The impact of inflation uncertainty on interest rates

Conference object English OPEN
Cheong, Chongcheul; Kim, Gi-Hong; Podivinsky, Jan M.;
(2010)

In this paper, the impact of inflation uncertainty on interest rates is investigated for the case of the U.S. three-month Treasury bill rate. We emphasize how consistent<br/>OLS estimation can be applied to an empirical equation which includes a proxy variable of inflat... View more
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