A new summary measure of inflation expectations

DOI10.1016/J.ECONLET.2016.10.010MaRDI QIDQ1668641zbMATH OpenOpenAlexFDO

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

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)

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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

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