Christensen, Jens H. E. (contributor); … - 2008
the other recent U.S. studies also discard these earlier readings
on TIPS yields. Specifically, H¨ordahl and Tristani … and real
yields. H¨ordahl and Tristani (2008) decompose BEI rates using an AF macro-finance model
with monthly data on ….html and are described in
G¨urkaynak, Sack, and Wright (2007). These yields are constructed by fitting a zero-coupon yield …