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Central Bank Research Hub Index - E: expectan-expensiv



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Asymmetric

  Expectation Effects of Regime Shifts in Monetary Policy, by Liu, Waggoner, Zha (San Francisco Fed Working Papers 2008-22)Full text

The   Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value, by Pasquale Della Corte, Lucio Sarno, and Daniel L. Thornton (St Louis Fed Working Papers 2006-061)Full text

Cointegration implications of linear rational   expectation models, by Mikael Juselius (Bank of Finland Discussion Papers 2008/06)Abstract
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Computing second-order-accurate solutions for rational   expectation models using linear solution methods, by Giovanni Lombardo and Alan Sutherland (European Central Bank Working papers 487)Full text

Market   Expectation of Appreciation of the Renminbi, by Cho-Hoi Hui, Chi-Fai Lo and Tsz-Kin Chung (Hong Kong Monetary Authority Working Papers WP08_03)Abstract
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Multimodality Test and Mixture Distributions: An Application to the Central Bank   Expectation Surve, by Patricio Jaramillo; Juan Carlos Piantini (Central Bank of Chile Working Papers 489)Abstract
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  Expectation Traps and Monetary Policy, by Stefania Albanesi , V.V. Chari , Lawrence J. Christiano (Chicago Fed Working papers WP-2002-04)Abstract
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  Expectation Traps in a New Keynesian Open Economy Model, by David M. Arseneau (Federal Reserve Board FEDS series 2004-45)Abstract
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Can the U.S. Monetary Policy Fall (Again) in an   Expectation Trap?, by Roc Armenter, Martin Bodenstein (Federal Reserve Board International Financial Discussion Papers 2006-860)Abstract
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Can U.S. Monetary Policy Fall (Again) into an   Expectation Trap?, by Roc Armenter and Martin Bodenstein (New York Fed Staff reports 229)Abstract
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  Expectational business cycles, by Eran A. Guse (Bank of Finland Discussion Papers 2004/19)Abstract
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Adaptive learning in an   expectational difference equation with several lags: selecting among learnable REE, by Mikael Bask (Bank of Finland Discussion Papers 2006/07)Abstract
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  Expectational Stability in Regime-Switching Rational Expectations Models, by William A. Branch, Troy Davig, and Bruce McGough (Kansas City Fed Working Papers RWP07-09)Abstract
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When Does Determinacy Imply   Expectational Stability?, by James B. Bullard, and Stefano Eusepi (St Louis Fed Working Papers 2008-007)Full text

Brazil: taming inflation   expectations , by Afonso S. Bevilaqua, Mário Mesquita and André Minella (Central Bank of Brazil Working Papers 129)Abstract
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Optimal monetary policy and the transmission of oil-supply shocks to the euro area under rational   expectations , by Stéphane Adjemian and Matthieu Darracq Pariès (European Central Bank Working papers 962)Full text

The decline of activist stabilization policy: natural rate misperceptions, learning, and   expectations , by Athanasios Orphanides and John C. Williams (European Central Bank Working papers 337)Full text

Definition of price stability, range and point inflation targets: the anchoring of long-term inflation   expectations , by Efrem Castelnuovo, Sergio Nicoletti-Altimari and Diego Rodriguez-Palenzuela (European Central Bank Working papers 273)Full text

Growth   expectations , by Olli Castrén (European Central Bank Working papers No.237)Full text

Estimating open economy Phillips curves for the euro area with directly measured   expectations , by Maritta Paloviita (Bank of Finland Discussion Papers 2008/16)Abstract
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Comparing alternative Phillips curve specifications: European results with survey-based   expectations , by Maritta Paloviita (Bank of Finland Discussion Papers 2005/22)Abstract
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Inflation dynamics in the euro area and the role of   expectations , by Maritta Paloviita (Bank of Finland Discussion Papers 2002/20)Abstract
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Disagreement and Biases in Inflation   Expectations , by Capistrán Carlos; Timmermann Allan (Bank of Mexico Working Papers 2006-07)Full text

