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Decomposing the declining volatility of long-term inflation expectations · Study

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ArticleDecomposing the declining volatility of long-term inflation expectations

Todd E. Clark2010

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Articlegreen2010

Decomposing the declining volatility of long-term inflation expectations

Todd E. Clark · Troy A. Davig

54 citations·0/0 files stored·Journal of Economic Dynamics and Control

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Monetary Policy and Economic Impact Market Dynamics and Volatility Economic theories and models

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References

2005Time Varying Structural Vector Autoregressions and Monetary Policy 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US 2007Why Has U.S. Inflation Become Harder to Forecast?2006Were There Regime Switches in U.S. Monetary Policy?1999Forecasting inflation 2003Macroeconomic Expectations of Households and Professional Forecasters 2005The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models 2008The Time-Varying Volatility of Macroeconomic Fluctuations

Cited by

2015Do Inflation Expectations Propagate the Inflationary Impact of Real Oil Price Shocks?: Evidence from the Michigan Survey 2023Endogenous uncertainty and the macroeconomic impact of shocks to inflation expectations 2011The dynamic adjustments of stock prices to inflation disturbances 2021Long-term inflation expectations and the transmission of monetary policy shocks: Evidence from a SVAR analysis 2011Real-Time Inflation Forecasting in a Changing World

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Year2010

Typearticle

Published2010-12-22

VenueJournal of Economic Dynamics and Control

ISSN-L0165-1889

Languageen

Citations54

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.jedc.2010.12.008

openalex_workW3121786532

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