The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation

Efthymios Argyropoulos, Elias Tzavalis

Year of publication:	2021
Authors:	Argyropoulos, Efthymios ; Tzavalis, Elias
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. 80.2021, p. 785-796
Subject:	Gaussian dynamic term structure model \| Inflation \| Inflation risk premia \| Nominal and real term structure of interest rates \| Principal components \| Zinsstruktur \| Yield curve \| Risikoprämie \| Risk premium \| Realzins \| Real interest rate \| Theorie \| Theory \| Schätzung \| Estimation

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