Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty

B-Tier
Journal: International Journal of Central Banking
Year: 2011
Volume: 7
Issue: 2
Pages: 113-133

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The difference between nominal and real interest rates (break-even inflation) is often used to gauge the market’s inflation expectations—and has become an important tool in monetary policy analysis. However, break-even inflation can move in response to shifts in inflation risk premia and liquidity premia as well as to changes in expected inflation. This paper sheds light on this issue by analyzing the evolution of U.S. break-even inflation from 1997 to mid-2008. Regression results show that survey data on inflation uncertainty and proxies for liquidity premia are important factors.

Technical Details

RePEc Handle
repec:ijc:ijcjou:y:2011:q:2:a:4
Journal Field
Macro
Author Count
1
Added to Database
2026-01-29