Macroeconomic drivers of inflation expectations and inflation risk premia
Year of publication: |
2024
|
---|---|
Authors: | Boeckx, Jef ; Iania, Leonardo ; Wauters, Joris |
Publisher: |
Brussels : National Bank of Belgium |
Subject: | Inflation-linked swaps | affine term structure model | inflation expectations | inflation risk premia | inflation trend | shifting endpoints |
Series: | NBB Working Paper ; 446 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1882410742 [GVK] |
Classification: | E31 - Price Level; Inflation; Deflation ; E44 - Financial Markets and the Macroeconomy ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: |
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