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Filtering by: Author Antoshin, Sergei Keyword Bayesian Keyword Bank of England Keyword TIPS

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:

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

GW Unit:

Finance

Degree:

Ph.D.

Advisor:

Savickas, Robert

Committee Member(s):

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

Resource Type:

Thesis or Dissertation