What Does Consumption Tell Us about Inflation Expectations and Real Interest Rates?

We estimate real interest rates, bounds on inflation expectations and inflation risk premia in a CCAPM framework under four) different preference specifications.

MoreLess

Year of publication:	1996
Authors:	Ayuso, J. ; Lopez-Salido, D.J.
Subject:	EVALUATION \| INFLATION \| INTEREST RATE

More details

Type of publication:	Book / Working Paper
Notes:	40 pages
Classification:	E30 - Prices, Business Fluctuations, and Cycles. General ; E43 - Determination of Interest Rates; Term Structure Interest Rates
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005657330