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On the External Validity of Experimental Inflation Forecasts: A Comparison with Five Categories of Field Expectations
13/13 checkable references clean · checked 2026-08-03
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 13 checked references that resolve
resolves10.1111/j.1468-0297.2007.02043.x
Experimental Evidence on the Persistence of Output and Inflation
resolves10.1257/jel.52.1.124
Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve
resolves10.1108/s0193-230620140000017004
Forecast Error Information and Heterogeneous Expectations in Learning-to-Forecast Macroeconomic Experiments
resolves10.1016/j.jebo.2010.05.012
Heterogeneity, learning and information stickiness in inflation expectations
resolves10.1017/s1365100516000560
INFLATION EXPECTATIONS AND MONETARY POLICY DESIGN: EVIDENCE FROM THE LABORATORY
resolves10.21236/ada242679
Empirical Estimation of Standard Errors of Compensatory MIRT Model Parameters Obtained from the NOHARM Estimation Program
The 3 references without a DOI — listed, not checked
no DOI — not checkedSurvey Measures of Expected Inflation: Revisiting the Issues of Predictive Content and Rationality
no DOI — not checkedLivingston has a semiannual frequency, Michigan monthly, SPF quarterly. FOMC and Greenbook are taken at a quarterly frequency. N is the size of each sample. For experimental data: PZ indicates data from Pfajfar and Zakelj
no DOI — not checkederror term (i stands for the different categories of economic agents) and the null hypothesis is: the estimated coefficients � �� � ��1 and � �� � ��2 ?are not significantly different from 0. Market-based forecasts are considered at a daily or monthly frequency
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