Effective Use of Survey Information in Estimating the Evolution of Expected Inflation

Journal of Money, Credit and Banking

Volumn 44, Issue 1, 2012, Pages 145-169

  Kozicki, Sharon ^a   Tinsley, P A ^b  

^a BANK OF CANADA   (Canada)

^b UNIVERSITY OF LONDON   (United Kingdom)

Author keywords

Expectations; Inflation persistence; Kalman filter; Livingston Survey; Shifting endpoint; Unobserved components

Indexed keywords

EID: 84856374090     PISSN: 00222879     EISSN: 15384616     Source Type: Journal    
DOI: 10.1111/j.1538-4616.2011.00471.x     Document Type: Article

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