Tale About Inflation Tails
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DOI: 10.17016/FEDS.2024.028
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More about this item
Keywords
Inflation forecasts; Inflation state-space model; Probability of rare inflation events; Inflation anchoring;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fields
This paper has been announced in the following NEP Reports:- NEP-EUR-2024-06-17 (Microeconomic European Issues)
- NEP-MON-2024-06-17 (Monetary Economics)
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