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Real Return Bonds, Inflation Expectations, and the Break-Even Inflation Rate
15 references·1 citing·54 second hop
Real Return Bonds, Inflation Expectations, and the Break-Even Inflation Rate (2021)Real Return Bonds, Inflation Expectations…The New Keynesian Hybrid Phillips Curve: An Assessment of Competing Specifications for the United States (2021)The New Keynesian Hybrid Phil…The Canadian Phillips Curve and Regime Shifting (2021)The Canadian Phillips Curve a…Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada (2008)Exponentials, Polynomials, an…The Excess Sensitivity of Long-Term Interest Rates: Evidence and Implications for Macroeconomic Models (2003)The Excess Sensitivity of Lon…Inflation Forecast Uncertainty (2003)Inflation Forecast UncertaintyTreasury Inflation-Indexed Debt: A Review of the U.S. Experience (2002)Treasury Inflation-Indexed De…Inflation and the Macroeconomy: Changes from the 1980s to the 1990s (2002)Inflation and the Macroeconom…Can TIPS Help Identify Long-Term Inflation Expectations? (2001)Can TIPS Help Identify Long-T…Deriving Inflation Expectations from Nominal and Inflation-Indexed Treasury Yields (2000)Deriving Inflation Expectatio…The Information Content of the Inflation Term Structure (1998)The Information Content of th…Real Rates, Expected Inflation, and Inflation Risk Premia (1998)Real Rates, Expected Inflatio…Does Inflation Uncertainty Vary with the Level of Inflation? (1998)Does Inflation Uncertainty Va…Inflation, real interest rates, and the bond market: A study of UK nominal and index-linked government bond prices (1997)Inflation, real interest rate…Real Interest Rates and Inflation: An Ex‐Ante Empirical Analysis (1996)Real Interest Rates and Infla…Inflation expectations and Real Return Bonds (1996)Inflation expectations and Re…Breakeven inflation rates and their puzzling correlation relationships (2012)Breakeven inflation rates and…Output Fluctuations in the United States: What Has Changed since the Early 1980's?Expectations and the neutrality of money (1972)Some International Evidence on Output-Inflation Tradeoffs. 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(2021)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)A Theory of the Term Structure of Interest Rates (1985)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)The TIPS‐Treasury Bond Puzzle (2013)Expected Returns in Treasury Bonds (2015)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Treasury Securities Market: Overview and Recent Developments (1999)Asset Allocation with Inflation-Protected Bonds (2004)Liquidity Risk Premia and Breakeven Inflation Rates (2006)Parsimonious Modeling of Yield Curves (1987)Martingale Methods in Financial Modelling (1997)The Canadian macroeconomy and the yield curve: an equilibrium‐based approach (2007)Liquidity and Credit Risk Premia in Government Bond Yields (2012)The Canadian macroeconomy and the yield curve: A dynamic latent factor approach (2012)The Econometrics of Financial Markets (2012)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Evaluating Interval Forecasts (1998)The Determinants of Stock and Bond Return Comovements (2010)Economic policy uncertainty and firm-level investment (2013)Forecasting Inflation (2013)Expected Inflation and TIPS (2004)The Rocky Ride of Break-Even-Inflation Rates (2010)The informational content of the embedded deflation option in TIPS (2015)
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References

  • 2003Inflation Forecast Uncertainty386 cited
  • 1998Real Rates, Expected Inflation, and Inflation Risk Premia258 cited
  • 1997Inflation, real interest rates, and the bond market: A study of UK nominal and index-linked government bond prices173 cited
  • 2002Treasury Inflation-Indexed Debt: A Review of the U.S. Experience128 cited
  • 1996Real Interest Rates and Inflation: An Ex‐Ante Empirical Analysis125 cited
  • 2003The Excess Sensitivity of Long-Term Interest Rates: Evidence and Implications for Macroeconomic Models123 cited
  • 2000Deriving Inflation Expectations from Nominal and Inflation-Indexed Treasury Yields55 cited
  • 2008Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada54 cited
  • 2001Can TIPS Help Identify Long-Term Inflation Expectations?45 cited
  • 2002Inflation and the Macroeconomy: Changes from the 1980s to the 1990s35 cited
  • 1998Does Inflation Uncertainty Vary with the Level of Inflation?34 cited
  • 2021The Canadian Phillips Curve and Regime Shifting31 cited
  • 1998The Information Content of the Inflation Term Structure25 cited
  • 2021The New Keynesian Hybrid Phillips Curve: An Assessment of Competing Specifications for the United States24 cited
  • 1996

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Inflation expectations and Real Return Bonds
24 cited

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  • 2012Breakeven inflation rates and their puzzling correlation relationships16 cited