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Extraction of inflation expectations from financial instruments
Fuertes, Alberto; Gimeno, Ricardo; Marqués, José Manuel - 2018
In this paper we estimate inflation expectations for several Latin American countries using an affine model that takes as factors the observed inflation and the parameters generated from zero-coupon yield curves of nominal bonds. By implementing this approach, we avoid the use of...
Persistent link: https://www.econbiz.de/10011883446
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Long-term investment with stochastic interest and inflation rates : the need for inflation-indexed bonds
Mkaouar, Farid; Prigent, Jean-Luc; Abid, Ilyes - In: Economic modelling 67 (2017), pp. 228-247
Persistent link: https://www.econbiz.de/10011813816
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Real interest rates, inflation, and default
Hur, Sewon; Kondo, Illenin O.; Perri, Fabrizio - 2018
Persistent link: https://www.econbiz.de/10011967432
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What does consumption tell us about inflation expectations and real interest rates?
Ayuso, Juan; López-Salido, José David - 1996
Persistent link: https://www.econbiz.de/10000950780
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Regime switches, biased expectations, and the Brazilian inflationary experience
Salomon, Marcelo F. - In: Review of development economics 7 (2003) 2, pp. 294-310
Persistent link: https://www.econbiz.de/10001752931
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On structural shifts and stationarity of the ex ante real interest rate
Lai, Kon-sun - In: International review of economics & finance : IREF 13 (2004) 2, pp. 217-228
Persistent link: https://www.econbiz.de/10002030588
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Estimating a Taylor rule for New Zealand with a time-varying neutral real rate
Plantier, L. Christopher; Scrimgeour, Dean - 2002
Persistent link: https://www.econbiz.de/10001676149
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A study of interest rates in the longer run : now you know the rest of the story
Schnitzel, Paul - In: The American economist : journal of Omnicron Delta … 44 (2000) 2, pp. 57-70
Persistent link: https://www.econbiz.de/10001697645
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Vurdering af forventet inflation og realrente
Knudsen, Dan - In: Nationaløkonomisk tidsskrift 140 (2002) 1, pp. 18-34
Persistent link: https://www.econbiz.de/10001680922