Inflation-Indexed Investing Association http://inflationinfo.com/blog1 A site for investors, students, and traders of inflation-indexed instruments Wed, 04 Jan 2012 16:29:33 +0000 en hourly 1 http://wordpress.org/?v=3.1.3 Convexity adjustments in inflation-linked derivatives (2008) http://www.risk.net/data/asiarisk/pdf/2008/asiarisk_nov08_cuttingedge.pdf http://www.risk.net/data/asiarisk/pdf/2008/asiarisk_nov08_cuttingedge.pdf#comments Wed, 04 Jan 2012 15:52:50 +0000 Administrator http://inflationinfo.com/blog1/?p=696 http://www.risk.net/data/asiarisk/pdf/2008/asiarisk_nov08_cuttingedge.pdf/feed/ 0 Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model (2003) http://forum.johnson.cornell.edu/faculty/jarrow/084%20Tips%20JFQA%202003.pdf http://forum.johnson.cornell.edu/faculty/jarrow/084%20Tips%20JFQA%202003.pdf#comments Thu, 22 Dec 2011 18:07:02 +0000 Administrator http://inflationinfo.com/blog1/?p=690 http://forum.johnson.cornell.edu/faculty/jarrow/084%20Tips%20JFQA%202003.pdf/feed/ 0 Measuring the Level and Uncertainty of Trend Inflation (2011) http://www.federalreserve.gov/pubs/feds/2011/201142/201142abs.html http://www.federalreserve.gov/pubs/feds/2011/201142/201142abs.html#comments Tue, 06 Dec 2011 04:01:00 +0000 Administrator http://inflationinfo.com/blog1/?p=687 http://www.federalreserve.gov/pubs/feds/2011/201142/201142abs.html/feed/ 0 The Term Structure of Real Rates and Expected Inflation (2004) http://ideas.repec.org/a/fip/fedfpr/y2004imarx3.html http://ideas.repec.org/a/fip/fedfpr/y2004imarx3.html#comments Mon, 21 Nov 2011 20:23:56 +0000 Administrator http://inflationinfo.com/blog1/?p=682 http://ideas.repec.org/a/fip/fedfpr/y2004imarx3.html/feed/ 0 The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time (2005) http://ideas.repec.org/a/mcb/jmoncb/v37y2005i3p583-601.html http://ideas.repec.org/a/mcb/jmoncb/v37y2005i3p583-601.html#comments Mon, 21 Nov 2011 20:20:28 +0000 Administrator http://inflationinfo.com/blog1/?p=680 http://ideas.repec.org/a/mcb/jmoncb/v37y2005i3p583-601.html/feed/ 0 Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? (2007) http://www.federalreserve.gov/pubs/feds/2006/200615/200615pap.pdf http://www.federalreserve.gov/pubs/feds/2006/200615/200615pap.pdf#comments Mon, 21 Nov 2011 20:16:42 +0000 Administrator http://inflationinfo.com/blog1/?p=678 http://www.federalreserve.gov/pubs/feds/2006/200615/200615pap.pdf/feed/ 0 Government Revenue from Inflation (1971) http://www.jstor.org/pss/1830832 http://www.jstor.org/pss/1830832#comments Tue, 23 Aug 2011 12:18:53 +0000 Administrator http://inflationinfo.com/blog1/?p=670 http://www.jstor.org/pss/1830832/feed/ 0 Towards an Understanding of the Real Effects and Costs of Inflation (1978) http://papers.ssrn.com/sol3/papers.cfm?abstract_id=260489 http://papers.ssrn.com/sol3/papers.cfm?abstract_id=260489#comments Tue, 23 Aug 2011 12:07:51 +0000 Administrator http://inflationinfo.com/blog1/?p=667 http://papers.ssrn.com/sol3/papers.cfm?abstract_id=260489/feed/ 0 How Does Slack Influence Inflation? (2011) http://www.newyorkfed.org/research/current_issues/ci17-3.pdf http://www.newyorkfed.org/research/current_issues/ci17-3.pdf#comments Wed, 10 Aug 2011 19:17:30 +0000 Administrator http://inflationinfo.com/blog1/?p=664 http://www.newyorkfed.org/research/current_issues/ci17-3.pdf/feed/ 0 Inflation Expectations and Behavior: Do Survey Respondents Act on their Beliefs? (2010) http://www.newyorkfed.org/research/conference/2010/consumer/Armantier_Experiment.pdf http://www.newyorkfed.org/research/conference/2010/consumer/Armantier_Experiment.pdf#comments Wed, 27 Jul 2011 11:27:22 +0000 Administrator http://inflationinfo.com/blog1/?p=661 http://www.newyorkfed.org/research/conference/2010/consumer/Armantier_Experiment.pdf/feed/ 0