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Inflation risk premia, yield volatility and macro factors
Berardi, Andrea; Plazzi, Alberto - 2018
and implied volatility of T-bonds and survey forecasts of GDP growth and inflation. We find relatively stable inflation …
Persistent link: https://www.econbiz.de/10011877284
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A model of the Fed's view on inflation
Hasenzagl, Thomas; Pellegrino, Filippo; Reichlin, Lucrezia - 2018
Persistent link: https://www.econbiz.de/10011860155
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Less bang for the buck? : assessing the role of inflation uncertainty for U.S. monetary policy transmission in a data rich environment
Herwartz, Helmut; Rohloff, Hannes - 2018
We investigate the relationship between inflation uncertainty and monetary policy transmission in the U.S. economy … through the external finance premium and the term structure of interest rates appears strongly dependent on inflation …
Persistent link: https://www.econbiz.de/10011931106
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Heterogeneous beliefs and the Phillips curve
Meeks, Roland; Monti, Francesca - 2019
Persistent link: https://www.econbiz.de/10012201139
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Market risk and market-implied inflation expectations
Orłowski, Lucjan T.; Soper, Carolyne - In: International review of financial analysis 66 (2019), pp. 1-8
Persistent link: https://www.econbiz.de/10012208965
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Estimating inflation risk premia from nominal and real yield curves using a shadow-rate model
Imakubo, Kei; Nakajima, Jouchi - 2015
Persistent link: https://www.econbiz.de/10012178013
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Financial expectations and household consumption : does middle inflation matter?
Brown, Sarah; Harris, Mark N.; Spencer, Christopher; … - 2020
account middle-inflation overestimate the impact of financial expectations. …
Persistent link: https://www.econbiz.de/10012180406
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Inflation and social welfare in a new Keynesian model : the case of Japan and the U.S.
Mineyama, Tomohide; Hirata, Wataru; Nishizaki, Kenji - 2019
Persistent link: https://www.econbiz.de/10012181762
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How do economic growth asymmetry and inflation expectations affect Fisher hypothesis and Fama's proxy hypothesis?
Lee, Yuan-Ming; Wang, Kuan Min - In: Quantitative finance and economics 1 (2017) 4, pp. 428-453
Persistent link: https://www.econbiz.de/10012137887
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A model of the Fed's view on inflation
Hasenzagl, Thomas; Pellegrino, Filippo; Reichlin, Lucrezia - 2017 - This version: 20th December 2017
Persistent link: https://www.econbiz.de/10012146065