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Dieter Nautz

Professor of Econometrics · Freie Universität Berlin

Professor of Econometrics in the Department of Economics at Freie Universität Berlin. Research covers monetary economics, inflation expectations, monetary policy transmission and financial markets.

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Published Classic Journal of Economic Dynamics and Control Published Sep 2021

Long-term inflation expectations and the transmission of monetary policy shocks: Evidence from a SVAR analysis

Max Diegel · Dieter Nautz

This 2021 Journal of Economic Dynamics & Control paper by Max Diegel and Dieter Nautz asks whether U.S. long-term inflation expectations respond to monetary policy shocks in a way consistent with a …

Structural Var Inflation Expectations