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Citations for "The TIPS Yield Curve and Inflation Compensation"

by Refet S. G�rkaynak & Brian Sack & Jonathan H. Wright

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  1. Oya Celasun & Lev Ratnovski & Roxana Mihet, 2012. "Commodity Prices and Inflation Expectations in the United States," IMF Working Papers 12/89, International Monetary Fund.
  2. Duran, Murat & Gülşen, Eda, 2013. "Estimating inflation compensation for Turkey using yield curves," Economic Modelling, Elsevier, vol. 32(C), pages 592-601.
  3. Macchiarelli, Corrado, 2011. "Bond market co-movements, expected inflation and the equilibrium real exchange rate," Working Paper Series 1405, European Central Bank.
  4. Chernov, Mikhail & Mueller, Philippe, 2008. "The Term Structure of Inflation Expectations," CEPR Discussion Papers 6809, C.E.P.R. Discussion Papers.
  5. Jens Hilscher & Alon Raviv & Ricardo Reis, 2014. "Inflating Away the Public Debt? An Empirical Assessment," Working Papers 74, Brandeis University, Department of Economics and International Businesss School.
  6. Hanson, Samuel G. & Stein, Jeremy C., 2015. "Monetary policy and long-term real rates," Journal of Financial Economics, Elsevier, vol. 115(3), pages 429-448.
  7. Gilbert Cette & Marielle de Jong, 2013. "Breakeven inflation rates and their puzzling correlation relationships," Applied Economics, Taylor & Francis Journals, vol. 45(18), pages 2579-2585, June.
  8. Jonathan H. Wright, 2011. "What does Monetary Policy do to Long-Term Interest Rates at the Zero Lower Bound?," NBER Working Papers 17154, National Bureau of Economic Research, Inc.
  9. Lejsgaard Autrup, Søren & Grothe, Magdalena, 2014. "Economic surprises and inflation expectations: Has anchoring of expectations survived the crisis?," Working Paper Series 1671, European Central Bank.
  10. Nautz, Dieter & Strohsal, Till, 2015. "Are US inflation expectations re-anchored?," Economics Letters, Elsevier, vol. 127(C), pages 6-9.
  11. Murat Duran & Eda Gulsen & Orhun Sevinc, 2013. "Cesitli Enflasyon Beklentisi Olcutleri Kullanilarak Genel Bir Enflasyon Beklentisi Gostergesi Elde Edilmesi," CBT Research Notes in Economics 1313, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  12. Mark Gertler & Peter Karadi, 2013. "Monetary Policy Surprises, Credit Costs and Economic Activity," NBER Chapters, in: Lessons from the Financial Crisis for Monetary Policy National Bureau of Economic Research, Inc.
  13. Jonathan H. Wright, 2012. "What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound?," Economic Journal, Royal Economic Society, vol. 122(564), pages F447-F466, November.
  14. Zeng, Zheng, 2013. "New tips from TIPS: Identifying inflation expectations and the risk premia of break-even inflation," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(2), pages 125-139.
  15. Kitsul, Yuriy & Wright, Jonathan H., 2013. "The economics of options-implied inflation probability density functions," Journal of Financial Economics, Elsevier, vol. 110(3), pages 696-711.
  16. Cette, G. & de Jong, M., 2013. "Market-implied inflation and growth rates adversely affected by the Brent," Working papers 433, Banque de France.
  17. Duarte, Fernando M. & Rosa, Carlo, 2015. "The equity risk premium: a review of models," Staff Reports 714, Federal Reserve Bank of New York.
  18. Cartea, Álvaro & Saúl, Jonatan & Toro, Juan, 2012. "Optimal portfolio choice in real terms: Measuring the benefits of TIPS," Journal of Empirical Finance, Elsevier, vol. 19(5), pages 721-740.
  19. Geert Bekaert & Xiaozheng Wang, 2010. "Inflation risk and the inflation risk premium," Economic Policy, CEPR;CES;MSH, vol. 25, pages 755-806, October.
  20. Dieter Nautz & Till Strohsal, 2014. "Are US Inflation Expectations Re-Anchored?," SFB 649 Discussion Papers SFB649DP2014-060, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
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