Inflation Expectations in the EU: Results from Survey Data
Inflation Expectations in the EU: Results from Survey Data
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欧盟的通胀预期：调查数据结果
DOI：
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发表时间：
2003
期刊：
影响因子：
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通讯作者：
H. Nielsen
中科院分区：
文献类型：
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作者：
H. Nielsen
通胀预期取自欧盟委员会进行的消费者调查。使用概率方法来量化定性答案，假设不同的分布函数和缩放参数能够正确处理数据的属性。各个系列的预测能力也通过与余额统计进行比较来评估。此外，还分析了调查参与者回答问卷时的时间范围，因为实证结果表明，它可能与问题提出所隐含的时间范围不一致。
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.