FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2014301104> ?p ?o ?g. }

• W2014301104 abstract "During the past 15 years a large number of studies have used the approach suggested by Mishkin (Quarterly Journal of Economics, Vol. 105 (1990), No. 3, pp. 815–828; Journal of Monetary Economics, Vol. 25 (1990), No. 1, pp. 77–95) to examine the information content of the term structure of interest rates about future inflation. The empirical results of these studies, however, are very mixed and often not supportive of the Mishkin model. In addition, many results indicate that the term structure of interest rates only contains limited information about future inflation and that the relationship between the term structure of interest rates and future inflation may not be stable over time. In this paper an extension of the Mishkin model allowing for time-varying expected real interest rates and inflation risk premia is suggested and tested using monthly UK data from 1983:1 to 2004:10. The empirical results show that while the standard Mishkin model indicates that the term structure of interest rates contains limited information about future inflation, the extended Mishkin model indicates the contrary, i.e. the term structure of interest rates contains much information about future inflation when account is taken of time-varying expected real interest rates and inflation risk premia—especially when the long end of the term structure of interest rates is considered. Furthermore, the results indicate a potential structural break in the relationship between the term structure of interest rates and future inflation around the time the Bank of England started targeting inflation rates." @default.
• W2014301104 created "2016-06-24" @default.
• W2014301104 creator A5026370872 @default.
• W2014301104 date "2006-09-01" @default.
• W2014301104 modified "2023-10-16" @default.
• W2014301104 title "THE INFORMATION CONTENT OF THE TERM STRUCTURE OF INTEREST RATES ABOUT FUTURE INFLATION—AN ILLUSTRATION OF THE IMPORTANCE OF ACCOUNTING FOR A TIME-VARYING REAL INTEREST RATE AND INFLATION RISK PREMIUM*" @default.
• W2014301104 cites W1538784620 @default.
• W2014301104 cites W1555627432 @default.
• W2014301104 cites W1572552873 @default.
• W2014301104 cites W1966823661 @default.
• W2014301104 cites W1993326742 @default.
• W2014301104 cites W1997795821 @default.
• W2014301104 cites W2003257253 @default.
• W2014301104 cites W2017842978 @default.
• W2014301104 cites W2029317597 @default.
• W2014301104 cites W2057678256 @default.
• W2014301104 cites W2058404724 @default.
• W2014301104 cites W2058478120 @default.
• W2014301104 cites W2065165916 @default.
• W2014301104 cites W2082222539 @default.
• W2014301104 cites W2104267426 @default.
• W2014301104 cites W2117178635 @default.
• W2014301104 cites W2133694036 @default.
• W2014301104 cites W2144452471 @default.
• W2014301104 cites W3021444882 @default.
• W2014301104 cites W3093578674 @default.
• W2014301104 cites W3121675723 @default.
• W2014301104 cites W3122567871 @default.
• W2014301104 cites W3122976403 @default.
• W2014301104 cites W3124204571 @default.
• W2014301104 cites W3125189184 @default.
• W2014301104 cites W3125499073 @default.
• W2014301104 cites W3125954207 @default.
• W2014301104 doi "https://doi.org/10.1111/j.1467-9957.2006.00519.x" @default.
• W2014301104 hasPublicationYear "2006" @default.
• W2014301104 type Work @default.
• W2014301104 sameAs 2014301104 @default.
• W2014301104 citedByCount "0" @default.
• W2014301104 crossrefType "journal-article" @default.
• W2014301104 hasAuthorship W2014301104A5026370872 @default.
• W2014301104 hasBestOaLocation W20143011042 @default.
• W2014301104 hasConcept C113679137 @default.
• W2014301104 hasConcept C121332964 @default.
• W2014301104 hasConcept C126285488 @default.
• W2014301104 hasConcept C136236421 @default.
• W2014301104 hasConcept C139719470 @default.
• W2014301104 hasConcept C149782125 @default.
• W2014301104 hasConcept C151541453 @default.
• W2014301104 hasConcept C154815372 @default.
• W2014301104 hasConcept C162324750 @default.
• W2014301104 hasConcept C175025494 @default.
• W2014301104 hasConcept C176230804 @default.
• W2014301104 hasConcept C200941418 @default.
• W2014301104 hasConcept C33332235 @default.
• W2014301104 hasConcept C61797465 @default.
• W2014301104 hasConcept C62520636 @default.
• W2014301104 hasConcept C84888623 @default.
• W2014301104 hasConceptScore W2014301104C113679137 @default.
• W2014301104 hasConceptScore W2014301104C121332964 @default.
• W2014301104 hasConceptScore W2014301104C126285488 @default.
• W2014301104 hasConceptScore W2014301104C136236421 @default.
• W2014301104 hasConceptScore W2014301104C139719470 @default.
• W2014301104 hasConceptScore W2014301104C149782125 @default.
• W2014301104 hasConceptScore W2014301104C151541453 @default.
• W2014301104 hasConceptScore W2014301104C154815372 @default.
• W2014301104 hasConceptScore W2014301104C162324750 @default.
• W2014301104 hasConceptScore W2014301104C175025494 @default.
• W2014301104 hasConceptScore W2014301104C176230804 @default.
• W2014301104 hasConceptScore W2014301104C200941418 @default.
• W2014301104 hasConceptScore W2014301104C33332235 @default.
• W2014301104 hasConceptScore W2014301104C61797465 @default.
• W2014301104 hasConceptScore W2014301104C62520636 @default.
• W2014301104 hasConceptScore W2014301104C84888623 @default.
• W2014301104 hasLocation W20143011041 @default.
• W2014301104 hasLocation W20143011042 @default.
• W2014301104 hasOpenAccess W2014301104 @default.
• W2014301104 hasPrimaryLocation W20143011041 @default.
• W2014301104 hasRelatedWork W1574734634 @default.
• W2014301104 hasRelatedWork W2008071736 @default.
• W2014301104 hasRelatedWork W2088158284 @default.
• W2014301104 hasRelatedWork W2098879838 @default.
• W2014301104 hasRelatedWork W2147492308 @default.
• W2014301104 hasRelatedWork W2171882537 @default.
• W2014301104 hasRelatedWork W2363879889 @default.
• W2014301104 hasRelatedWork W2390821348 @default.
• W2014301104 hasRelatedWork W2979973213 @default.
• W2014301104 hasRelatedWork W3138614301 @default.
• W2014301104 isParatext "false" @default.
• W2014301104 isRetracted "false" @default.
• W2014301104 magId "2014301104" @default.
• W2014301104 workType "article" @default.