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What was the Market's View of UK Monetary Policy? Estimating Inflation Risk and Expected Inflation with Indexed Bonds

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Author Info
Jacobs, Mike
Remolona, Eli
Wickens, Michael R

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Abstract

A measure of the credibility of monetary policy is the inflation risk premium embodied in nominal yields. This will be time varying and can be estimated by combining the information contained in the nominal term structure of interest rates with that in the real term structure of inflation-indexed bonds. Information can also be obtained about the real risk premium, and about expected inflation. We estimate these risk premia using a generalization of the Cox-Ingersoll-Ross (CIR) affine-yield model. We use a one-factor model of the real term structure based on monthly observations on two-year, five-year and ten-year UK index-linked debt, and a two-factor model of the nominal term structure for the corresponding nominal yields. Our estimates show that the inflation risk premium contributes on average about 100 basis points to nominal yields. Since the exit from the Exchange Rate Mechanism (ERM) this has fallen to about 70 basis points. This shows the greater credibility of monetary policy in recent years. The real risk premium is much higher, and has fluctuated between 170 and 260 basis points since exit from the ERM, reflecting uncertainty about the real economy. The inflation risk premium provides a correction to the break-even method of forecasting inflation and produces an unbiased forecast.

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Paper provided by C.E.P.R. Discussion Papers in its series CEPR Discussion Papers with number 2022.

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Date of creation: Nov 1998
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Handle: RePEc:cpr:ceprdp:2022

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Keywords: affine yields expected inflation indexed bonds inflation risk Monetary Policy

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Find related papers by JEL classification:
E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Determination of Interest Rates; Term Structure of Interest Rates
E62 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Fiscal Policy
G12 - Financial Economics - - General Financial Markets - - - Asset Pricing

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  1. Jorge Barros Luís & Nuno Cassola, 2001. "A two-factor model of the German term structure of interest rates," Working Paper Series 46, European Central Bank. [Downloadable!]
  2. Mike R Wickens and Peter N Smith, . "Macroeconmic Sources of FOREX Risk," Discussion Papers 01/13, Department of Economics, University of York. [Downloadable!]
    Other versions:
  3. Andrew Ang & Geert Bekaert, 2004. "The term structure of real rates and expected inflation," Proceedings, Federal Reserve Bank of San Francisco, issue Mar. [Downloadable!]
    Other versions:
  4. Fung, Ben & Mitnick, Scott & Remolona, Eli, 1999. "Uncovering Inflation Expectations and Risk Premiums From Internationally Integrated Financial Markets," Working Papers 99-6, Bank of Canada. [Downloadable!]
  5. Juan Angel Garcia & Adrian van Rixtel, 2007. "Inflation-linked bonds from a central bank perspective," Banco de España Occasional Papers 0705, Banco de España. [Downloadable!]
    Other versions:
  6. Peter Hördahl & Oreste Tristani, 2007. "Mortage interest rate dispersion in the euro area," Working Paper Series 734, European Central Bank. [Downloadable!]
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