Trois essais sur les anticipations d'inflation

Jean-Pierre Allegret () and Jean-François Goux
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Jean-Pierre Allegret: GATE - Groupe d'analyse et de théorie économique - UL2 - Université Lumière - Lyon 2 - ENS LSH - Ecole Normale Supérieure Lettres et Sciences Humaines - CNRS - Centre National de la Recherche Scientifique
Jean-François Goux: GATE - Groupe d'analyse et de théorie économique - UL2 - Université Lumière - Lyon 2 - ENS LSH - Ecole Normale Supérieure Lettres et Sciences Humaines - CNRS - Centre National de la Recherche Scientifique

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Abstract: This working paper gathers three projects of articles which have as a same subject inflation expectations and their use within the framework of monetary policy. It appeared convenient to synthesize them in the form of three parts of only one document, thus making it possible to the reader to have a vision as complete as possible on this question. The first part is of a theoretical nature and presents the literature. The second points out this literature, specifies the characteristics of a monetary policy founded on a direct target of inflation, and proposes an econometric analyse in the French case. The third extends this methodology to the case of the euro zone and shows the difficulties of it.

Keywords: cointegration; expectations; interest rate; monetary policy; target of inflation; anticipations; cible d'inflation; co-intégration; politique monétaire; taux d'intérêt (search for similar items in EconPapers)
Date: 2003-05
Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-00178539
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Published in 2003

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00178539

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