Consumer inflation expectations: Daily dynamics
本摘要源自该文的 CEPR 工作论文版（2024），正式发表版可能有调整。
We use high frequency identification methods to study the response of consumer inflation expectations to many different types of events using data from the Federal Reserve Bank of New York's Survey of Consumer Expectations. We identify the response of expectations to a large set of shocks, including FOMC meetings and macroeconomic data releases. We find that and macroeconomic news and FOMC meetings with a press conference or rate cuts jointly move expectations.