Inflation anchoring in the euro area
No 1998, Working Paper Series from European Central Bank
Did the decline in inflation rates from 2012 to 2015 and the low levels of market-based inflation expectations lead to de-anchored inflation dynamics in the euro area? This paper is the first time-varying event study to investigate the reaction of inflation-linked swap (ILS) rates JEL Classification: E31, E44, G12, G14
Keywords: central banking; event study; inflation-linked swaps; inflation anchoring; inflation expectations (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:ecb:ecbwps:20171998
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