Simple interpolations of inflation expectations

被引：0
|
作者：
Winkelried, Diego [1 ,2 ]
机构：
[1] Univ Pacifico, Sch Econ & Finance, Lima, Peru
[2] Univ Pacifico, Av Salaverry 2020, Jesus Maria 15072, Peru
来源：
ECONOMICS LETTERS | 2023年 / 229卷
关键词：
Expectation surveys; fixed-event forecasts; rolling-event forecasts; FORECASTS; DISAGREEMENT; US;
D O I：
10.1016/j.econlet.2023.111230
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
In this paper, I address the issue of using fixed-event forecasts to track the evolution of rolling-event forecasts. This paper supplies a formal justification for the procedure of approximating rolling-event forecasts by averaging two fixed-event forecasts. I illustrate the methods with the computation of inflation expectations at various horizons.& COPY; 2023 Elsevier B.V. All rights reserved.
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页数：6
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