Measuring Expected Inflation; Further Tests in the Frequency Domain of a Proposed New Measure
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Volume (Year): 16 (1990)
Issue (Month): 4 (Oct-Dec)
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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Jeffrey A. Frankel, 1979.
"A technique for extracting a measure of expected inflation from the interest rate term structure,"
International Finance Discussion Papers
148, Board of Governors of the Federal Reserve System (U.S.).
- Frankel, Jeffrey A, 1982. "A Technique for Extracting a Measure of Expected Inflation from the Interest Rate Term Structure," The Review of Economics and Statistics, MIT Press, vol. 64(1), pages 135-42, February.
- Lovell, Michael C, 1986. "Tests of the Rational Expectations Hypothesis," American Economic Review, American Economic Association, vol. 76(1), pages 110-24, March.
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