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What is Low Market-Based Inflation Drivers about?

This document summarizes a technical analysis of inflation-linked swap rates conducted by researchers at De Nederlandsche Bank. The researchers found that a large part of the recent decline in euro area 5-year inflation expectations 5 years ahead (5y5y) is likely due to a fall in the inflation risk premium rather than a change in expected inflation. Their model estimates show expected inflation has remained stable near 1.7% while the inflation risk premium declined sharply and turned negative in 2018, sugge

Author

johan oldman

Language

EN