The Information Content of the Term Structure of Interest Rates About Future Inflation - an Illustration of the Importance of Accounting for a Time-Varying Real Interest Rate and Inflation Risk Premium
Language: en
Pages: 0
Authors: Christian Mose Nielsen
Categories:
Type: BOOK - Published: 2007 - Publisher:

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During the past 15 years a large number of studies have used the approach suggested by Mishkin (Quarterly Journal of Economics, Vol. 105 (1990), No. 3, pp. 815-
The Information Content of the Term Structure of Interest Rates
Language: en
Pages: 40
Authors: Frank Browne
Categories: Inflation (Finance)
Type: BOOK - Published: 1989 - Publisher: [Paris, France] : OECD, Department of Economics and Statistics

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The Term Structure of Real Rates and Expected Inflation
Language: en
Pages: 82
Authors: Andrew Ang
Categories: Economic forecasting
Type: BOOK - Published: 2007 - Publisher:

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Changes in nominal interest rates must be due to either movements in real interest rates, expected inflation, or the inflation risk premium. We develop a term s
International Convergence of Capital Measurement and Capital Standards
Language: en
Pages: 294
Authors:
Categories: Bank capital
Type: BOOK - Published: 2004 - Publisher: Lulu.com

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A Macroeconomic Approach to the Term Premium
Language: en
Pages: 22
Authors: Emanuel Kopp
Categories: Business & Economics
Type: BOOK - Published: 2018-06-15 - Publisher: International Monetary Fund

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In recent years, term premia have been very low and sometimes even negative. Now, with the United States economy growing above potential, inflationary pressures