Marco Fanari

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

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Break-even Inflation Rates: The Italian Case

Bank of Italy Occasional Paper No. 578
Number of pages: 41 Posted: 13 Oct 2020
Marco Fanari and Alberto Di Iorio
Bank of Italy and Bank of Italy
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Abstract:

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inflation-linked bonds, government yields, break-even inflation rate, expected inflation, inflation risk premium, term structure model