Simple interpolations of inflation expectations

C-Tier
Journal: Economics Letters
Year: 2023
Volume: 229
Issue: C

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

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

Abstract

In this paper, I address the issue of using fixed-event forecasts to track the evolution of rolling-event forecasts. This paper supplies a formal justification for the procedure of approximating rolling-event forecasts by averaging two fixed-event forecasts. I illustrate the methods with the computation of inflation expectations at various horizons.

Technical Details

RePEc Handle
repec:eee:ecolet:v:229:y:2023:i:c:s0165176523002550
Journal Field
General
Author Count
1
Added to Database
2026-01-29