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Yield curve forecasts of inflation: a cautionary tale

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References

1975THE TAX‐ADJUSTED YIELD CURVE548 cited
1986The Changing Behavior of the Term Structure of Interest Rates472 cited
1990Term-structure forecasts of interest rates, inflation and real returns444 cited
1989Drawing inferences from statistics based on multiyear asset returns410 cited
1989New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates336 cited
1989The Information in the Longer Maturity Term Structure about Future Inflation256 cited
1987The Case of the Negative Nominal Interest Rates: New Estimates of the Term Structure of Interest Rates During the Great Depression81 cited
1991Time-Varying Volatility and the Dynamic Behavior of the Term Structure77 cited

Cited by

2021Deriving Agents' Inflation Forecasts from the Term Structure of Interest Rates14 cited
2001Why Do Central Banks Monitor So Many Inflation Indicators13 cited

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