A non-knotty inflation risk premium model
Year of publication: |
2023
|
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Authors: | Vicente, José Valentim Machado |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 55.2023, 28, p. 3271-3278
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Subject: | affine models | break-even inflation rate | inflation forecasting | Inflation risk premium | Inflation | Risikoprämie | Risk premium | Inflationserwartung | Inflation expectations | Zinsstruktur | Yield curve | Inflationsrate | Inflation rate | Prognoseverfahren | Forecasting model |
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