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Author:Kajanoja, K.
Title:Deriving growth and inflation expectations from financial market prices
Journal:Bank of Finland Bulletin
2004 : VOL. 78:1, p. 63-67
Index terms:Economic growth
Gross national product
Inflation
Interest rates
Share prices
Language:eng
Abstract:The article presents a new approach to assessing financial market expectations over long-term GDP growth and inflation. The method presented uses data on share prices, interest rates and price quotations for equity index futures.
SCIMA record nr: 254016
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