The anchoring of inflation expectations in time and frequency domains

Figures & data

Figure 1. Short-term and Long-term Inflation Expectations in the U.S.

Figure 2. Wavelet power spectra of inflation expectations.

Figure 3. Morlet wavelet transform cross-spectra and coherence spectra of consumers’ inflation expectations.

Figure 4. Morlet wavelet transform cross-spectra and coherence spectra of professional forecasters’ inflation expectations.