Inflation forecasts extracted from nominal and real yield curves
Year of publication: |
May 2016
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Authors: | Geyer, Alois ; Hanke, Michael ; Weissensteiner, Alex |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 60.2016, p. 180-188
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Subject: | Inflation forecasts | Break-even inflation | Cochrane-Piazzesi factor | Nelson-Siegel model | Parameter uncertainty | Inflation | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Prognose | Forecast | Inflationserwartung | Inflation expectations | Inflationsrate | Inflation rate |
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