The Term Structure of Inflation ExpectationsTobias Adrian, Hao Wu2009-01-01preprintSSRN Electronic Journal69 citationsgreenNo readable copy stored yet — this record is metadata only.Monetary Policy and Economic ImpactFinancial Markets and Investment StrategiesStochastic processes and financial applicationsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 69 citations exist upstream.References1977Rules Rather than Discretion: The Inconsistency of Optimal Plans2005INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY1995Multivariate Simultaneous Generalized ARCH1980On estimating the expected return on the market1996A YIELD‐FACTOR MODEL OF INTEREST RATES2000Specification Analysis of Affine Term Structure Models2002Term Premia and Interest Rate Forecasts in Affine Models1999Inflation targeting: lessons from the international experienceCited by2013The Inflation Risk Premium: Evidence from the TIPS Market2010MACRO‐FINANCE MODELS OF INTEREST RATES AND THE ECONOMY2014Assessing the anchoring of inflation expectations2017Staying at zero with affine processes: An application to term structure modelling2011Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices2011Inflation-Indexed Bonds and the Expectations Hypothesis2015Forecasting inflation using survey expectations and target inflation: Evidence for Brazil and Turkey2011Have We Underestimated the Likelihood and Severity of Zero Lower Bound Events?