Expected inflation and real interest rates based on index-linked bond prices: the U.K. experience

Some analysts have argued that indexed bonds convey important information for the formulation of monetary policy. This article investigates whether a market measure of expected inflation derived from British indexed gilt prices would be useful in predicting future inflation and real economic activity.

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Year of publication:	1991
Authors:	Kock, Gabriel de
Published in:	Quarterly Review. - Federal Reserve Bank of New York. - 1991, Aut, v. 16, no. 3, p. 47-60
Publisher:	Federal Reserve Bank of New York
Subject:	Inflation (Finance) \| Interest rates \| Bonds \| Great Britain

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Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008456421