Earnings-Calls-based Firm Inflation Expectations (ECFIE)

IMF.RES ECFIE. The Earnings-Calls-based Firm Inflation Expectations (ECFIE) index is a proxy for firms’ near-term inflation expectations, constructed through text analysis of earnings call transcripts from publicly listed companies. In addition to ECFIE, the dataset includes: a firms inflation expectations disagreement indicator, defined as the cross-firm variance of ECFIE within each country; and.