Consumption, Inflation Risk, and Real Interest Rates: An Empirical Analysis

1994 ◽  
Vol 67 (1) ◽  
pp. 69 ◽  
Author(s):  
Louis K. C. Chan
Keyword(s):  
Interest Rates ◽  
Empirical Analysis ◽  
Real Interest Rates ◽  
Inflation Risk

scholarly journals A New Approach to Gauging Inflation Expectations

2009 ◽  
pp. 1-4
Author(s):  
Joseph G. Haubrich
Keyword(s):  
Interest Rates ◽  
Risk Premium ◽  
New Method ◽  
Inflation Expectations ◽  
Real Interest Rates ◽  
Inflation Risk ◽  
New Approach ◽  
Expected Inflation ◽  
Inflation Risk Premium

This Economic Commentary explains a relatively new method of uncovering inflation expectations, real interest rates, and an inflation-risk premium. It provides estimates of expected inflation from one month to 30 years, an estimate of the inflation-risk premium, and a measure of real interest rates, particularly a short (one-month) rate, which is not readily available from the TIPS market. Calculations using the method suggest that longer-term inflation expectations remain near historic lows. Furthermore, the inflation-risk premium is also low, which in the model means that inflation is not expected to deviate far from expectations.

Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis

1996 ◽  
Vol 51 (1) ◽  
pp. 205-225 ◽  
Author(s):  
SHMUEL KANDEL ◽  
AHARON R. OFER ◽  
ODED SARIG
Keyword(s):  
Interest Rates ◽  
Empirical Analysis ◽  
Real Interest Rates ◽  
Ex Ante
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