Do bond markets find inflation targets credible? : evidence from five inflation-targeting countries
Year of publication: |
2020
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Authors: | Kim, Young Min ; Kang, Kyu Ho ; Ka, Kook |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 67.2020, p. 66-84
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Subject: | Bayesian MCMC algorithm | Inflation risk premium | Macro-finance affine term-structure model | Parameter uncertainty | Inflationssteuerung | Inflation targeting | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Bayes-Statistik | Bayesian inference | Geldpolitik | Monetary policy | Glaubwürdigkeit | Credibility | Inflationserwartung | Inflation expectations | Schätzung | Estimation | Rentenmarkt | Bond market | Inflation |
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