The anchoring of European inflation   expectations , by Jan Marc Berk and Gerbert Hebbink (Netherlands Bank DNB Working Papers 116)Full text

The Impact of Central Bank Transparency on Inflation   Expectations , by (DNB) (Netherlands Bank DNB Working Papers 031)Full text

Monetary Policy Actions and Long-Run Inflation   Expectations , by Michael T. Kiley (Federal Reserve Board FEDS series 2008-03)Abstract

Market-Based Measures of Monetary Policy   Expectations , by Refet S. Gurkaynak, Brian Sack, and Eric Swanson (Federal Reserve Board FEDS series 2002-40)Abstract
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The Decline of Activist Stabilization Policy: Natural Rate Misperceptions, Learning, and   Expectations , by Athanasios Orphanides; John C. Williams (Federal Reserve Board International Financial Discussion Papers 2004-804)Abstract
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Market-Based Mesaures of Monetary Policy   Expectations , by Gurkaynak, Sack, Swanson (San Francisco Fed Working Papers 2006-04)Full text

The Decline of Activist Stabilization Policy: Natural Rate Misperceptions, Learning, and   Expectations , by Athanasios Orphanides and John C. Williams (San Francisco Fed Working Papers 2003-24)Full text

Optimal monetary policy in Markov-switching models with rational   expectations agents, by Andrew P Blake and Fabrizio Zampolli (Bank of England Working papers 298)Abstract
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Are Long-Run Inflation   Expectations Anchored More Firmly in the Euro Area than in the United States?, by Meredith J. Beechey, Benjamin K. Johannsen, and Andrew T. Levin (Federal Reserve Board FEDS series 2008-23)Abstract
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New Keynesian Model Dynamics under Heterogeneous   Expectations and Adaptive Learning, by Martin Fukac (Czech National Bank Working papers 2006/05)Abstract

Growth   expectations and banking system fragility in developing economies, by Eugenio Proto (Bank of Finland BOFIT Discussion Papers 2005/13)Abstract
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  Expectations and Contagion in Self-Fulfilling Currency Attacks, by Todd Keister (New York Fed Staff reports 249)Abstract
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Irrational   Expectations and Econometric Practice Discussion of Orphanides and Williams, "Inflation Scares and Forecast-Based Monetary Policy", by Peter N. Ireland (Atlanta Fed Working papers 2003-22)Abstract
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  Expectations and Exchange Rate Dynamics: A State-Dependent Pricing Approach, by Anthony E. Landry (Dallas Fed Working Papers wp0604)Full text

Rational   expectations and fixed-event forecasts: an application to UK inflation, by Hasan Bakhshi, George Kapetanios and Anthony Yates (Bank of England Working papers 176)Abstract
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Inflation   Expectations and Learning about Monetary Policy, by Andolfatto, David, Scott Hendry, and Kevin Moran (Bank of Canada Working papers 2002-30)Abstract
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Robust Taylor rules in an open economy with heterogeneous   expectations and least squares learning, by Mikael Bask – Carina Selander (Bank of Finland Discussion Papers 2007/06)Abstract
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Bond market inflation   expectations and longer-term trends in broad monetary growth and inflation in industrial countries, 1880-2001, by William G. Dewald (European Central Bank Working papers No.253)Full text

Subjective   Expectations and New Keynesian Phillips Curves in Europe, by (DNB) (Netherlands Bank DNB Working Papers 049)Full text

Learning, inflation   expectations and optimal monetary policy, by Eric Schaling (Bank of Finland Discussion Papers 2003/20)Abstract
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Lowering the Anchor: How the Bank of England's Inflation-Targeting Policies have Shaped Inflation   Expectations and Perceptions of Inflation Risk, by Meredith J. Beechey (Federal Reserve Board FEDS series 2008-44)Abstract
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Inflation   expectations and regime shifts in the euro area, by Matti Virén (Bank of Finland Discussion Papers 2005/25)Abstract
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Inflation   Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields, by Christensen, Lopez, Rudebusch (San Francisco Fed Working Papers 2008-34)Full text

