Forecasting Consumption Growth with the Real Term Structure
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- Argyropoulos, Efthymios & Tzavalis, Elias, 2015. "Real term structure forecasts of consumption growth," Journal of Empirical Finance, Elsevier, vol. 33(C), pages 208-222.
More about this item
KeywordsConsumption Euler Equation; Term Structure of Interest Rates; Inflation; Forecast; Elasticity of Intertemporal Substitution; GMM;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-02-14 (All new papers)
- NEP-DGE-2009-02-14 (Dynamic General Equilibrium)
- NEP-FOR-2009-02-14 (Forecasting)
- NEP-MAC-2009-02-14 (Macroeconomics)
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