Breach, Tomas; D'Amico, Stefania; Orphanides, Athanasios - 2016
periods, from the inflation scare episodes of the 1980s, when perceived inflation uncertainty was high, to the more recent … episodes of negative premia, when perceived inflation uncertainty has been considerably smaller. A decomposition of the nominal … dynamics of inflation risk premia over the 1983-2013 period by allowing for time-varying market prices of inflation risk and …