The information content of inflation swap rates for the long-term inflation expectations of professionals evidence from a MIDAS analysis

Long-term inflation expectations taken from the Survey of Professional Forecasters are a major source of information for monetary policy. Unfortunately, they are published only on a quarterly basis. This paper investigates the daily information content of inflation-linked swap rates for the next sur...

Ausführliche Beschreibung

Bibliographische Detailangaben

Hauptverfasser:	Hanoma, Ahmed Ragab Elsaid Abdelhamid (VerfasserIn), Nautz, Dieter (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Berlin Freie Universität Berlin October 5, 2018
Schriftenreihe:	Discussion paper / Freie Universität Berlin, School of Business & Economics Economics 2018, 16
Schlagworte:	Geldpolitik Strategische Planung Inflation Inflation Expectations Dynamics Expectations Anchoring MIDAS
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