Expected inflation and real interest rates based on index-linked bond prices: the U.K. experience

Gabriel De Kock

Quarterly Review, 1991, vol. 16, issue Aut, 47-60

Abstract: Some analysts have argued that indexed bonds convey important information for the formulation of monetary policy. This article investigates whether a market measure of expected inflation derived from British indexed gilt prices would be useful in predicting future inflation and real economic activity.

Keywords: Inflation (Finance); Interest rates; Bonds; Great Britain (search for similar items in EconPapers)
Date: 1991
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