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econ.GN2026
Uncertain and Asymmetric Forecasts
Eric Vansteenberghe
Measures of inflation uncertainty and directional risk derived from higher moments of forecast distributions are contaminated by the first moment, but in distinct ways. Using indiv…
econ.GN2025
Monetary Policy, Uncertainty, and Credit Supply
Eric Vansteenberghe
This paper investigates how dispersion in banks' subjective inflation forecasts is a channel of the transmission of monetary policy to credit supply. We extend the Monti-Klein mode…