008What Can Survey Forecasts Tell Us About Informational Rigidities?96 cited
2006Comparing the Point Predictions and Subjective Probability Distributions of Professional Forecasters93 cited

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1983Relative price variability and inflation: A survey and further results91 cited

1983Assessing the Variability of Inflation91 cited

2001Relationship between inflation rate and inflation uncertainty81 cited

2019Disagreement about inflation expectations and monetary policy transmission71 cited

1987On the normality of probability distributions of inflation and GNP forecasts65 cited

2005Measuring the Response of Macroeconomic Uncertainty to Shocks64 cited

2001Intercountry Differences in the Relationship between Relative Price Variability and Average Prices62 cited