Olesya V. Grishchenko - Central Bank Research Hub

Papers by year: All | 2017 | 2013 | 2012 | 2011

Title Other author(s)

Measuring Inflation Anchoring and Uncertainty : A US and Euro Area Comparison

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2017-102, 03.10.2017)

JEL: C32, E41, E44

The Informational Content of the Embedded Deflation Option in TIPS

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2013-24, 28.05.2013)

Inflation Risk Premium: Evidence from the TIPS market

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2012-06, 12.03.2012)

JEL: E31, E43, E44

Habit formation heterogeneity: Implications for aggregate asset pricing

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2012-07, 12.03.2012)

JEL: C68, D58, D91, E21, E44, G11, G12

The Information Content of the Embedded Deflation Option in TIPS

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2011-58, 16.12.2011)

An Empirical Investigation of Consumption-based Asset Pricing Models with Stochastic Habit Formation

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2011-47, 10.11.2011)

Papers by year: All | 2017 | 2013 | 2012 | 2011