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Books/Chapters
- Treatment of Owner-Occupied Housing in the CPI
Pool, Ptacek, and Verbrugge (2005)
- BLS Chapter on the CPI
How it's built, what it covers, etc.
- The Death of Inflation: Surviving and Thriving in the Zero Era
Roger Bootle (1998)
- The Great Inflation and Its Aftermath: The Past and Future of American Affluence
Robert J. Samuelson
- Inflation Targeting: Lessons from the International Experience
Bernanke, Laubach, Mishkin, and Posen
- The Economics Of Inflation - A Study Of Currency Depreciation In Post War Germany
Constantino Bresciani-Turroni
- The Handbook of Inflation Hedging Investments: Enhance Performance and Protect Your Portfolio from Inflation Risk
Robert Greer
- Inflation-indexed Securities: Bonds, Swaps and Other Derivatives (The Wiley Finance Series)
Deacon, Derry, and Mirfendereski
- Handbook of Inflation Indexed Bonds
edited by Brynjolfsson and Fabozzi
- Inflation Risks and Products
edited by Benaben and Goldberg
Sites
- TIPSwatch
A site dedicated to ideas, benefits, and cautions about TIPS.
- PriceStats Inc.
a price index made entirely of online price sampling)
- The Inflation Project
at the Atlanta Fed
- Median CPI
at the Cleveland Fed
- Cleveland Fed "Inflation Central"
collection of CPI from around the world along with some research and opinion
Modeling/Forecasting
- Convexity adjustments in inflation-linked derivatives (2008)
Dorje Brody, John Crosby and Hongyun Li. Asia Risk, November 2008.
- Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model (2003)
Jarrow, Robert and Yildirim, Yildiray. Journal of Financial and Quantitative Analysis, vol 38, no. 2, June 2003.
- Measuring the Level and Uncertainty of Trend Inflation (2011)
by Elmar Mertens. Federal Reserve Board Finance and Economics Discussion Series 2011-42
- The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time (2005)
Orphanides, Athanasios and van Norden, Simon, Journal of Money, Credit and Banking (June 2005).
- Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? (2007)
Ang, A.; Bekaert, G.; and Wei, M., Journal of Monetary Economics, 54 (2007). Link is to public 2006 version.
- How Does Slack Influence Inflation? (2011)
Richard Peach, Robert Rich, and Anna Cororaton
- Inflation Expectations and Behavior: Do Survey Respondents Act on their Beliefs? (2010)
Armantier, Olivier; Bruine de Bruin, Wändi; Topa, Giorgio; van der Klaauw, Wilbert; and Zafar, Basit
- Global Inflation (Oct 2005)
Matteo Ciccarelli and Benoit Mojon, ECB Working Paper Series #537
- Sectoral Price Facts in a Sticky-Price Model (May 2011)
Carlos Carvalho and Jae Won Lee, Federal Reserve Bank of New York Staff Reports, no. 495
- Core Inflation as a Predictor of Total Inflation (2006)
N. Neil K. Khettry and Loretta J. Mester; Federal Reserve Bank of Philadelphia "Research Rap", April 26, 2006.
Country-specific
- Forecasting Mexico's Inflation: the Effects of an Inflation Targeting Regime
Juan Carlos Suarez Serrato, Proceedings of the 5th Annual Carroll Round (2006)
- Explaining and Forecasting Inflation in Emerging Markets: The Case of Mexico
Bailliu, Garcs, Kruger, Messmacher, Bank of Canada Working Paper (2003)
- Modelling Inflation in Australia
Ericsson and deBrouwer, Reserve Bank of Australia Research Discussion Papers (1995)
- A Markov-Switching Model of Inflation in Australia
John Simon, Reserve Bank of Australia Research Discussion Papers (1996)
Inflation-Indexed Investing
- The Term Structure of Real Rates and Expected Inflation (2004)
Geert Bekaert, "Proceedings" (Federal Reserve Bank of San Francisco), March 2004
- Drivers of Inflation-Linked Corporate Bond Spreads and the Inflation Swap/Bond Breakeven Difference (2008)
Michael Ashton
- TIPS, the Triple Duration, and the OPEB Liability: Hedging Medical Care Inflation in OPEB Plans (2011)
Ashton, Michael. Working Paper Series (May 11, 2011).
- When Do TIPS Prices Adjust To Inflation Information? (2011)
Quentin C. Chu, Deborah N. Pittman, CFA, and Linda Q. Yu
- Are TIPS the 'Real' Deal?: A Conditional Assessment of their Role in a Nominal Portfolio (Oct 2002)
Simon, David P. and Hunter, Delroy M. EFMA 2003 Helsinki Meetings.
