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Bank of Canada RSS Feedsen2024-03-28T23:30:20+00:00Deriving Agents' Inflation Forecasts from the Term Structure of Interest Rates
https://www.bankofcanada.ca/1995/01/working-paper-1995-1/
In this paper, the author uses the term structure of nominal interest rates to construct estimates of agents' expectations of inflation over several medium-term forecast horizons. The Expectations Hypothesis is imposed together with the assumption that expected future real interest rates are given by current real rates. Under these maintained assumptions, it is possible to […]1995-01-01T10:25:59+00:00enDeriving Agents' Inflation Forecasts from the Term Structure of Interest Rates1995-01-01Inflation and pricesInterest ratesWorking Paper 1995-1 https://www.bankofcanada.ca/wp-content/uploads/2010/05/wp95-1.pdfDeriving Agents' Inflation Forecasts from the Term Structure of Interest RatesChristopher RaganJanuary 1995