Optimal Monetary and Fiscal Policy under Discretionin the New Keynesian Model: A Technical Appendix to "Great   Expectations and the End of the Depression", by Gauti B. Eggertsson (New York Fed Staff reports 235)Abstract
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Great   Expectations and the End of the Depression, by Gauti B. Eggertsson (New York Fed Staff reports 234)Abstract
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UIP,   Expectations and the Kiwi, by Anella Munro (Reserve Bank of New Zealand Discussion Papers DP2005/05)Abstract
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Policy interaction,   expectations and the liquidity trap, by George W. Evans - Seppo Honkapohja (Bank of Finland Discussion Papers 2003/22)Abstract
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The Information Content of Forward and Futures Prices: Market   Expectations and the Price of Risk, by Sergey V. Chernenko; Krista B. Schwarz; Jonathan H. Wright (Federal Reserve Board International Financial Discussion Papers 2004-808)Abstract
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Robust   expectations and uncertain models - A robust control approach with application to the New Keynesian economy, by Juha Kilponen (Bank of Finland Discussion Papers 2004/05)Abstract
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Exchange rate dynamics in a target zone - a heterogeneous   expectations approach, by Christian Bauer, Paul De Grauwe, Stefan Reitz (Deutsche Bundesbank Discussion Papers 200711)Full text

Option-implied asymmetries in bond market   expectations around monetary policy actions of the ECB, by Sami Vähämaa (European Central Bank Working papers 315)Full text

Solving Linear Difference Systems with Lagged   Expectations by a Method of Undetermined Coefficients, by Pengfei Wang, and Yi Wen (St Louis Fed Working Papers 2006-003)Full text

Option Prices, Exchange Market Intervention, and the Higher Moment   Expectations Channel: A User's Guide, by Gabriele Galati, Patrick Higgins, Owen F. Humpage, and William Melick (Cleveland Fed Working papers WP06-18)Full text

The Information Content of Inflationary   Expectations Derived from Bond Prices in Israel, by Elkayam David, Ilek Alex (Bank of Israel Monetary Studies - Discussion Papers mns0403)Abstract
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European inflation   expectations dynamics, by Jörg Döpke, Jonas Dovern, Ulrich Fritsche, Jirka Slacalek (Deutsche Bundesbank Discussion Papers 200537)Full text

Indeterminacy of rational   expectations equilibria in sequential financial markets, by Paola Donati (European Central Bank Working papers 262)Full text

  Expectations Formation and the Effectiveness of Strategies for Limiting the Consequences of the Zero Bound on Interest Rates, by David L. Reifschneider and John M. Roberts (Federal Reserve Board FEDS series 2005-70)Abstract
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Learning,   Expectations Formation and the Pitfalls of Optimal Control Monetary Policy, by Orphanides, Williams (San Francisco Fed Working Papers 2008-05)Full text

Extraction of US Dollar Interest Rate   Expectations from Derivative Prices, by Ip-wing Yu, Rex Tang and Angela Sze (Hong Kong Monetary Authority Working Papers RM2002-06)Full text

Measuring monetary policy   expectations from financial market instruments, by Michael Joyce (European Central Bank Working papers 978)Full text

Extracting growth and inflation   expectations from financial market data, by Lauri Kajanoja (Bank of Finland Discussion Papers 2004/02)Abstract
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Measuring monetary policy   expectations from financial market instruments, by Michael Joyce, Jonathan Relleen and Steffen Sorensen (Bank of England Working papers 356)Abstract
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Extracting market   expectations from option prices: an application to over-the-counter New Zealand dollar options, by Aron Gereben (Reserve Bank of New Zealand Discussion Papers DP2002/04)Abstract
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Extracting market   expectations from yield curves augmented by money market interest rates: the case of Japan, by Teppei Nagano and Naohiko Baba (European Central Bank Working papers 980)Full text

Monetary policy and rejections of the   expectations hypothesis, by Federico Ravenna – Juha Seppälä (Bank of Finland Discussion Papers 2006/25)Abstract
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Predictions of short-term rates and the   expectations hypothesis of the term structure of interest rates, by Massimo Guidolin and Daniel L. Thornton (European Central Bank Working papers 977)Full text

