English, Article, Journal or magazine article edition: The Modeling the Dynamics of Ination Compensation Markus Jochmann; Gary Koop; Simon M. Potter

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Bookmark: http://trove.nla.gov.au/version/1282
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • The Modeling the Dynamics of Ination Compensation
Author
  • Markus Jochmann
  • Gary Koop
  • Simon M. Potter
Physical Description
  • preprint
Notes
  • This paper investigates the relationship between short-term and long-term ination expectations using daily data on ination compen- sation. We use a exible econometric model which allows us to uncover this relationship in a data-based manner. We relate our …ndings to the issue of whether ination expectations are anchored, unmoored or contained. Our empirical results indicate no support for either unmoored or …rmly anchored ination expectations. Most evidence indicates that ination expectations are contained.
  • RePEc:rim:rimwps:15-09
Language
  • English
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