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Filtering by: Committee Member Kodres, Laura Author Antoshin, Sergei Degree Ph.D. Keyword Bayesian

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Modeling Inflation Expectations in the U.K.

Description:

Literature on inflation expectations generally falls into two streams: (1) a financial approach which treats index-linked bonds as a purely financial tool and models the term structure of inflation expectations based on unobserved factors, and (2) a macroeconomic approach which treats breakeven...

Author:

Antoshin, Sergei

Keyword:

TIPS, inflation expectations, index-linked bonds, monetary policy, Bayesian, and Bank of England

GW Unit:

Finance

Degree:

Ph.D.

Advisor:

Savickas, Robert

Committee Member(s):

Nielsen, Tjai, Wilson, Arthur, Kodres, Laura, Berg, Andrew, and Soyer, Refik

Resource Type:

Thesis or Dissertation