Long-run inflation expectations in the shrinking upper tail

C-Tier
Journal: Economics Letters
Year: 2020
Volume: 186
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

Consumer inflation expectations are highly disperse, with some households reporting very high inflation forecasts. In recent years, disagreement in longer-run inflation expectations has fallen, reflecting compression in the upper part of the distribution. The 75th percentile of the distribution of longer-run inflation forecast has fallen 0.21 percentage points per year since 2012 and is at an all-time low. I show that the decline in long-run inflation expectations at the upper end of the distribution seems to reflect improvement in consumers’ general economic sentiment, rather than stronger anchoring of inflation expectations.

Technical Details

RePEc Handle
repec:eee:ecolet:v:186:y:2020:i:c:s0165176519304379
Journal Field
General
Author Count
1
Added to Database
2026-01-24