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March 2011 issue
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Gagnon, Raskin, Remache and Sack
García-Cicco
Christiano
Erceg, Guerrieri and Kamin
Galati, Poelhekke and Zhou
Hayashi
Aspachs-Bracons and Rabanal
Forlati and Lambertini
Williams
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Commentary: Some Methodological Suggestions

by Fumio Hayashi
Graduate School of International Corporate Strategy, Hitotsubashi University

Abstract

Methodological suggestions are made for two separate issues. First, I show how a consistent estimate of the level of the expected inflation can be gleaned from inflation swap rates. Second, I indicate how the dynamic general equilibrium model in question can be modified to generate the observed persistence in commodity price movements.

JEL Codes: E52, G13, Q43.


Full article (PDF, 7 pages 223 kb)