Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset

被引：185

作者：

Wright, Jonathan H. ^{[1
]}

机构：

[1] Johns Hopkins Univ, Dept Econ, Baltimore, MD 21218 USA

来源：

AMERICAN ECONOMIC REVIEW | 2011年 / 101卷 / 04期

关键词：

MARKETS; EXPECTATIONS; DYNAMICS;

D O I：

10.1257/aer.101.4.1514

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

[No abstract available]

引用

页码：1514 / 1534

页数：21

共 50 条

[31] Time-variation in term premia: International survey-based evidence
Jongen, Ron
Verschoor, Willem F. C.
Wolff, Christian C. P.
JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 2011, 30 (04) : 605 - 622
[32] INFLATION DYNAMICS AND THE OUTPUT-INFLATION TRADE-OFF: INTERNATIONAL PANEL DATA EVIDENCE
Bakas, Dimitrios
Chortareas, Georgios
ECONOMIC INQUIRY, 2019, 57 (04) : 2110 - 2124
[33] Inflation and inflation uncertainty in the United Kingdom, evidence from GARCH modelling
Kontonikas, A
ECONOMIC MODELLING, 2004, 21 (03) : 525 - 543
[34] The Relationship between Inflation and Inflation Uncertainty: Evidence from the Turkish Economy
Karahan, Ozcan
INTERNATIONAL CONFERENCE ON APPLIED ECONOMICS (ICOAE), 2012, 1 : 219 - 228
[35] Inflation expectations and inflation uncertainty in the eurozone: Evidence from survey data
Arnold, Ivo J. M.
Lemmen, Jan J. G.
REVIEW OF WORLD ECONOMICS, 2008, 144 (02) : 325 - 346
[36] Inflation Expectations and Inflation Uncertainty in the Eurozone: Evidence from Survey Data
Ivo J.M. Arnold
Jan J.G. Lemmen
Review of World Economics, 2008, 144 : 325 - 346
[37] Population aging and inflation: evidence from panel cointegration
de Albuquerque, Paula C. A. M.
Caiado, Jorge
Pereira, Andreia
JOURNAL OF APPLIED ECONOMICS, 2020, 23 (01) : 469 - 484
[38] DEFICIT SPENDING, MONEY, AND INFLATION - SOME INTERNATIONAL EMPIRICAL-EVIDENCE
GIANNAROS, DS
KOLLURI, BR
JOURNAL OF MACROECONOMICS, 1985, 7 (03) : 401 - 417
[39] LONG-MEMORY INFLATION UNCERTAINTY - EVIDENCE FROM THE TERM STRUCTURE OF INTEREST-RATES
BACKUS, DK
ZIN, SE
JOURNAL OF MONEY CREDIT AND BANKING, 1993, 25 (03) : 681 - 700
[40] Term premia, real interest rates and catastrophes - Evidence from Chile
Walker, E
Lefort, F
TRIMESTRE ECONOMICO, 2002, 69 (274): : 191 - 225

← 1 2 3 4 5 →