Alternative Tests of the   Expectations Hypothesis of the Term Structure of Interest Rates, by Don Bredin (Central Bank of Ireland Research Technical Papers 01/RT/02)Abstract
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Predictions of Short-Term Rates and the   Expectations Hypothesis of the Term Structure of Interest Rates, by Daniel L. Thornton (St Louis Fed Working Papers 2004-010)Full text

Testing the   Expectations Hypothesis When Interest Rates are Near Integrated, by Meredith Beechey, Erik Hjalmarsson, and Par Osterholm (Federal Reserve Board International Financial Discussion Papers 2008-953)Abstract
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Market   Expectations Implicit in Derivative Prices: Applications to Exchange and Oil Markets, by Díaz de León, A. & M. Casanova (Bank of Mexico Working Papers 2004-01)Full text

Lock-in of Extrapolative   Expectations in an Asset Pricing Model, by Kevin J. Lansing (San Francisco Fed Working Papers 2004-06)Full text

Measuring Interest Rate   Expectations in Canada, by Johnson, Grahame (Bank of Canada Working papers 2003-26)Abstract
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Inflation Compensation and Inflation   Expectations in Chile, by Mauricio Larraín (Central Bank of Chile Working Papers 421)Abstract
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The role of   expectations in estimates of the NAIRU in the United States and the United Kingdom, by Rebecca L Driver, Jennifer V Greenslade and Richard G Pierse (Bank of England Working papers 180)Abstract
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The role of   expectations in monetary policy, by Maria Demertzis (Netherlands Bank DNB Working Papers 118)Full text

Consumer inflation   expectations in Poland, by Tomasz Lyziak (European Central Bank Working papers 287)Full text

The role of   expectations in the inflation process in the euro area, by Maritta Paloviita - Matti Virén (Bank of Finland Discussion Papers 2005/06)Abstract
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Assessing predetermined   expectations in the standard sticky-price model: a Bayesian approach, by Peter Welz (European Central Bank Working papers 621)Full text

Inflation dynamics and subjective   expectations in the United States, by Klaus Adam and Mario Padula (European Central Bank Working papers No.222)Full text

Inflation Targeting and the Anchoring of Inflation   Expectations in The Western Hemisphere, by Refet S. Gürkaynak, Andrew T. Levin, Andrew N. Marder, Eric T. Swanson (Central Bank of Chile Working Papers 400)Abstract
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Learning about Monetary Policy Rules when Long-Horizon   Expectations Matter, by Bruce Preston (IJCB International Journal of Central Banking 05q3a3)Abstract
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Learning about Monetary Policy Rules when Long-Horizon   Expectations Matter, by Bruce Preston (Atlanta Fed Working papers 2003-18)Abstract
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Discussion of Preston, "Learning about Monetary Policy Rules when Long-Horizon   Expectations Matter", by Seppo Honkapohja (Atlanta Fed Working papers 2003-19)Abstract
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Optimal research in financial markets with heterogeneous private information: a rational   expectations model, by Katrin Tinn (European Central Bank Working papers 493)Full text

Minimal State Variable Solutions to Markov-Switching Rational   Expectations Models, by Roger E.A. Farmer, Daniel F. Waggoner, and Tao Zha (Atlanta Fed Working papers 2008-23)Abstract
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Expectational Stability in Regime-Switching Rational   Expectations Models, by William A. Branch, Troy Davig, and Bruce McGough (Kansas City Fed Working Papers RWP07-09)Abstract
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Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational   Expectations Models, by Swanson, Anderson, Levin (San Francisco Fed Working Papers 2006-01)Full text

A guided tour of the world of rational   expectations models and optimal policies, by Philippe Jeanfils (National Bank of Belgium Working Papers 016)Full text

