What Does Consumption Tell Us about Inflation Expectations and Real Interest Rates?
AbstractWe estimate real interest rates, bounds on inflation expectations and inflation risk premia in a CCAPM framework under four different preference specifications.
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Bibliographic InfoPaper provided by Banco de Espa�a in its series Banco de Espa�a Working Papers with number 9633.
Length: 40 pages
Date of creation: 1996
Date of revision:
EVALUATION; INFLATION; INTEREST RATE;
Find related papers by JEL classification:
- E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
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