Front Matter
Author:
Bertrand Gruss 0000000404811396 https://isni.org/isni/0000000404811396 International Monetary Fund

Search for other papers by Bertrand Gruss in
Current site
Google Scholar
PubMed
Close
,
Mrs. Sandra V Lizarazo Ruiz
Search for other papers by Mrs. Sandra V Lizarazo Ruiz in
Current site
Google Scholar
PubMed
Close
https://orcid.org/0000-0003-1124-8039
, and
Mr. Francesco Grigoli
Search for other papers by Mr. Francesco Grigoli in
Current site
Google Scholar
PubMed
Close

Front Matter Page

Statistics Department

Contents

  • 1 Introduction

  • 2 Data

    • 2.1 Monetary Policy Surprises

    • 2.2 Dispersion of Inflation Expectations

  • 3 Empirical Analysis

    • 3.1 The Response of Inflation Expectation Dispersion to Monetary Policy Surprises .

    • 3.2 Narrower Time Windows

    • 3.3 The Role of Market Surprises

    • 3.4 Deviations From the Inflation Target

  • 4 A Model of Inflation Expectations Dispersion

    • 4.1 Full Information

    • 4.2 Constant Degree of Information Rigidity

    • 4.3 Aggregate State-Dependent Degree of Information Rigidity

    • 4.4 Firm State-dependent Degree of Information Rigidity

  • 5 Conclusions

  • References

  • A Model parameters

  • List of Figures

    • 1 Timeline of Forecasts and Data Releases

    • 2 Monetary Policy Surprises

    • 3 Cumulative Distribution of Inflation Expectation Dispersion at Different Horizons

    • 4 Inflation Expectations Dispersion at Different Horizons

    • 5 Effects of Monetary Policy Surprises on the Term Structure of Inflation Expectation Dispersion

    • 6 Alternative Pre- and Post-Meeting Windows

    • 7 Response of Inflation Expectation Dispersion to an Interest Rate Shock, Constant Stickiness

    • 8 Average Response of Inflation Expectation Dispersion to an Interest Rate Shock, Constant Stickiness

    • 9 Response of Inflation Expectation Dispersion to a Persistent Interest Rate Shocks, Varying Stickiness

    • 10 Response of Inflation Expectation Dispersion to a Persistent Interest Rate Shock, Aggregate State-Contingent Information Stickiness

    • 11 Average Response of Inflation Expectation Dispersion to an Interest Rate Shock, Aggregate State-Contingent Information Stickiness

    • 12 Response of Inflation Expectation Dispersion to a Persistent Interest Rate Shock, Firm State-Contingent Information Stickiness

    • 13 Average Response of Inflation Expectation Dispersion to an Interest Rate Shock, Firm State-Contingent Information Stickiness

  • List of Tables

    • 1 Descriptive Statistics of Time Windows

    • 2 Effects of Federal Funds Rate Surprises on Inflation Expectation Dispersion

    • 3 Effects of High-Frequency Monetary Policy Shocks on Inflation Expectation Dispersion

    • 4 Effects of Individual and Market Surprises on Inflation Expectation Dispersion

    • 5 Effects of Individual and NS-Based Market Surprises on Inflation Expectation Dispersion

    • 6 Effects of Federal Funds Rate Surprises on Inflation Expectation Anchoring

    • A.1 Parameter Values

  • Collapse
  • Expand
Monetary Policy Surprises and Inflation Expectation Dispersion
Author:
Bertrand Gruss
,
Mrs. Sandra V Lizarazo Ruiz
, and
Mr. Francesco Grigoli