Solving Linear Rational   Expectations Models with Predictable Structural Changes, by Adam Cagliarini and Mariano Kulish (Reserve Bank of Australia Research Discussion Papers RDP2008-10)Abstract
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Optimal discretionary policy in rational   expectations models with regime switching, by Richhild Moessner (Bank of England Working papers 299)Abstract
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Solving Linear Rational   Expectations Models: A Horse Race, by Gary S. Anderson (Federal Reserve Board FEDS series 2006-26)Abstract
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Recovering Market   Expectations of FOMC Rate Changes with Options on Federal Funds Futures, by John B. Carlson, Ben R. Craig, and William R. Melick (Cleveland Fed Working papers WP05-07)Full text

Do actions speak louder than words? Household   expectations of inflation based on micro consumption data, by Atsushi Inoue, Lutz Kilian, Fatma Burcu Kiraz (Deutsche Bundesbank Discussion Papers 200626)Full text

The danger of inflating   expectations of macroeconomic stability: heuristic switching in an overlapping generations monetary model, by Alex Brazier, Richard Harrison, Mervyn King and Tony Yates (Bank of England Working papers 303)Abstract
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The Danger of Inflating   Expectations of Macroeconomic Stability: Heuristic Switching in an Overlapping-Generations Monetary Model, by by Alex Brazier, Richard Harrison, Mervyn King and Tony Yates (IJCB International Journal of Central Banking 08q2a6)Abstract
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Extracting   expectations of New Zealand's Official Cash Rate from the bank-risk yield curve, by Leo Krippner (Reserve Bank of New Zealand Discussion Papers DP2002/01)Abstract
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  Expectations of risk and return among household investors: Are their Sharpe ratios countercyclical?, by Gene Amromin and Steven A. Sharpe (Federal Reserve Board FEDS series 2008-17)Abstract

Finnish consumers'   expectations on developments and changes in payment habits. Survey in connection with the research project ‘Finnish payment habits 2010', by Tomi Dahlberg – Anssi Öörni (Bank of Finland Discussion Papers 2006/32)Abstract
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The Effects of   Expectations on Perception: Experimental Design Issues and Further Evidence, by Tyler Williams (Boston Fed Working papers 07-14)Abstract
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The rationality and reliability of   expectations reported by British households: micro evidence from the British household panel survey, by James Mitchell, Martin Weale (Deutsche Bundesbank Discussion Papers 200719)Full text

Can Rational   Expectations Sticky-Price Models Explain Inflation Dynamics, by Jeremy Rudd and Karl Whelan (Central Bank of Ireland Research Technical Papers 03/RT/05)Abstract
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Can Rational   Expectations Sticky-Price Models Explain Inflation Dynamics?, by Jeremy Rudd and Karl Whelan (Federal Reserve Board FEDS series 2003-46)Abstract
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A defence of the   expectations theory as a model of us long-term interest rates, by Gregory D Sutton (Bank for International Settlements Working papers 085)Abstract
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Using Subjective   Expectations to Forecast Longevity: Do Survey Respondents Know Something We Don't Know?, by Maria G. Perozek (Federal Reserve Board FEDS series 2005-68)Abstract
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Inflation: Do   Expectations Trump the Gap?, by by Jeremy M. Piger and Robert H. Rasche (IJCB International Journal of Central Banking 08q4a3)Abstract
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Inflation: Do   Expectations Trump the Gap?, by Jeremy M. Piger, and Robert H. Rasche (St Louis Fed Working Papers 2006-013)Full text

The formation of inflation   expectations under changing inflation regimes, by Dahl, Christian M.; Hansen, Niels Lynggård (Danmarks Nationalbank Working papers WP04/2002)Abstract
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Stabilizing   Expectations under Monetary and FiscalPolicy Coordination, by Stefano Eusepi and Bruce Preston (New York Fed Staff reports 343)Abstract
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Estimating inflation   expectations using French government inflation-indexed bonds, by Francisco Alonso, Roberto Blanco and Ana del Río (Bank of Spain Working Papers 0111)Full text

The Expected Interest Rate Path: Alignment of   Expectations vs. Creative Opacity, by by Pierre Gosselin, Aileen Lotz and Charles Wyplosz (IJCB International Journal of Central Banking 08q3a6)Abstract
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Does Inflation Targeting Affect the Dispersion of Inflation   Expectations?, by Capistran Carlos; Ramos Francia Manuel (Bank of Mexico Working Papers 2007-11)Full text

