Simple interpolations of inflation expectations

Diego Winkelried

doi:10.1016/j.econlet.2023.111230

Simple interpolations of inflation expectations

Research output: Contribution to journal › Article in a journal › peer-review

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.

Original language	English
Article number	111230
Journal	Economics Letters
Volume	229
Early online date	Jun 2023
DOIs	https://doi.org/10.1016/j.econlet.2023.111230
State	Published - Aug 2023

Bibliographical note

Publisher Copyright:
© 2023 Elsevier B.V.

Keywords

Expectation surveys
Fixed-event forecasts
Rolling-event forecasts
rolling-event forecasts
fixed-event forecasts

UN SDGs

This output contributes to the following UN Sustainable Development Goals (SDGs)

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10.1016/j.econlet.2023.111230

Cite this

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title = "Simple interpolations of inflation expectations",

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.",

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author = "Diego Winkelried",

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language = "English",

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AB - 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.

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KW - Rolling-event forecasts

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DO - 10.1016/j.econlet.2023.111230

M3 - Article in a journal

SN - 0165-1765

VL - 229

JO - Economics Letters

JF - Economics Letters

M1 - 111230

ER -

Simple interpolations of inflation expectations

Abstract

Bibliographical note

Keywords

UN SDGs

Access to Document

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