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

Juan Ayuso and David Lopez-Salido

Working Papers from Banco de España

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

Keywords: EVALUATION; INFLATION; INTEREST RATE (search for similar items in EconPapers)
JEL-codes: E30 E43 (search for similar items in EconPapers)
Pages: 40 pages
Date: 1996
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Persistent link: https://EconPapers.repec.org/RePEc:bde:wpaper:9633

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