- Are TIPS Really Tax Disadvantaged? Rethinking the Tax Treatment of U.S. Treasury Inflation Indexed Securities (July 2003)
Hein, Scott E. and Mercer, Jeffrey M. FRB of Atlanta Working Paper No. 2003-9.
- A New Strategy to Maximize Retirement Withdrawals Using TIPS and Longevity Insurance (Oct 2008)
Shankar, S. Gowri. Financial Services Review, Forthcoming.
- The Information Content of the Embedded Deflation Option in TIPS (March 2010)
Grishchenko, Olesya V., Vanden, Joel M. M. and Zhang, Jianing (Mar 2010). Paris December 2010 Finance Meeting EUROFIDAI - AFFI.
- Empirical TIPS
Roll, Richard W. Financial Analysts Journal, January/February 2004
- TIPS, the Dual Duration, and the Pension Plan
Siegel, Laurence B. and Waring, M. Barton. Financial Analysts Journal, September/October 2004.
Inflation and Policy
- Government Revenue from Inflation (1971)
Milton Friedman, "Government Revenue from Inflation", Journal of Political Economy, Vol. 79, No. 4, Jul-Aug 1971.
- Chicago Fed Letter: What are the implications of rising commodity prices for inflation and monetary policy? (2011)
Charles L. Evans and Jonas D. M. Fisher
- Inflation, Learning and Monetary Policy Regimes in the G-7 Economies (1995)
Ricketts, Nicholas, and David Rose
- Tips Scorecard: Are Tips Accomplishing What They Were Supposed to Accomplish? Can They Be Improved? (Sept 2009)
Barnes, Michelle L., Bodie, Zvi, Triest, Robert K. and Wang, J. Christina. FRB of Boston Public Policy Discussion Paper No. 09-8.
- The Case for Tips: An Examination of the Costs and Benefits (July 1, 2009)
Dudley, William, Roush, Jennifer E. and Steinberg, Michelle. Economic Policy Review, Vol. 15, No. 1, July 2009.
- The 'Growing Pains' of TIPS Issuance (February 2009)
Roush, Jennifer E., FEDS Working Paper No. 2008-08 (February 2009)
- Beyond Inflation Targeting: Should Central Banks Target the Price Level?
Kahn, George A., Economic Review, Federal Reserve Bank of Kansas City (Q3 2009)
- Inflation Band Targeting and Optimal Inflation Contracts
Mishkin and Westelius, NBER Working Paper # 12384, (Jul 2006)
- Changes in the Federal Reserve's Inflation Target:Causes and Consequences
Ireland, Peter N., NBER Working Paper # 12492, (Aug 2006)
Other Real Assets
- Time-Variation in Diversification Benefits of Commodity, REITs, and TIPS
Huang, Jing-Zhi and Zhong, Zhaodong (November 2006)
- Facts and Fantasies about Commodity Futures
Gorton and Rouwenhorst, working paper, Feb 2005.
Miscellaneous Inflation-Related Topics
- Towards an Understanding of the Real Effects and Costs of Inflation (1978)
Fischer, Stanley and Modigliani, Franco , Towards an Understanding of the Real Effects and Costs of Inflation (April 1980). NBER Working Paper Series, Vol. w0303, pp. -, 1980. Available at SSRN: http://ssrn.com/abstract=260489
- Inflation, Rational Valuation and the Market (1979)
Franco Modigliani and Richard A Cohn
- Why Do People Dislike Inflation? (1997)
Robert J Shiller, NBER
- The Long-Run Relationship between House Prices and Rents (2004)
Joshua Gallin, Finance and Economics Discussion Series, Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board, Washington, D.C., 2004
- Stock Returns, Real Activity, Inflation, and Money (1981)
Fama
- Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion (2009)
Basak, Suleyman and Yan, Hongjun
- Producing disease-based price indexes (Feb 2010)
Bradley, Cardenas, Ginsburg, Rozental, and Vele. Monthly Labor Review, February 2010.
- Addressing misconceptions about the Consumer Price Index
Greenlees and McClelland. Monthly Labor Review Online. August 2008, Vol. 131, No. 8
- Why Does the Treasury Issue TIPS? The TIPS-Treasury Bond Puzzle (Sept 2010)
Fleckenstein, Matthias, Longstaff, Francis A. and Lustig, Hanno N.
- TIPS, Inflation Expectations, and the Financial Crisis
Andonov, Aleksandar, Bardong, Florian and Lehnert, Thorsten. (December 8, 2010). Financial Analysts Journal, Vol. 66, No. 6, 2010
