Switzerland. Even with wide differences in inflation processes across these countries, there is we find strong evidence that the … term structure does have significant forecasting ability for future changes in inflation, particularly so at long …

interest rates, exchange rate growth, and inflation. We then decompose the Swiss long-term interest rate trend into various … decline in the level of inflation. Comparing Switzerland with the rest of the world, we show that while Swiss real interest … connection between inflation risk and the Swiss term spread, as well between relative inflation risk and the difference between …

Switzerland. Even with wide differences in inflation processes across these countries, there is we find strong evidence that the … term structure does have significant forecasting ability for future changes in inflation, particularly so at long …