Inflation expectations, consumption and the lower bound: Micro evidence from a large multi-country survey

A-Tier
Journal: Journal of Monetary Economics
Year: 2021
Volume: 118
Issue: C
Pages: 120-134

Authors (3)

Duca-Radu, Ioana (not in RePEc) Kenny, Geoff (European Central Bank) Reuter, Andreas (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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

Abstract

Using a large multi-country survey and new pseudo panel dataset, we investigate the spending response of consumers to their beliefs about future inflation. The analysis exploits the deviation of expected inflation from the currently perceived inflation rate - a choice motivated by local approximation of the traditional Euler equation. This helps control for unobserved heterogeneity and highlights a positive and economically relevant spending response that is generalised in the population and across countries. Also a stronger positive response is observed when the lower bound is binding, thus lending credence to the stabilisation properties of higher inflation expectations during such episodes.

Technical Details

RePEc Handle
repec:eee:moneco:v:118:y:2021:i:c:p:120-134
Journal Field
Macro
Author Count
3
Added to Database
2026-01-25