What does the term structure tell us about future inflation?
Open Access
- 1 January 1990
- journal article
- Published by Elsevier in Journal of Monetary Economics
- Vol. 25 (1) , 77-95
- https://doi.org/10.1016/0304-3932(90)90046-7
Abstract
No abstract availableKeywords
All Related Versions
This publication has 23 references indexed in Scilit:
- The information in the term structure: Some further resultsJournal of Applied Econometrics, 1988
- Monetary policy regime shifts and the unusual behavior of real interest ratesCarnegie-Rochester Conference Series on Public Policy, 1986
- Inflation and Real Interest Rates on Assets with Different Risk CharacteristicsThe Journal of Finance, 1984
- Real and Nominal Interest Rates under Uncertainty: The Fisher Theorem and the Term StructureJournal of Political Economy, 1983
- Forward Rates and Future Policy: Interpreting the Term Structure of Interest RatesBrookings Papers on Economic Activity, 1983
- Do forecast errors or term premia really make the difference between long and short rates?Journal of Financial Economics, 1982
- The real interest rate: An empirical investigationCarnegie-Rochester Conference Series on Public Policy, 1981
- Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric AnalysisJournal of Political Economy, 1980
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for HeteroskedasticityEconometrica, 1980
- Econometric policy evaluation: A critiqueCarnegie-Rochester Conference Series on Public Policy, 1976