이자율모형을 이용한 우리나라 기대인플레이션의 추정 및 특징
Analyzing Expected Inflation Based on a Term Structure Model: A Case of Korea
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
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