Hördahl, Peter (contributor); Tristani, Oreste (contributor) - 2007
.2 Nominal yields and macro data 14
4 Model 15
4.1 Building the term structure 17
4.2 The inflation risk premium 19
4 … and impulse
responses 22
5.2 Yield premia and inflation risk premia 23
5.3 The inflation risk premium and the …
of the inflation risk premium in euro area yields and to analyze its relationship with
inflation, output and the nominal …