What Does Consumption Tell Us about Inflation Expectations and Real Interest Rates?

We estimate real interest rates, bounds on inflation expectations and inflation risk premia in a CCAPM framework under four different preference specifications.

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Year of publication:	1996
Authors:	Ayuso, Juan ; López-Salido, J. David
Institutions:	Banco de España
Subject:	EVALUATION \| INFLATION \| INTEREST RATE

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Series:	Banco de España Working Papers.
Type of publication:	Book / Working Paper
Notes:	40 pages
Classification:	E30 - Prices, Business Fluctuations, and Cycles. General ; E43 - Determination of Interest Rates; Term Structure Interest Rates
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005155286