Do bond markets find inflation targets credible? : evidence from five inflation-targeting countries
Young Min Kim, Kyu Ho Kang, Kook Ka
| Year of publication: |
2020
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|---|---|
| Authors: | Kim, Young Min ; Kang, Kyu Ho ; Ka, Kook |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 67.2020, p. 66-84
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| Subject: | Bayesian MCMC algorithm | Inflation risk premium | Macro-finance affine term-structure model | Parameter uncertainty | Inflationssteuerung | Inflation targeting | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Rentenmarkt | Bond market | Bayes-Statistik | Bayesian inference | Glaubwürdigkeit | Credibility | Schätzung | Estimation | Inflationserwartung | Inflation expectations | Zustandsraummodell | State space model | Inflation | Geldpolitik | Monetary policy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2019.12.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012485697