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A Technique for Extracting a Measure of Expected Inflation from the Interest Rate Term Structure

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Author Info
Frankel, Jeffrey A

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Article provided by MIT Press in its journal Review of Economics & Statistics.

Volume (Year): 64 (1982)
Issue (Month): 1 (February)
Pages: 135-42
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Handle: RePEc:tpr:restat:v:64:y:1982:i:1:p:135-42

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  1. Houston H. Stokes, 1990. "Measuring Expected Inflation; Further Tests in the Frequency Domain of a Proposed New Measure," Eastern Economic Journal, Eastern Economic Association, vol. 16(4), pages 339-348, Oct-Dec. [Downloadable!]
  2. Christopher Ragan, . "Deriving Agents' Inflation Forecasts from the Term Structure of Interest Rates," Working Papers 95-1, Bank of Canada. [Downloadable!]
    Other versions:
  3. Francis Breedon & Jag Chadha, . "The Information Content of the Inflation Term Structure," Bank of England working papers 75, Bank of England. [Downloadable!]
  4. James H. Stock & Mark W. Watson, 2001. "Forecasting Output and Inflation: The Role of Asset Prices," NBER Working Papers 8180, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  5. Jeffrey A. Frankel & Cara S. Lown, 1991. "An Indicator of Future Inflation Extracted From the Steepness of the Interest Rate Yield Curve Along Its Entire Length," NBER Working Papers 3751, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
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