Inflation targeting and the anchoring of inflation expectations in the CEE countries

Inflation targeting and the anchoring of inflation expectations in the CEE countries

This paper studies the time evolution in the degree and level of anchoring of inflation expectations in four Central and Eastern European inflation targeting countries. The results suggest that the degree of anchoring of inflation expectations increased gradually in all countries over the last decad...

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Bibliographic Details
Main Authors: Nedeljković Milan, Savić Nebojša, Zildžović Emir
Format: Article
Language:English
Published: Economists' Association of Vojvodina 2017-01-01
Series:Panoeconomicus
Subjects:
inflation targeting
monetary policy
credibility
time-varying parameter VAR
mixture innovation model
Online Access:http://www.doiserbia.nb.rs/img/doi/1452-595X/2017/1452-595X1700005N.pdf

Internet

http://www.doiserbia.nb.rs/img/doi/1452-595X/2017/1452-595X1700005N.pdf

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