A Macroeconomic Approach to the Term Premium
June 15, 2018
Preview Citation
Format: Chicago
Disclaimer: IMF Working Papers describe research in progress by the author(s) and are published to elicit comments and to encourage debate. The views expressed in IMF Working Papers are those of the author(s) and do not necessarily represent the views of the IMF, its Executive Board, or IMF management.
Summary
Subject: Bonds, Financial institutions, Financial services, Inflation, Labor, Prices, Short term interest rates, Unemployment, Yield curve
Keywords: Bonds, Core PCE inflation series, Hike cycle, Inflation, Inflation expectation, Inflation variable, Interest rate expectation, Interest rate forecast, New York Fed conduct, Risk-free rate, Short term interest rates, State Space, Term premium, Term structure of interest rates, Unemployment, WP, Yield curve
Publication Details
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Pages:
22
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 2018/140
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Stock No:
WPIEA2018140
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ISBN:
9781484362150
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ISSN:
1018-5941