BANK OF ENGLAND
CORE INFLATION
CPI INFLATION
CPI INFLATION EXPECTATIONS
DERIVATIVES RISK
GILTs Market Freeze
INFLATION
INFLATION EXPECTATION
VOLATILITY AND MARKET RISKS
ARIMA FORECAST
ARIMA MODEL
CPI INFLATION
ECONOMETRICS
ECONOMETRICS RESEARCH
INFLATION VOLATILITY
VAR FORECAST
Econometrics research of CPIH Volatility Inference with Interest Rate Volatility
The British economy, as well as many other developed economies, has structural inflation issues that are not correlated to wages,…
Treasuries yield curve correlated to CPI Inflation expectations
February CPI (excluding food & energy) year on year was 6.1%, and in Feb 2021 was 1.3%. that makes the…
CPI INFLATION
EURO AREA HICP
EURO AREA INTEREST RATES
Inflation Expectations
INTEREST RATE MODEL INTERPOLATION
INTEREST RATE PARAMETRE ESTIMATION
EURO AREA HICP INFLATION DATA BENEFITS FROM DECREASING ENERGY PRICES
Euro Area Inflation data are quite controversial. CORE CPI jumps to 1.2% an increase of 0.4% from the previous month,…