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The Term Structure of Interest Rates and Future Inflation

  • Viktor Kotlán

    (Technical University of Ostrava, CZ and the Czech national bank)

Expected inflation is a major decision factor of various economic agents. Since expected inflation is not directly observable, economists have been seeking ways of extracting market’s inflation expectations from observable variables. One of the most reliable sources of inflation expectations is the term structure of interest rates. This paper presents the methodology and empirical results for the Czech Republic of using the term structure of interest for deriving future inflation expectations.

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Paper provided by EconWPA in its series Macroeconomics with number 0004014.

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Length: 15 pages
Date of creation: 14 Jun 2000
Date of revision:
Handle: RePEc:wpa:wuwpma:0004014
Note: Type of Document - MS Word; prepared on IBM PC ; to print on HP; pages: 15; figures: included. Published: Eastern European Economics, Vol. 37, No. 5, September-October 1999, pp. 36-51
Contact details of provider: Web page: http://econwpa.repec.org

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