Measuring Expected Inflation; Further Tests in the Frequency Domain of a Proposed New Measure
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References listed on IDEAS
- Lovell, Michael C, 1986. "Tests of the Rational Expectations Hypothesis," American Economic Review, American Economic Association, vol. 76(1), pages 110-124, March.
- 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 135-142, February.
- 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.).
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