Inflation Expectations and Regime Shifts

Matti Viren ()
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Matti Viren: University of Turku, Finland

Chapter 8 in FindEcon Monograph Series: Advances in Financial Market Analysis, 2007, vol. 4, pp 127-142 from University of Lodz

Abstract: This chapter deals with inflation expectations. Put very simply we want to examine the question of how sensitive inflation expectations are in terms of different economic regimes. For regimes, we consider some basic institutional regimes like the EMU membership. But above all, we are interested in the role of different inflation regimes. Then relevant question is whether inflation expectations are invariant to these regimes (or more precisely, whether the way in which inflation expectations respond to past inflation stays the same in different inflation regimes).

Keywords: Inflation expectations; Regime shifts (search for similar items in EconPapers)
JEL-codes: C01 E02 F00 G00 (search for similar items in EconPapers)
Date: 2007
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