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Inflation Perceptions and Expectations During the Pandemic: A Model Based Approach

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Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF 2022)

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Abstract

This article investigates how consumers’ perceptions and expectations about inflation evolved during the first twelve months after the pandemic broke out in Italy. The analysis is based on data from the European business and consumer qualitative surveys and exploits an innovative dynamic model for ordinal data based on a mixture distribution with time varying parameters.

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Correspondence to Marcella Corduas .

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Corduas, M., Piccolo, D. (2022). Inflation Perceptions and Expectations During the Pandemic: A Model Based Approach. In: Corazza, M., Perna, C., Pizzi, C., Sibillo, M. (eds) Mathematical and Statistical Methods for Actuarial Sciences and Finance. MAF 2022. Springer, Cham. https://doi.org/10.1007/978-3-030-99638-3_29

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