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Estimating Inflation Expectations using French Government Inflation-Indexed Bonds
5 references·0 citing·24 second hop
Estimating Inflation Expectations using French Government Inflation-Indexed Bonds (2001)Estimating Inflation Expectations using F…New estimates of the UK real and nominal yield curves (2001)New estimates of the UK real …Real Rates, Expected Inflation, and Inflation Risk Premia (1998)Real Rates, Expected Inflatio…Inflation-indexed securities (1998)Inflation-indexed securitiesDeriving Estimates of Inflation Expectations from the Prices of UK Government Bonds (1994)Deriving Estimates of Inflati…The Information in the Longer Maturity Term Structure about Future Inflation (1989)The Information in the Longer…Measuring the Term Structure of Interest Rates (1971)THE TAX‐ADJUSTED YIELD CURVE (1975)Parsimonious Modeling of Yield Curves (1987)The U.S. Treasury Yield Curve: 1961 to the Present (2006)Zero-Coupon Yield Curves: Technical Documentation (2008)Real Term Structure and Inflation Compensation in the Euro Area (2012)Money and Economic Growth (1965)Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement (1992)Dynamic Asset Pricing Theory. (1993)Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth (2005)The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks (2012)Crises and Recoveries in an Empirical Model of Consumption Disasters (2013)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Cointegration and Tests of Present Value Models (1987)The Information in Long-Maturity Forward Rates (1987)Interest Rate Pass‐Through and Monetary Transmission: Evidence from Individual Financial Institutions' Retail Rates (2004)Should Macroeconomic Forecasters Use Daily Financial Data and How? (2013)Expected Returns in Treasury Bonds (2015)The Rationale and Design of Inflation-Indexed Bonds (1997)Why Long Term Forward Interest Rates (Almost) Always Slope Downwards (2000)A two-factor model of the German term structure of interest rates (2003)Conditional funding costs of inflation-indexed and conventional government bonds (2003)Macroeconomic Surprises and the Inflation Compensation Curve in the Euro Area (2008)On the reliability of Japanese inflation expectations using purchasing power parity (2014)
this work references cited by second hop

References

  • 1998Real Rates, Expected Inflation, and Inflation Risk Premia258 cited
  • 1989The Information in the Longer Maturity Term Structure about Future Inflation256 cited
  • 2001New estimates of the UK real and nominal yield curves181 cited
  • 1994Deriving Estimates of Inflation Expectations from the Prices of UK Government Bonds45 cited
  • 1998Inflation-indexed securities32 cited

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