预期、结构性断裂以及近期通胀飙升

IF 2.1 4区经济学 Q2 ECONOMICS Economics Letters Pub Date : 2023-10-06 DOI:10.1016/j.econlet.2023.111394

Daniel Gründler

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引用次数: 0

摘要

我使用切换点VAR来检测通胀预期对CPI通胀的传递在新冠疫情后时期是否发生了变化。我发现有证据表明，尽管通胀预期冲击对2020年后CPI通胀的影响更大，但与前一制度的差异太小，不足以成为近期通胀上升的驱动力。

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Expectations, structural breaks and the recent surge in inflation

I use a switching-point VAR to detect if the transmission of inflation expectations to CPI inflation has changed in the post-Covid period. I find evidence that, although inflation expectation shocks affected CPI inflation somewhat stronger after 2020, the differences to the previous regime are too small to be a driving force behind the recent incline in inflation.

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来源期刊

Economics Letters ECONOMICS-

CiteScore

3.20

自引率

5.00%

发文量

348

审稿时长

30 days

期刊介绍： Many economists today are concerned by the proliferation of journals and the concomitant labyrinth of research to be conquered in order to reach the specific information they require. To combat this tendency, Economics Letters has been conceived and designed outside the realm of the traditional economics journal. As a Letters Journal, it consists of concise communications (letters) that provide a means of rapid and efficient dissemination of new results, models and methods in all fields of economic research.

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