Can TIPS help identify long-term inflation expectations?
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- El-Shagi, Makram, 2011. "Inflation expectations: Does the market beat econometric forecasts?," The North American Journal of Economics and Finance, Elsevier, vol. 22(3), pages 298-319.
- Grishchenko, Olesya V. & Vanden, Joel M. & Zhang, Jianing, 2016.
"The informational content of the embedded deflation option in TIPS,"
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- Olesya V. Grishchenko & Joel M. Vanden & Jianing Zhang, 2013. "The informational content of the embedded deflation option in TIPS," Finance and Economics Discussion Series 2013-24, Board of Governors of the Federal Reserve System (U.S.).
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- Ian Christensen & Frédéric Dion & Christopher Reid, 2004. "Real Return Bonds, Inflation Expectations, and the Break-Even Inflation Rate," Staff Working Papers 04-43, Bank of Canada.
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- Kosuke Aoki & Takeshi Kimura, 2008. "Central bank's two-way communication with the public and inflation dynamics," Bank of Japan Working Paper Series 08-E-10, Bank of Japan.
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- Temperley Patricio, 2024. "La medición de las expectativas de inflación en Argentina: consultoras económicas versus mercados financieros," Asociación Argentina de Economía Política: Working Papers 4766, Asociación Argentina de Economía Política.
- Andolfatto, David & Hendry, Scott & Moran, Kevin, 2008.
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- David Andolfatto & Scott Hendry & Kevin Moran, 2007. "Are Inflation Expectations Rational?," Working Paper series 27_07, Rimini Centre for Economic Analysis.
- Quentin Chu & Deborah Pittman & Linda Yu, 2005. "Information Risk in TIPS Market: An Analysis of Nominal and Real Interest Rates," Review of Quantitative Finance and Accounting, Springer, vol. 24(3), pages 235-250, May.
- Moerman, Gerard A. & van Dijk, Mathijs A., 2010. "Inflation risk and international asset returns," Journal of Banking & Finance, Elsevier, vol. 34(4), pages 840-855, April.
- Laatsch, Francis E. & Klein, Daniel P., 2005. "The nominal duration of TIPS bonds," Review of Financial Economics, Elsevier, vol. 14(1), pages 47-60.
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- Sharon Kozicki & Gordon H. Sellon, 2005. "Longer-term perspectives on the yield curve and monetary policy," Economic Review, Federal Reserve Bank of Kansas City, issue Q IV, pages 5-33.
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