Indicator variables for inflation expectations in the Euro area
Year of publication: |
2021
|
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Authors: | Masten, Igor ; Maver, Vida |
Published in: |
International journal of sustainable economy : IJSE. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-5812, ZDB-ID 2471963-8. - Vol. 13.2021, 2, p. 107-125
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Subject: | inflation expectations | inflation linked swap rates | inflation dynamics | affine term structure models | macroeconomic determinants | elastic net regularisation | Inflationserwartung | Inflation expectations | Zinsstruktur | Yield curve | Inflation | Eurozone | Euro area | EU-Staaten | EU countries | Swap | Schätzung | Estimation | Geldpolitik | Monetary policy | Wirtschaftsindikator | Economic indicator | Zustandsraummodell | State space model |
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