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What Does Consumption Tell Us about Inflation Expectations and Real Interest Rates?

Author

Listed:
  • Juan Ayuso
  • J. David López-Salido

Abstract

We estimate real interest rates, bounds on inflation expectations and inflation risk premia in a CCAPM framework under four different preference specifications.

Suggested Citation

  • Juan Ayuso & J. David López-Salido, 1996. "What Does Consumption Tell Us about Inflation Expectations and Real Interest Rates?," Working Papers 9633, Banco de España.
    • Handle: RePEc:bde:wpaper:9633
    as

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    More about this item

    Keywords

    EVALUATION; INFLATION; INTEREST RATE;
    All these keywords.

    JEL classification:

    • E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
    • E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects

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