This paper estimates Inflation risk premia in the Euro area based on nominal swap yields, inflation swap rates, CPI and … conclude that inflation risk premia is insignificant, where a model including surveys will that it significant. Finally our …

A dynamic term structure model based on an explicit structural macroeconomic framework is used to estimate inflation … risk premia in the United States and the euro area. On average over the past decade, inflation risk premia have been … fluctuations in economic growth and inflation …

We use a joint model of macroeconomic and term structure dynamics to estimate inflation risk premia in the United … States and the euro area. To sharpen our estimation, we include in the information set macro data and survey data on … inflation and interest rate expectations at various future horizons, as well as term structure data from both nominal and index …

We use a joint model of macroeconomic and term structure dynamics to estimate inflation risk premia in the United … States and the euro area. To sharpen our estimation, we include in the information set macro data and survey data on … inflation and interest rate expectations at various future horizons, as well as term structure data from both nominal and index …

We use a joint model of macroeconomic and term structure dynamics to estimate inflation risk premia and inflation … expectations in the United States and the euro area. To sharpen our estimation, we include in the information set macro data and … survey data on inflation and interest rate expectations at various future horizons, as well as term structure data from both …