Modeling inflation based on nominal and real bond yields

Type Research Project

Duration since March 1, 2011

  • Institute for Financial Research IN (Details)
  • Competence Center for Empirical Research Methods WE (Details)

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  • Geyer, Alois (Details) Project Head

Publications

Journal article

2016 Geyer, Alois, Hanke, Michael, Weissensteiner, Alex. 2016. Inflation Forecasts Extracted from Nominal and Real Yield Curves. Quarterly Review of Economics and Finance 60 (May), 180-188. (Details)

Working/discussion paper, preprint

2011 Geyer, Alois, Hanke, Michael, Weissensteiner, Alex. 2011. Inflation Forecasts Using a Nelson-Siegel Representation of Nominal and Real Yields. (Details)