01968cas a2200325 a 4500 AALejournalIMF018553 230101c9999 xx r poo 0 0eng d 5.00 USD 9781484363010 1018-5941 BD-DhAAL BD-DhAAL Garcia, Juan Angel. Inflation News and Euro Area Inflation Expectations / Juan Angel Garcia, Sebastian Werner. Washington, D.C. : International Monetary Fund, 2018. 1 online resource (59 pages) IMF Working Papers <strong>Off-Campus Access:</strong> No User ID or Password Required <strong>On-Campus Access:</strong> No User ID or Password Required Electronic access restricted to authorized BRAC University faculty, staff and students Do euro area inflation expectations remain well-anchored? This paper finds that the protracted period of low (and below-target) inflation in the euro area since 2013 has weakened their anchoring. Testing their sensitivity to inflation and macroeconomic news, this paper expands existing results in two key dimensions. First, by analyzing all available (advanced) inflation releases. Second, the reactions of expectations are investigated at daily, time-varying and intraday frequency regressions to add robustness to our conclusions. Results point to a significant impact of inflation news over recent years that had not been observed before in the euro area. Mode of access: Internet Inflation Expectation imf Inflation Rate imf Inflation imf Market-Based Inflation Expectations imf WP imf Germany imf Werner, Sebastian. IMF Working Papers; Working Paper ; No. 2018/167 Full text available on IMF http://elibrary.imf.org/view/journals/001/2018/167/001.2018.issue-167-en.xml IMF e-Library