The information content of inflation swap rates for the long-term inflation expectations of professionals: Evidence from a MIDAS analysis
Year of publication: |
2018
|
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Authors: | Hanoma, Ahmed ; Nautz, Dieter |
Publisher: |
Berlin : Freie Universität Berlin, School of Business & Economics |
Subject: | Inflation Expectations Dynamics | Expectations Anchoring | MIDAS |
Series: | Discussion Paper ; 2018/16 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1039888364 [GVK] hdl:10419/184645 [Handle] RePEc:zbw:fubsbe:201816 [RePEc] |
Classification: | E31 - Price Level; Inflation; Deflation ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; C22 - Time-Series Models |
Source: |
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Hanoma, Ahmed, (2018)
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