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Real risk, inflation risk, and the term structure

Evans, Martin D. D. - In: The economic journal : the journal of the Royal … 113 (2003), pp. 345-389

Persistent link: https://www.econbiz.de/10001761329

Multifactor Keynesian models of the long-term interest rate

Akram, Tanweer - 2021

Using panel data models, we analyze the flypaper effects-whether intergovernmental fiscal transfers or states' own income determine expenditure commitments - on ecological fiscal spending in India. The econometric results show that the unconditional fiscal transfers, rather than the states' own...

Persistent link: https://www.econbiz.de/10012596963

Joint estimation of the natural rate of interest, the natural rate of unemployment, expected inflation, and potential output

Benati, Luca (contributor); Vitale, Giovanni (contributor) - 2007

We jointly estimate the natural rate of interest, the natural rate of unemployment, expected inflation, and potential …-variation in (i) the data-generation process for inflation, which we capture via a time-varying parameters specification for the … Phillips curve portion of the model; and (ii) the volatilities of disturbances to inflation and cyclical (log) output, which we …

Persistent link: https://www.econbiz.de/10003516685

The impact of monetary policy in the UK on the relationship between the term structure of interest rates and future inflation

Bårdsen, Gunnar; Becker, Ralf; Hurn, Stan - In: Contemporary issues in economics and econometrics : …, (pp. 147-161). 2004

Persistent link: https://www.econbiz.de/10002544738

The Impact of Monetary Policy in the UK on the Relationship between the Term Structure of Interest Rates and Future Inflation

Bardsen, Gunnar; Hurn, Stan - 2001

The link between London interbank interest rates and future inflation in the UK is investigated over a period which … interest rates and future inflation is found to break down after 1985 …

Persistent link: https://www.econbiz.de/10014131719