Sarantis Tsiaplias, "Consumer Inflation Expectations, Income Changes and Economic Downturns," Journal of Applied Econometrics, Vol. 36, No. 6, 2021, pp. 784-807. The data used in this paper are the property of The University of Melbourne and cannot be republished without permission. Further information on the data, including contact information, is available at: https://melbourneinstitute.unimelb.edu.au/casie To undertake the analysis, individual survey responses were used regarding: (i) year-ahead inflationary expectations, (ii) income changes over the past twelve months, (iii) household financial conditions over the past twelve months, and (iv) macroeconomic expectations in the next 12 months. The data cover the period January 1995 to September 2018, with the aggregated inflationary expectations results published monthly in the Melbourne Institute Survey of Consumer Inflationary Expectations. Demographic information on the gender, age, employment status, job type, location, education, political preferences, home-ownership status and household income of respondents were also obtained, and these were used as controls in the estimation undertaken in the paper.