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Asger Munch Grønlund

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

  • European Central Bank (ECB)

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Measuring Market-Based Core Inflation Expectations

ECB Working Paper No. 2024/2908
Number of pages: 42 Posted: 15 Feb 2024
Asger Munch Grønlund, Kasper Jørgensen and Fabian Schupp
European Central Bank (ECB), European Central Bank (ECB) and Deutsche Bundesbank
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Abstract:

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affine term structure model, inflation-linked swaps, inflation expectations