Inflation Uncertainty and Disagreement in Bond Risk Premia
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References listed on IDEAS
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More about this item
KeywordsSurvey expectations; probabilistic forecasts; heterogeneity; inflation uncertainty; bond risk premia;
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-FOR-2015-01-26 (Forecasting)
- NEP-MAC-2015-01-26 (Macroeconomics)
- NEP-UPT-2015-01-26 (Utility Models & Prospect Theory)
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