yields' fluctuations and highlight the roles of a tight monetary policy stance and expectations of lower inflation in … negative inflation slope points to higher odds of a recession within a year. An aggressive removal of policy accommodation …

constant money growth or zero inflation policies …

This paper quantifies how variation in real economic activity and inflation in the U.S. influenced the market prices of … in which bond investment decisions are influenced by real output and inflation risks that are unspanned by (imperfectly …

We use a joint model of macroeconomic and term structure dynamics to estimate inflation risk premia in the United … inflation and interest rate expectations at various future horizons, as well as term structure data from both nominal and index …-linked bonds. Our results show that, in both currency areas, inflation risk premia are relatively small, positive, and increasing …

to expectations about future output growth, and (iii) affected by uncertainty about future output growth and inflation …

inflation rates. Expectations about real macroeconomic variables seem to matter more than expectations about nominal factors …Die empirische Literatur zur Zinsstruktur zeigt, dass sich langfristige Zinsen nicht - wie dies die sogenannte …

inflation risk premium slope has been accompanied by a heightened risk of recession, while a lower real-rate risk premium slope …

significantly inflation volatility in Poland. I derive this result from an estimated DSGE model of a small open economy. GDP … inflation volatility has not been affected by the presence of the term premium. At the same time, the term premium shock had … only a minor impact on GDP and inflation volatilities which suggests that the QE programs conducted by the major central …