MATTHIAS HARTMANN
Welcome!
I am working on topics in expectations formation, forecasting, uncertainty, housing markets and survey data.
Email: mjh69121 [ at ] gmail.com
Selected publications
- Uncertainty measures from partially rounded probabilistic forecast surveys. (with A. Glas),
Quantitative Economics (2022), 979-1022. (link) (GitHub link to replication package)
- On the determinants of long-run inflation uncertainty: Evidence from a panel of 17 developed economies.
(with C. Conrad), European Journal of Political Economy (2019), 233-250. (link)
- A comparative assessment of alternative ex ante measures of inflation uncertainty.
(with H. Herwartz and M. Ulm), International Journal of Forecasting, (2017), 76-89. (link)
- Inflation uncertainty, disagreement and monetary policy: Evidence from the ECB Survey of Professional Forecasters.
(with A. Glas), forthcoming Journal of Empirical Finance. (link)
- Inflation, output and uncertainty in the era of inflation targeting – A multi-economy view on causal linkages.
(with J. Roestel), Journal of International Money and Finance 37 (2013), 98–112. (link)
- Causal relations between inflation and inflation uncertainty - Cross section evidence in favour
of the Friedman-Ball hypothesis. (with H. Herwartz), Economics Letters 115 (2012), 144–147. (link)
Policy - related publications
- Inflation expectations and their role in Eurosystem forecasting. (with members of the Eurosystem’s Expert Group on Inflation Expectations), ECB Occasional Paper 2021/264. (link)
- Exchange rate pass-through in the euro area and EU countries. (with members of the Eurosystem’s Expert Group on Exchange Rate Pass-Through), ECB Occasional Paper 2020/241. (link)