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Inflation anchoring in the euro area

Christian Speck

No 1998, Working Paper Series from European Central Bank

Abstract: 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)
Date: 2017-01
New Economics Papers: this item is included in nep-cba, nep-eec and nep-mac
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