King, Thomas B.; Levin, Andrew T.; Perli, Roberto - 2007
inflation expectations from the Survey of Professional Forecasters,
matched to the closest relevant maturity.
9
Second …-Scholes formula.
9
We interpolate the quarterly Survey to get monthly expected-inflation values.
5
The BIC produced by each … components due to short rates and interest-rate volatility, and
Wright (2006) examines models including inflation, interest …