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Deriving Estimates of Inflation Expectations from the Prices of UK Government Bonds
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Deriving Estimates of Inflation Expectations from the Prices of UK Government Bonds (1994)Deriving Estimates of Inflation Expectati…Estimating the New Keynesian Phillips Curve for the UK: evidence from the inflation-indexed bonds market (2017)Estimating the New Keynesian …A two-factor model of the German term structure of interest rates (2003)A two-factor model of the Ger…Monetary Policy Credibility and the Unemployment-Inflation Tradeoff (2002)Monetary Policy Credibility a…Estimating Inflation Expectations using French Government Inflation-Indexed Bonds (2001)Estimating Inflation Expectat…Why Long Term Forward Interest Rates (Almost) Always Slope Downwards (2000)Why Long Term Forward Interes…Policy Watch: The Introduction of Indexed Government Debt in the United States (1998)Policy Watch: The Introductio…Central bank independence and inflation expectations: evidence from British index-linked gilts (1998)Central bank independence and…The Rationale and Design of Inflation-Indexed Bonds (1997)The Rationale and Design of I…The Optimal Degree of Commitment to an Intermediate Monetary Target (1985)Central Bank Strategy, Credibility, and Independence: Theory and Evidence (1992)Measuring the Independence of Central Banks and Its Effect on Policy Outcomes (1992)HAS MONETARY POLICY REACTED TO ASSET PRICE MOVEMENTS? EVIDENCE FROM THE UK (2002)Four Lectures on Central Banking (2014)The Information in the Longer Maturity Term Structure about Future Inflation (1989)Real Rates, Expected Inflation, and Inflation Risk Premia (1998)New estimates of the UK real and nominal yield curves (2001)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Parsimonious Modeling of Yield Curves (1987)What does a term structure model imply about very long-term interest rates? (2021)The journal of financial economics (1993)The term structure of real interest rates and the Cox, Ingersoll, and Ross model (1994)Inflation, real interest rates, and the bond market: A study of UK nominal and index-linked government bond prices (1997)The Science of Monetary Policy: A New Keynesian Perspective (1999)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Are Government Bonds Net Wealth? (1974)The Demand for Index Bonds (1975)On the Determination of the Public Debt (1979)Inflation and Disinflation in Iceland (2005)Econometric policy evaluation: A critique (1976)The (Un)Importance of Forward-Looking Behavior in Price Specifications (1997)The Time-Varying NAIRU and its Implications for Economic Policy (1997)The Maastricht inflation criterion: How unpleasant is purgatory? (2006)Economic policies, macroeconomic environment and entrepreneurs' expectations (2013)The Monetary Policy Credibility Channel and the Amplification Effects in a Semi-Structural Model (2020)The arbitrage theory of capital asset pricing (1976)The Fisher Effect in the Spanish Case: A Preliminary Study (2012)
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  • 1997The Rationale and Design of Inflation-Indexed Bonds28 cited
  • 2003A two-factor model of the German term structure of interest rates28 cited
  • 2000Why Long Term Forward Interest Rates (Almost) Always Slope Downwards25 cited
  • 2002Monetary Policy Credibility and the Unemployment-Inflation Tradeoff22 cited
  • 1998Policy Watch: The Introduction of Indexed Government Debt in the United States21 cited
  • 1998Central bank independence and inflation expectations: evidence from British index-linked gilts14 cited
  • 2017Estimating the New Keynesian Phillips Curve for the UK: evidence from the inflation-indexed bonds market10 cited
  • 2001Estimating Inflation Expectations using French Government Inflation-Indexed Bonds10 cited

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