A technique for extracting a measure of expected inflation from the interest rate term structure
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- 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.
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- Michel Boutillier & Michel Guillard & Auguste Mpacko-Priso, 2000. "Règles monétaires et prévisions d’inflation en économie ouverte," Documents de recherche 00-12, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Jeffrey A. Frankel & Cara S. Lown, 1994.
"An Indicator of Future Inflation Extracted from the Steepness of the Interest Rate Yield Curve Along Its Entire Length,"
The Quarterly Journal of Economics,
Oxford University Press, vol. 109(2), pages 517-530.
- Jeffrey A. Frankel & Cara S. Lown, 1991. "An indicator of future inflation extracted from the steepness of the interest rate yield curve along its entire length," Research Paper 9122, Federal Reserve Bank of New York.
- Jeffrey A. Frankel & Cara S. Lown, 1991. "An Indicator of Future Inflation Extracted From the Steepness of the Interest Rate Yield Curve Along Its Entire Length," NBER Working Papers 3751, National Bureau of Economic Research, Inc.
- Houston H. Stokes, 1990. "Measuring Expected Inflation; Further Tests in the Frequency Domain of a Proposed New Measure," Eastern Economic Journal, Eastern Economic Association, vol. 16(4), pages 339-348, Oct-Dec.
- Maveyraud-Tricoire, Samuel & Rous, Philippe, 2009.
"RIP and the shift toward a monetary union: Looking for a "euro effect" by a structural break analysis with panel data,"
Journal of International Financial Markets, Institutions and Money,
Elsevier, vol. 19(2), pages 336-350, April.
- Samuel Maveyraud-Tricoire & Philippe Rous, 2009. "RIP and the shift toward a monetary union: Looking for a “euro effect” by a structural break analysis with panel data," Post-Print hal-01098936, HAL.
- Samuel Maveyraud-Tricoire & Philippe Rous, 2009. "RIP and the shift toward a monetary union: Looking for a "euro effect" by a structural break analysis with panel data," Post-Print hal-00844975, HAL.
- Christopher Ragan, "undated".
"Deriving Agents' Inflation Forecasts from the Term Structure of Interest Rates,"
Staff Working Papers
95-1, Bank of Canada.
- Christopher Ragan, 1995. "Deriving Agents' Inflation Forecasts from the Term Structure of Interest Rates," Macroeconomics 9502003, University Library of Munich, Germany.
- Mancuso, Anthony J. & Goodwin, Barry K. & Grennes, Thomas J., 2003. "Nonlinear aspects of capital market integration and real interest rate equalization," International Review of Economics & Finance, Elsevier, vol. 12(3), pages 283-303.
- Kuo, Shew-Huei, 2000. "An examination of the evolving relationship between interest rates of different maturities in Japan, and test of the expectations hypothesis of the term structure to ascertain the feasibility of using," ISU General Staff Papers 2000010108000014910, Iowa State University, Department of Economics.
- Andrea J. Heuson, 1988. "The Term Premia Relationship Implicit In The Term Structure Of Treasury Bills," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 11(1), pages 13-20, March.
- Francis Breedon & Jag Chadha, 1997. "The Information Content of the Inflation Term Structure," Bank of England working papers 75, Bank of England.
- James H. Stock & Mark W.Watson, 2003.
"Forecasting Output and Inflation: The Role of Asset Prices,"
Journal of Economic Literature,
American Economic Association, vol. 41(3), pages 788-829, September.
- James H. Stock & Mark W. Watson, 2001. "Forecasting output and inflation: the role of asset prices," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- James H. Stock & Mark W. Watson, 2001. "Forecasting Output and Inflation: The Role of Asset Prices," NBER Working Papers 8180, National Bureau of Economic Research, Inc.
- Al-Awad, Mouawiya & Grennes, Thomas J., 2002. "Real interest parity and transaction costs for the group of 10 countries," International Review of Economics & Finance, Elsevier, vol. 11(4), pages 363-372.
- Al Awad, Mouawiya & Goodwin, Barry K., 1998. "Dynamic linkages among real interest rates in international capital markets," Journal of International Money and Finance, Elsevier, vol. 17(6), pages 881-907, December.
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