The Importance of Being Vigilant: Has ECB Communication Influenced Euro Area Inflation   Expectations?, by David-Jan Jansen and Jakob de Haan (Netherlands Bank DNB Working Papers 148)Full text

Oil prices assumptions in macroeconomic forecasts: should we follow futures market   expectations?, by Carlos Coimbra, Paulo Soares Esteves (Bank of Portugal Working papers 2004-04)Abstract
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Does Inflation Targeting Anchor Long-Run Inflation   Expectations? Evidence from Long-Term Bond Yields in the U.S., U.K., and Sweden, by Gurkaynak, Levin, Swanson (San Francisco Fed Working Papers 2006-09)Full text

Transparency,   expectations, and forecasts, by Andrew Bauer, Robert Eisenbeis (European Central Bank Working papers 637)Full text

Transparency,   Expectations, and Forecasts, by Andrew Bauer, Robert A. Eisenbeis, Daniel F. Waggoner, and Tao Zha (Atlanta Fed Working papers 2006-03)Abstract
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Imperfect Knowledge, Inflation   Expectations, and Monetary Policy, by Athanasios Orphanides and John C. Williams (Federal Reserve Board FEDS series 2002-27)Abstract
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Learning, Adaptive   Expectations, and Technology Shocks, by Kevin X.D. Huang, Zheng Liu, and Tao Zha (Atlanta Fed Working papers 2008-20)Abstract
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Learning, Adaptive   Expectations, and Technology Shocks, by Huang, Liu, Zha (San Francisco Fed Working Papers 2008-18)Full text

Real Return Bonds, Inflation   Expectations, and the Break-Even Inflation Rate, by Ian Christensen, Frédéric Dion, and Christopher Reid (Bank of Canada Working papers 2004-43)Abstract
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Discussion of Evans and Honkapohja, "Policy Interaction,   Expectations, and the Liquidity Trap", by In-Koo Cho (Atlanta Fed Working papers 2003-17)Abstract
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Policy Interaction,   Expectations, and the Liquidity Trap, by George W. Evans and Seppo Honkapohja (Atlanta Fed Working papers 2003-16)Abstract
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Comments on Piazzesi and Schneider's %22Bond Positions,   Expectations, and the Yield Curve%22, by Jon Faust (Atlanta Fed Working papers 2008-04)Abstract
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Bond Positions,   Expectations, and the Yield Curve, by Monika Piazzesi and Martin Schneider (Atlanta Fed Working papers 2008-02)Abstract
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Heterogeneous   expectations, learning and European inflation dynamics, by Anke Weber (Deutsche Bundesbank Discussion Papers 200716)Full text

  Expectations, learning and monetary policy: an overview of recent research, by George W Evans – Seppo Honkapohja (Bank of Finland Discussion Papers 2007/32)Abstract
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  Expectations, Learning, and Discretionary Policymaking, by by Christian Jensen (IJCB International Journal of Central Banking 06q4a5)Abstract
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  Expectations, Learning, And Monetary Policy: An Overview Of Recent Research, by George W. Evans; Seppo Honkapohja (Central Bank of Chile Working Papers 501)Abstract
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Inflation   Expectations, Real Interest Rate and Risk Premiums—Evidence from Bond Market and Consumer Survey Data, by Dong Fu (Dallas Fed Working Papers wp0705)Full text

News and Interest Rate   Expectations: A Study of Six Central Banks, by Ellis Connolly and Marion Kohler (Reserve Bank of Australia Research Discussion Papers RDP2004-10)Abstract
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Learning process and rational   expectations: an analysis using a small macroeconomic model for New Zealand, by Olivier Basdevant (Reserve Bank of New Zealand Discussion Papers DP2003/05)Abstract
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Factors affecting asset price   expectations: fundamentals and policy variables., by Nico Valckx (Bank of Finland Discussion Papers 2001/13)Abstract

