A new summary measure of inflation expectations

DOI10.1016/J.ECONLET.2016.10.010zbMATH Open1396.91532OpenAlexW2533756030MaRDI QIDQ1668641FDOQ1668641

Authors: George Kapetanios, Becky Maule, Garry Young 

Publication date: 29 August 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://kclpure.kcl.ac.uk/portal/en/publications/a-new-summary-measure-of-inflation-expectations(755ee6c4-902b-4f10-85be-75a24d054ea0).html

Recommendations

• Nominal Interest Rates as Indicators of Inflation Expectations
• Inflationary expectations and rationality revisited
• Inflation expectations in euro area Phillips curves
• The dynamics of UK and US inflation expectations
• A note on modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset

zbMATH Keywords

term structureinflation expectation

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Interest rates, asset pricing, etc. (stochastic models) (91G30)

Cites Work

• Forecasting the term structure of government bond yields

Cited In (3)

• THE REAL-INTEREST-RATE GAP AS AN INFLATION INDICATOR
• Simple interpolations of inflation expectations
• Monetary policy and the term structure of inflation expectations with information frictions

This page was built for publication: A new summary measure of inflation expectations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1668641)