The term structure of inflation expectations

Journal of Financial Economics

Volumn 106, Issue 2, 2012, Pages 367-394

  Chernov, Mikhail ^a,b   Mueller, Philippe ^a  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

^b CEPR   (United Kingdom)

Author keywords

Affine term structure models; Hidden factors; Macro factors; Survey forecasts

Indexed keywords

EID: 84865571951     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2012.06.004     Document Type: Article

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