Are US inflation expectations re-anchored?

C-Tier
Journal: Economics Letters
Year: 2015
Volume: 127
Issue: C
Pages: 6-9

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

If long-term inflation expectations are well-anchored, they should be unaffected by short-term economic news. This letter introduces news-regressions with multiple endogenous breaks to investigate the de- and re-anchoring of US inflation expectations. We confirm earlier evidence on the de-anchoring of expectations driven by the outbreak of the crisis. Our results indicate that expectations have not been re-anchored ever since.

Technical Details

RePEc Handle
repec:eee:ecolet:v:127:y:2015:i:c:p:6-9
Journal Field
General
Author Count
2
Added to Database
2026-01-26