Inflation prediction from the term structure: the Fisher equation in a multivariate SDF framework
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Bibliographic InfoPaper provided by Money Macro and Finance Research Group in its series Money Macro and Finance (MMF) Research Group Conference 2005 with number 16.
Date of creation: 03 Sep 2005
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Web page: http://www.essex.ac.uk/afm/mmf/index.html
This paper has been announced in the following NEP Reports:
- NEP-ALL-2006-03-05 (All new papers)
- NEP-CBA-2006-03-05 (Central Banking)
- NEP-MAC-2006-03-05 (Macroeconomics)
- NEP-MON-2006-03-05 (Monetary Economics)
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