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Forecasting industrial production using models with business cycle asymmetry

Huh, Chan-guk - 1993

Persistent link: https://www.econbiz.de/10000898542

Imperfect knowledge, inflation expectations, and monetary policy

Orphanides, Athanasios (contributor); … - 2002 - [Elektronische Ressource]

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Inflation scares and forecast-based monetary policy

Orphanides, Athanasios (contributor); … - 2003 - [Elektronische Ressource]

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Using a long-term interest rate as the monetary policy instrument

McGough, Bruce (contributor); … - 2004

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Evaluating interest rate covariance models within a value-at-risk framework

Ferreira, Miguel A. (contributor); … - 2004 - [Elektronische Ressource], rev

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Is implied correlation worth calculating? : Evidence from foreign exchange options and historical data

Walter, Christian (contributor); … - 2000 - [Elektronische Ressource]

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Evaluating covariance matrix forecasts in a value-at-risk framework

García López, José A. (contributor); … - 2000 - [Elektronische Ressource]

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Term premia and interest rate forecasts in affine models

Duffee, Greg (contributor) - 2000 - [Elektronische Ressource]

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Lock-in of extrapolative expectations in an asset pricing model

Lansing, Kevin J. (contributor) - 2004 - [Elektronische Ressource]

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Inflation expectations and the news

Bauer, Michael Dominic - Federal Reserve Bank of San Francisco - 2014

This paper provides new evidence on the importance of inflation expectations for variation in nominal interest rates, based on both market-based and survey-based measures of inflation expectations. Using the information in TIPS breakeven rates and inflation swap rates, I document that movements...

Persistent link: https://www.econbiz.de/10010757099