Inflation Expectations in the EU: Results from Survey Data

Arbeitspapier

Inflation expectations are extracted from the Consumer Survey, which is conducted by the European Commission for the European Union. Using the probability method to quantify the qualitative answers different distribution functions and scaling parameters are assumed to cope with the properties of the data properly. The forecasting ability of respective series is assessed also compared to the balance statistic. Furthermore the time horizon of the survey participants while answering the questionnaire is analyzed, because the empirical results show that it might not coincide with the time horizon implied by the formulation of the question.

Object Details

• Language: Englisch

References and Relationships

• Bibliographic citation: Series: SFB 373 Discussion Paper ; No. 2003,13

Classification and Topics

• Classification: Wirtschaft ; Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes ; Central Banks and Their Policies ; Classification Discontinued 2008. See C83. ; Prices, Business Fluctuations, and Cycles: Forecasting and Simulation: Models and Applications
• Subject: Inflation expectations ; survey data ; quantification methods ; Inflationserwartung ; Konsumklima ; Schätzung ; EU-Staaten

Contributors, Places and Time

• Event: Geistige Schöpfung
• (who): Nielsen, Hannah
• Event: Veröffentlichung
• (who): Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
• (where): Berlin
• (when): 2003

Further information

• Handle: http://hdl.handle.net/10419/22228
• URN: urn:nbn:de:kobv:11-10049942
• Last update: 10.03.2025, 11:43 AM CET