Inflation dynamics in the euro area and the role of   expectations: further results, by Maritta Paloviita (Bank of Finland Discussion Papers 2004/21)Abstract
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Rethinking the Measurement of Household Inflation   Expectations: Preliminary Findings, by Wilbert van der Klaauw, Wändi Bruine de Bruin, Giorgio Topa, Simon Potter, and Michael Bryan (New York Fed Staff reports 359)Abstract
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Estimating a small DSGE model under rational and measured   expectations: some comparisons, by Maritta Paloviita (Bank of Finland Discussion Papers 2007/14)Abstract
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The rationality of consumers' inflation   expectations: survey-based evidence for the euro area, by M. Forsells and G. Kenny (European Central Bank Working papers No.163)Full text

Consumption and

  Expected Asset Returns Without Assumptions About Unobservables, by Karl Whelan (Central Bank of Ireland Research Technical Papers 06/RT/04)Abstract
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  Expected Consumption Growth from Cross-Country Surveys: Implications for Assessing International Capital Markets, by Charles Engel and John H. Rogers (Federal Reserve Board International Financial Discussion Papers 2008-949)Abstract
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Adopting the euro in Hungary:   expected costs, benefits and timing, by Attila Csajbók - Ágnes Csermely (ed.) (Magyar Nemzeti Bank Occasional papers 2002/24)Abstract
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Globel Macro-financial shocks and   expected default frequencies in the Euro Area, by Olli Castrén (European Central Bank Working papers 875)Full text

Are the exchange rates of EMU candidate countries anchored by their   expected euro locking rates?, by Anna Naszódi (Magyar Nemzeti Bank Working papers 2008/01)Abstract
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The Output Gap,   Expected Future Inflation and Inflation Dynamics: Another Look, by Yash P. Mehra (Richmond Fed Working Papers 04-06)Abstract
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Do   Expected Future Marginal Costs Drive Inflation Dynamics?, by Argia M. Sbordone (New York Fed Staff reports 204)Abstract
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A Closer Look at the Sensitivity Puzzle: The Sensitivity of   Expected Future Short Rates and Term Premia to Macroeconomic News, by Meredith Beechey (Federal Reserve Board FEDS series 2007-06)Abstract
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Robust estimation of the   expected inflation, by Christensen, Anders Møller; Nielsen, Heino Bohn (Danmarks Nationalbank Working papers WP01/2002)Abstract
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Monetary policy,   expected inflation and inflation risk premia, by Federico Ravenna – Juha Seppälä (Bank of Finland Discussion Papers 2007/18)Abstract
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Joint estimation of the natural rate of interest, the natural rate of unemployment,   expected inflation, and potential output, by Luca Benati and Giovanni Vitale (European Central Bank Working papers 797)Full text

The Relationship between   Expected Inflation, Disagreement, and Uncertainty: Evidence from Matched Point and Density Forecasts, by Robert Rich and Joseph Tracy (New York Fed Staff reports 253)Abstract
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The   Expected Interest Rate Path: Alignment of Expectations vs. Creative Opacity, by by Pierre Gosselin, Aileen Lotz and Charles Wyplosz (IJCB International Journal of Central Banking 08q3a6)Abstract
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  Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area, by Sylvia Kaufmann and Peter Kugler (Austrian National Bank Working Papers WP131)Abstract
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Extracting the   Expected Path of Monetary Policy from Futures Rates, by Brian Sack (Federal Reserve Board FEDS series 2002-56)Abstract
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Exact Limit of the   Expected Periodogram in the Unit-Root case, by João Valle e Azevedo (Bank of Portugal Working papers 2007-13)Abstract
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The roles of   expected profitability, Tobin's Q and cash flow in econometric models of company investment, by Stephen Bond, Alexander Klemm, Rain Newton-Smith, Murtaza Syed and Gertjan Vlieghe (Bank of England Working papers 222)Abstract
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Default probabilities and   expected recovery: an analysis of emerging market sovereign bonds, by Liz Dixon-Smith, Roman Goossens and Simon Hayes (Bank of England Working papers 261)Abstract