The Term Structure of Inflation Expectations
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- Chernov, Mikhail & Mueller, Philippe, 2012. "The term structure of inflation expectations," Journal of Financial Economics, Elsevier, vol. 106(2), pages 367-394.
- Philippe Mueller & Mikhail Chernov, 2008. "The Term Structure of Inflation Expectations," 2008 Meeting Papers 346, Society for Economic Dynamics.
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More about this item
Keywords
inflation; Macro-finance term structure model; Monetary policy; Survey forecasts;All these keywords.
JEL classification:
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2008-04-29 (Central Banking)
- NEP-FOR-2008-04-29 (Forecasting)
- NEP-MAC-2008-04-29 (Macroeconomics)
- NEP-MON-2008-04-29 (Monetary Economics)
Statistics
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