Contents

이자율모형을 이용한 우리나라 기대인플레이션의 추정 및 특징

Analyzing Expected Inflation Based on a Term Structure Model: A Case of Korea

송준혁

  • 0 WEB OF SCIENCE
  • 0 SCOPUS
Abstract

This paper estimates and characterizes expected inflations using an affine term structure model based on the empirical stochastic process of the interest rates in Korea.

The empirical results show that the expected inflation which marked above 4% before

Issue Date
2014-05-30
Publisher
한국개발연구원
Korea Development Institute
Language
ko
Files in This Item:

Click the button and follow the links to connect to the full text. (KDI CL members only)

qrcode

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.