Forecasting inflation from the term structure-Reference-Cited by-同舟云学术

Forecasting inflation from the term structure

Published:2003-06 Issue:2 Volume:139 Page:306-323
ISSN:1610-2878
Container-title:Review of World Economics
language:en
Short-container-title:Rev. World Econ.

Author:

Carstensen Kai,Hawellek Julia

Publisher

Springer Science and Business Media LLC

Subject

General Economics, Econometrics and Finance

Link

http://link.springer.com/content/pdf/10.1007/BF02659747.pdf

Reference24 articles.

1. Baltensperger, E. (1998). Geldpolitik bei wachsender Integration (1979–1996). In Deutsche Bundesbank,Fünfzig Jahre Deutsche Mark. München: C. H. Beck.

2. Working Paper;K. Carstensen,2001

3. Duisenberg, W. F. (1999). Die einheitliche europäische Geldpolitik. http://www.ecb.int/key/sp990209.htm.

4. Evans, M. D. D., and K. K. Lewis (1994). Do Stationary Risk Premia Explain it All? Evidence from the Term Structure.Journal of Monetary Economics 33 (2): 285–318.

5. Hall, A. D., H. M. Anderson, and C. W. J. Granger (1992). A Cointegration Analysis of Treasury Bill Yields.Review of Economics and Statistics 74 (1): 116–126.

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