A Note on Alternative Measures of Real Bond Rates |
Common terms and phrases
¹ Nominal 10-year bond yield 10-year moving average 12 months 1995 Consumer price approach Australia Average lag average of current bond yield¹ 15 Change in consumer change in German changes in nominal changes in real cointegration coefficients Consumer price inflation contemporaneous rates correlations for changes country-specific current and 10-year Denmark ex ante real expectations of inflation Finland foreign rates Germany global rates Graph homogeneity condition inflation and real Inflation3 Real bond interest rate¹ Real interest rates rate less annual rate less weighted average long-run memory lengths moving average rates Nominal and real nominal bond rate nominal interest rates Nominal Real interest Nominal yield less percentage points 20 percentages and percentage perceptions of future prices over 12 rate in country rate of inflation rate¹ Real interest rate² real 10-year bond Real bond yield¹ real interest rates steady-state rates Switzerland United Kingdom yield less annual yield less weighted yields In percentages