Simple interpolations of inflation expectations

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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 languageEnglish
Article number111230
JournalEconomics Letters
Early online dateJun 2023
StatePublished - Aug 2023

Bibliographical note

Publisher Copyright:
© 2023 Elsevier B.V.


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


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