文章基本信息

标题：Analysis of aggregated inflation expectations based on the ECB SPF survey
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作者：Sami Oinonen ; Maritta Paloviita
期刊名称：Bank of Finland Research Discussion Papers (früher: Bank of Finland Discussion Papers)
印刷版ISSN：0785-3572
电子版ISSN：1456-6184
出版年度：2014
卷号：2014
出版社：Suomen Pankki = Bank of Finland
摘要：This paper examines aggregated inflation expectations based on the ECB Survey of Professional Forecasters (ECB SPF). We analyse possible impacts of changing panel composition on short and long term point forecasts and forecast uncertainties using approach, which is based on a set of sub-panels of fixed composition. Our results indicate that the unbalanced panel data do not cause systematic distortions to aggregated survey information. However, micro level analysis of expectations would also be useful, especially in times of wide disagreement across forecasters and high levels of inflation uncertainty
关键词：Survey data; Expectations; Changing panel composition