A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations

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An Inflation-Predicting Measure of the Output Gap in the Euro Area (2018, background): “First, we have tried including the commodity price index, the oil price and the exchange rate, and we found that these typical cost-push variables do not contribute much to modelling our core inflation measure. Appendix D reports the details. Second, we have estimated the Stock and Watson (2007) uno”
Anchored Inflation Expectations (2020, background): “Indeed, during the financial crises and recovery, 2See Mehrotra and Yetman (2014), Kozicki and Tinsley (2012) and Chan, Clark, and Koop (2015) for reduced-from statistical models of the relationship between inflation, trend inflation, and long-term forecasts.”