A new summary measure of inflation expectations

DOI10.1016/J.ECONLET.2016.10.010zbMath1396.91532OpenAlexW2533756030MaRDI QIDQ1668641

Garry Young, George Kapetanios, Becky Maule

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)

Related Items (1)

Monetary policy and the term structure of inflation expectations with information frictions

Cites Work

• Forecasting the term structure of government bond yields

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