EconPapers    
Economics at your fingertips  
 

Inflation, inflation expectations and central bank communication in emerging markets

José Sánchez-Fung ()

Macroeconomics and Finance in Emerging Market Economies, 2022, vol. 15, issue 3, 215-230

Abstract: The paper studies inflation, inflation expectations, and central bank communication in emerging markets from Africa, Asia and Latin America. The analysis shows that superior central bank communication is associated with greater accuracy in the econometric modelling of inflation and inflation expectations using a benchmark univariate unobserved components time series model. The investigation explores the wider applicability of its approach by examining the United States, Norway, the United Kingdom and Switzerland.

Date: 2022
References: Add references at CitEc
Citations: Track citations by RSS feed

Downloads: (external link)
http://hdl.handle.net/10.1080/17520843.2021.1901348 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:macfem:v:15:y:2022:i:3:p:215-230

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/REME20

DOI: 10.1080/17520843.2021.1901348

Access Statistics for this article

Macroeconomics and Finance in Emerging Market Economies is currently edited by Subrata Sarkar and Ashima Goyal

More articles in Macroeconomics and Finance in Emerging Market Economies from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().

 
Page updated 2023-01-10
Handle: RePEc:taf:macfem:v:15:y:2022:i:3:p:215-230