Questions tagged [expectations]
The expectations tag has no usage guidance.
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Does the ECB provide a daily Inflation Expectations series for the Euro area?
I've been searching for market indicators for Inflation Expectations. The FED provides at least two, one of those being the T5YIFR from the FRED database.
Regarding the ECB I couldn't find anything...
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0answers
21 views
Determinants of inflation expectation
What are the most important factors that determine inflation expectation in a country, both based on theoretical models and on empirical evidence?
If an answer is too lengthy for the site, reference ...
2
votes
1answer
28 views
Market Measures for Inflation Expectations for Euro zone
If I were to use a market measure for inflation expectations for the USA, I would look at the differential of yields between the conventional and inflation-indexed Treasuries.
However, in the Euro ...
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0answers
39 views
Solving Rational Expectation Models Linear vs. Nonlinear
Since I am coding some linear New Keynesian models in python and solving them under rational expectations (using the method of undetermined coefficients/linear time iteration), I was wondering whether ...
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1answer
27 views
Expected value of order statistics for uniform distribution
I have $X$ ~ $U(0,1)$ interval.
Let n=2, i.e. $X_1 < X_2$
I have to calculate the expected value of ${X_2}^{m/(1-m)}$.
Where, $0≤m≤1$
I want to confirm if I have calculated it correctly?
$$\int_0^1 ...
-1
votes
1answer
56 views
Why is there no room for expectations if the economy is always in equilibrium?
Joan Robinson (1972):
If the economy is always in equilibrium anyway, where is the room for expectations?