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The (ir)relevance of the nominal lower bound for real yield curve analysis
Schupp, Fabian - 2020
implying time-varying impulse responses of yield components. With short-term rate expectations at or close to the lower bound …
Persistent link: https://www.econbiz.de/10012222610
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The term structure of euro area break-even inflation rates : the impact of seasonality
Ejsing, Jacob Wellendorph (contributor);  … - 2007
This paper provides a toolkit for extracting accurate information about inflation expectations using inflation-linked bonds. First, we show how to estimate term structures of zero-coupon real rates and break-even inflation rates (BEIRs) in the euro area. This improves the analysis of...
Persistent link: https://www.econbiz.de/10003599449
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The Term Structure of Euro Area Break-Even Inflation Rates : The Impact of Seasonality
Ejsing, Jacob; Garcia, Juan A.; Werner, Thomas - 2021
This paper provides a toolkit for extracting accurate information about inflation expectations using inflation-linked bonds. First, we show how to estimate term structures of zero-coupon real rates and break-even inflation rates (BEIRs) in the euro area. This improves the analysis of...
Persistent link: https://www.econbiz.de/10013316774
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The (ir)relevance of the nominal lower bound for real yield curve analysis
Schupp, Fabian - 2020
implying time-varying impulse responses of yield components. With short-term rate expectations at or close to the lower bound …
Persistent link: https://www.econbiz.de/10012299079
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The macroeconomics of the term structure of interest rates
Zagaglia, Paolo - 2009
Persistent link: https://www.econbiz.de/10003867585
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Macroeconomic Adjustment to Monetary Union
Fagan, Gabriel - 2008
The move to monetary union in Europe led to convergence of interest rates among the participating countries. This was associated with notable cross-country differences in the behaviour of key macroeconomic aggregates. Compared to the low interest rate countries, former high interest rate...
Persistent link: https://www.econbiz.de/10012770251
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Optimized Taylor rules with domestic bond yields in emerging market economies
Gadanecz, Blaise; Miyajima, Ken; Urban, Jörg - In: Applied economics letters 22 (2015) 7/9, pp. 688-692
Persistent link: https://www.econbiz.de/10010530105
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Does the level of the yield curve predict inflation?
Kaya, Hüseyin - In: Applied economics letters 21 (2014) 7/9, pp. 477-480
Persistent link: https://www.econbiz.de/10010414286
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Inflation expectations, liquidity premia and global spillovers in Japanese bond markets
Christensen, Jens H. E.; Spiegel, Mark - 2024
Persistent link: https://www.econbiz.de/10014533476
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The anatomy of government bond yields synchronization in the Eurozone
Barbieri, Claudio; Guerini, Mattia; Napoletano, Mauro - 2021
We investigate the synchronization of Eurozone's government bond yields at different maturities. For this purpose, we … to divergence trades and flight-to-quality effects as a source of the self-sustained yield asynchronous dynamics. Our … results envisage synchronization as a requirement for the smooth transmission of conventional monetary policy in the Eurozone. …
Persistent link: https://www.econbiz.de/10012497031