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文章基本信息

  • 标题:Imperfect Information and Inflation Expectations: Evidence from Microdata
  • 本地全文:下载
  • 作者:Lena Dräger ; Michael J. Lamla
  • 期刊名称:KOF Working Papers
  • 出版年度:2013
  • 期号:329
  • 出版社:KOF Konjunkturforschungsstelle, ETH Zürich
  • 摘要:

    We investigate the updating behavior of individual consumers regarding their short and long-run inflation expectations. Utilizing the University of Michigan Survey of Consumer’s rotating panel microstructure, we can identify whether individuals adjust their inflation expectations over a period of six months. We find evidence that the updating frequency has been underestimated. Furthermore, looking at the possible determinants of an update we find support for imperfect information models. Moreover, individual expectations are found to be more accurate after an update and forecast accuracy is affected by inflation volatility measures and news regarding inflation. Finally, the updating frequency is found to significantly move spreads in bond markets.

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