Inflation Expectations, Real Rates, and Risk Premia: Evidence from Inflation Swaps

By Joseph G. Haubrich, George G. Pennacchi, Peter H. Ritchken. 2011

220 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/69beed349818cc73dc46cbb05d3a10282fef8caf

Citations in the corpus

• Survey Measurement of Probabilistic Macroeconomic Expectations: Progress and Promise (2017, unknown): “A standard way to measure inflation expectations has been to infer them from the observed difference in yields between nominal and real government debt (see, 440 Manski e.g., Haubrich, Pennachi, and Ritchken 2012).”