Bond prices and market expectations of inflation

Quarterly Bulletin 1995 Q2
Published on 01 June 1995

By Francis Breedon.

Last November, a new method was introduced for deriving the inflation expectations that appear regularly in the Inflation Report from UK government bond prices. This article gives a description of the new method and assesses how well the expectations derived using it would have predicted inflation in the past. The data used are now available to researchers.

PDFBond prices and market expectations of inflation


Other Quarterly Bulletin 1995 Q2 articles

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