Inflation forecasts extracted from nominal and real yield curves
Alois Geyer, Michael Hanke, Alex Weissensteiner
| Year of publication: |
May 2016
|
|---|---|
| Authors: | Geyer, Alois ; Hanke, Michael ; Weissensteiner, Alex |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 60.2016, p. 180-188
|
| Subject: | Inflation forecasts | Break-even inflation | Cochrane-Piazzesi factor | Nelson-Siegel model | Parameter uncertainty | Inflation | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Theorie | Theory | Inflationserwartung | Inflation expectations | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2015.10.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011627436