Simple interpolations of inflation expectations

Diego Winkelried

doi:10.1016/j.econlet.2023.111230

Simple interpolations of inflation expectations

Diego Winkelried

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

1 Scopus citations

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.

UN SDGs

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

SDG 8 Decent Work and Economic Growth
SDG 17 Partnerships for the Goals

Keywords

Expectation surveys
Fixed-event forecasts
Rolling-event forecasts

Access to Document

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",

note = "Publisher Copyright: {\textcopyright} 2023 Elsevier B.V.",

year = "2023",

month = aug,

doi = "10.1016/j.econlet.2023.111230",

language = "English",

volume = "229",

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AU - Winkelried, Diego

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N2 - 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.

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.

KW - Expectation surveys

KW - Fixed-event forecasts

KW - Rolling-event forecasts

UR - https://www.mendeley.com/catalogue/e2207f17-4ffa-3f03-8c16-8f71c5de368f/

UR - https://www.scopus.com/pages/publications/85164367260

U2 - 10.1016/j.econlet.2023.111230

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

UN SDGs

Keywords

Access to Document

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