The expected real yield and inflation components of the nominal yield curve-Reference-Cited by-同舟云学术

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The expected real yield and inflation components of the nominal yield curve

Published:2017-01 Issue: Volume:39 Page:1-18
ISSN:1062-9408
Container-title:The North American Journal of Economics and Finance
language:en
Short-container-title:The North American Journal of Economics and Finance

Author:

Lange Ronald H.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference53 articles.

1. Abrahams, M., Adria, T., Crump, R. K. & Moench (2015). Decomposing real and nominal yield curves, Federal Reserve Bank of New York Staff Reports No. 570.

2. Short rate nonlinearities and regime switches;Ang;Journal of Economic Dynamics and Control,2002

3. Regime switches in interest rates;Ang;Journal of Business and Economics,2002

4. The term structure of real rates and expected inflation;Ang;The Journal of Finance,2008

5. Inflation and uncertainty at short and long horizons;Ball;Brookings Papers on Economic Activity,1990

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