粘性信息菲利普斯曲线:欧洲证据

Sticky Information Phillips Curves: European Evidence

Journal of Money, Credit and Banking · 2008
被引 52
人大 A-ABS 4

中文导读

利用四个欧洲主要经济体的专业预测者调查数据,估计了Mankiw和Reis的粘性信息菲利普斯曲线模型,发现法国、德国和英国的通货膨胀预期约每年更新一次,而意大利约每6个月更新一次。

Abstract

We estimate the Sticky Information Phillips Curve model of Mankiw and Reis (2002) using survey expectations of professional forecasters from four major European economies. Our estimates imply that inflation expectations in France, Germany, and the United Kingdom are updated about once a year, while in Italy, about once each 6 months.

粘性信息菲利普斯曲线预期更新频率欧洲通胀专业预测者调查