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Inflation / Fixed income analysis / Yield curve / Interest / Normal distribution / Yield / Economic model / Real versus nominal value / Economics / Fixed income market / Mathematical finance


Working Paper/Document de travail[removed]Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields by Bruno Feunou and Jean-Sébastien Fontaine
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Document Date: 2012-11-14 15:23:44

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File Size: 647,88 KB

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Company

G12 Bank / /

Country

United States / Canada / /

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IndustryTerm

energy inflation series / finance / bank / food / /

NaturalFeature

ut+1 mt / zt+1 mt / /

Organization

Bank of Canada / /

Person

Timothy Grieder / Jean-Sébastien Fontaine / Antonio Diez / Philippe Mueller / Sharon Kozicki / Scott Hendry / See Feunou / Norm Swanson / Bruno Feunou / Irving Fisher / /

Position

joint model for the US / GARCH model for the conditional variance / /

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