Simple interpolations of inflation expectations

Diego Winkelried

Economics Letters, 2023, vol. 229, issue C

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.

Keywords: Expectation surveys; fixed-event forecasts; rolling-event forecasts (search for similar items in EconPapers)
JEL-codes: C32 C53 E37 E58 (search for similar items in EconPapers)
Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002550

DOI: 10.1016/j.econlet.2023.111230

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