The signalling content of asset prices for inflation (VoxEU, 2017)

Press/Media: Other

Description

VoxEU article

Period29 Sept 2017

Media contributions

1

Media contributions

  • TitleThe signalling content of asset prices for inflation
    Media name/outletVoxEU
    Country/TerritoryNetherlands
    Date29/09/17
    DescriptionHigh asset prices can foreshadow tail risks in inflation. Based on data from 11 advanced economies since 1985, this column shows that high asset prices usually signal future high inflation episodes, but can occasionally signal low inflation or deflation instead. The transmission time of asset prices to inflation can be quite long. For central banks, this implies that the signalling content of asset prices for inflation is uncertain, both in timing and direction.
    URLhttps://cepr.org/voxeu/columns/signalling-content-asset-prices-inflation
    PersonsJan Willem van den End, Leo de Haan