The Swaps Strike Back: Evaluating Expectations of One-Year Inflation
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DOI: 10.17016/FEDS.2023.061
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More about this item
Keywords
Inflation expectations; Inflation swaps; Surveys; Forecasting;All these keywords.
JEL classification:
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2023-10-23 (Central Banking)
- NEP-MON-2023-10-23 (Monetary Economics)
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