SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Deriving Agents' Inflation Forecasts from the Term Structure of Interest Rates
12 references·0 citing·46 second hop
Deriving Agents' Inflation Forecasts from the Term Structure of Interest Rates (2021)Deriving Agents' Inflation Forecasts from…Short- Term Interest Rates as Predictors of Inflation (2021)Short- Term Interest Rates as…Term Structure of Interest Rates (2008)Term Structure of Interest Ra…Israel’s Stabilization Programme of 1985, or Some Simple Truths of Monetary Theory (1995)Israel’s Stabilization Progra…Yield curve forecasts of inflation: a cautionary tale (1994)Yield curve forecasts of infl…An Indicator of Future Inflation Extracted from the Steepness of the Interest Rate Yield Curve Along Its Entire Length (1994)An Indicator of Future Inflat…The Work of Canadian Monetary Policy (1988)The Work of Canadian Monetary…The information in the term structure: Some further results (1988)The information in the term s…Uncovering Financial Market Expectations of Inflation (1985)Uncovering Financial Market E…A Positive Theory of Monetary Policy in a Natural-Rate Model (1981)A Positive Theory of Monetary…A Technique for Extracting a Measure of Expected Inflation from the Interest Rate Term Structure (1979)A Technique for Extracting a …On the Efficiency of the Bond Market: Some Canadian Evidence (1978)On the Efficiency of the Bond…Unanticipated Money Growth and Unemployment in the United States (1976)Unanticipated Money Growth an…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Asset returns and inflation (1977)The Efficiency of the Market for Single-Family Homes (1988)Business conditions and expected returns on stocks and bonds (1989)Some International Evidence on Output-Inflation Tradeoffs. (1973)The Real Interest Rate: An Empirical Investigation (1981)Inflation, real returns and capital investment (1982)Vancouver's Gasoline-Price Wars: An Empirical Exercise in Uncovering Supergame Strategies (1992)Real Interest Rates and Inflation: An Ex‐Ante Empirical Analysis (1996)The Term Structure of Real Rates and Expected Inflation (2003)Money and Economic Growth (1965)The Determinants of the Treasury Security Yield Curve (1981)A cointegration analysis of Danish zero-coupon bond yields (1994)The Predictive Power of Yield Spreads for Future Interest Rates: Evidence from the Danish Term Structure (1995)The Adjustment of Stock Prices to New Information (2003)A Tract on Monetary Reform (1924)The monetary dynamics of hyperinflation (1956)The Role of Monetary Policy (1995)Patinkin, the Cowles Commission, and the theory of unemployment and aggregate supply (2002)3 On the Structural Weaknesses of the post-1999 Turkish Disinflation Program (2003)Budget deficits and inflation feedback (2010)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)The information in the term structure (1984)The impact of economic and financial factors on UK property performance (1999)Predictable changes in yields and forward rates (2001)Design and Estimation of Quadratic Term Structure Models (2003)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Rules, discretion and reputation in a model of monetary policy (1983)The Optimal Degree of Commitment to an Intermediate Monetary Target (1985)The Science of Monetary Policy: A New Keynesian Perspective (1999)THE TAX‐ADJUSTED YIELD CURVE (1975)Parsimonious Modeling of Yield Curves (1987)One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities (1993)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)What do We Know About Investment Under Uncertainty? (2000)Asset Pricing Implications of Equilibrium Business Cycle Models (2020)Output Effects of Government Purchases (1981)Sectoral Shifts and Cyclical Unemployment (1982)The Federal Funds Rate and the Channels of Monetary Transnission (1990)A re-examination of the predictability of the yield spread for real economic activity * (1999)Yield curve estimation by kernel smoothing methods (2001)Yield Curve Modeling and Forecasting (2013)COSTS AND BENEFITS OF MOVING FROM LOW INFLATION TO PRICE STABILITY (1994)Optimal Monetary Policy Rules and Inflation Targets: Are Australia, Canada, and New Zealand Different from the U.S.? (2004)Hobbes’ redoubt? Toward a geography of monetary policy (2010)
this work references cited by second hop

References

  • 1981A Positive Theory of Monetary Policy in a Natural-Rate Model2,177 cited
  • 2021Short- Term Interest Rates as Predictors of Inflation870 cited
  • 1976Unanticipated Money Growth and Unemployment in the United States840 cited
  • 2008Term Structure of Interest Rates524 cited
  • 1988The information in the term structure: Some further results131 cited
  • 1985Uncovering Financial Market Expectations of Inflation126 cited
  • 1994An Indicator of Future Inflation Extracted from the Steepness of the Interest Rate Yield Curve Along Its Entire Length86 cited
  • 1978On the Efficiency of the Bond Market: Some Canadian Evidence63 cited
  • 1988The Work of Canadian Monetary Policy62 cited
  • 1995Israel’s Stabilization Programme of 1985, or Some Simple Truths of Monetary Theory34 cited
  • 1979A Technique for Extracting a Measure of Expected Inflation from the Interest Rate Term Structure26 cited
  • 1994Yield curve forecasts of inflation: a cautionary tale14 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work