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1
The term structure and inflation uncertainty
Breach, Tomas
;
D'Amico, Stefania
;
Orphanides, Athanasios
-
2016
incorporating survey information on inflation uncertainty in the
estimation
. The model captures changes in premia over very diverse …
Persistent link: https://www.econbiz.de/10011570647
Saved in:
2
Prices and expectations : essays in international finance and monetary economics
Wang, Likun
-
2015
Persistent link: https://www.econbiz.de/10011391315
Saved in:
3
Essays on the dynamic interaction of expectations, monetary policy and the term structure of interest rates
Chun, Albert Lee
-
2007
Persistent link: https://www.econbiz.de/10009693124
Saved in:
4
Determinants of long-term interest rates in the United States
Konadu-Adjei, Charles Kweku
;
Mayer, Roger W.
;
Chien, Wen-wen
- In:
Journal of business & economics research
10
(
2012
)
5
,
pp. 257-267
Persistent link: https://www.econbiz.de/10009552933
Saved in:
5
Is inflation driven by survey-based, VAR-based or myopic expectations? : an empirical assessment from US real-time data
Bec, Frédérique
;
Kanda, Patrick
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012659117
Saved in:
6
Core and "crust" : consumer prices and the term structure of interest rates
Ajello, Andrea
;
Benzoni, Luca
;
Chyruk, Olena
- In:
The review of financial studies
33
(
2020
)
8
,
pp. 3719-3765
Persistent link: https://www.econbiz.de/10012249751
Saved in:
7
The joint dynamics of U.S. and euro-area inflation rates : expectations and timevarying uncertainty
Grishchenko, Olesya
;
Mouabbi, Sarah
;
Renne, Jean-Paul
-
2017
Persistent link: https://www.econbiz.de/10011647288
Saved in:
8
Bond risk premiums and optimal monetary policy
Palomino, Francisco
- In:
Review of economic dynamics
15
(
2012
)
1
,
pp. 19-40
Persistent link: https://www.econbiz.de/10009521662
Saved in:
9
How large is the inflation risk premium in the US nominal term structure?
Buraschi, Andrea
(
contributor
);
Jiltsov, Alexei
(
contributor
)
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700577
Saved in:
10
Bond risk premia in consumption-based models
Creal, Drew
;
Wu, Jing Cynthia
-
2016
Persistent link: https://www.econbiz.de/10011476470
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