Extracting deflation probability forecasts from treasury yields
Year of publication: |
2012
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Authors: | Christensen, Jens H. E. ; López, José A. ; Rudebusch, Glenn D. |
Published in: |
International journal of central banking : IJCB. - Washington, DC : European Central Bank, ISSN 1815-4654, ZDB-ID 2192333-4. - Vol. 8.2012, 4, p. 21-60
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Subject: | Deflation | Prognoseverfahren | Forecasting model | Staatspapier | Government securities | Wahrscheinlichkeitsrechnung | Probability theory | Zinsstruktur | Yield curve | Theorie | Theory | Prognose | Forecast | Inflation |
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