Considering market-based inflation expectations, we show that investors’ forecasts are non-linear. We capture this non … and low concern about inflation. Using a complete cross-asset panel of equity sectors, bonds, and commodities, we perform … inflation is regime-dependent. We show that inflation-indexed government bonds and oil are the best way to get exposure to slow …

application forecasting US inflation, we find important discrepancies between individual predictor relevance according to the in …