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Backcasting real interest rates and inflation expectations – combining market-based measures with historical data for related variables

The European Central Bank (ECB) is the central bank of the 19 European Union countries which have adopted the euro. Our main task is to maintain price stability in the euro area and so preserve the purchasing power of the single currency. ....

Fabian Schupp , Valentin Burban , Consensus Economics , Great Moderation ,

Decomposing market-based measures of inflation compensation into inflation expectations and risk premia

The European Central Bank (ECB) is the central bank of the 19 European Union countries which have adopted the euro. Our main task is to maintain price stability in the euro area and so preserve the purchasing power of the single currency. ....

Andreea Liliana Vladu , Fabian Schupp , Valentin Burban , Bruno De Backer , Professional Forecasters , Consensus Economics ,