Pagliuca, Andrea (A.A. 2022/2023) Heterogeneity in inflation expectations: evidence from the Eurozone. Tesi di Laurea in Dynamic macroeconomics (business cycle), Luiss Guido Carli, relatore Claudio Michelacci, pp. 40. [Master's Degree Thesis]

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Abstract/Index

Data. Data for inflation and industrial production. Data for inflation expectations: the joint harmonised EU programme of business and consumer surveys. Evidence of heterogenity of Spanish households’ expectations. Data for monetary policy shocks. Methodology. Controlling for household characteristics. Oaxaca-Blinder decomposition. Reaction to ECB monetary policy shocks. Historical contribution to the error term. Results. Results of the Oaxaca-Blinder decomposition. Reaction to ECB tightening monetary policy shocks. Cumulative historical contribution of monetary policy shocks.

References

Bibliografia: pp. 28-29.

Thesis Type:	Master's Degree Thesis
Institution:	Luiss Guido Carli
Degree Program:	Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56)
Chair:	Dynamic macroeconomics (business cycle)
Thesis Supervisor:	Michelacci, Claudio
Thesis Co-Supervisor:	Paciello, Luigi
Academic Year:	2022/2023
Session:	Summer
Deposited by:	Alessandro Perfetti
Date Deposited:	09 Jan 2024 14:59
Last Modified:	09 Jan 2024 14:59
URI:	https://tesi.luiss.it/id/eprint/37439

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