The Term Structure of Real Rates and Expected Inflation
收藏NBER2007-02-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w12930
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资源简介：
Changes in nominal interest rates must be due to either movements in real interest rates, expected inflation, or the inflation risk premium. We develop a term structure model with regime switches, time-varying prices of risk, and inflation to identify these components of the nominal yield curve. We
提供机构：
美国国家经济研究局
创建时间：
2007-02-01
