Risk-Neutral Inflation Distributions

Download output in Excel format for CDFs, estimated parameters and key moments and for PDFs.

Please cite as follows

Grishchenko, Mouabbi, and Renne, 2017, The Joint Dynamics of U.S. and Euro-Area Inflation Rates: Expectations and Time-varying Uncertainty, Banque de France Working Paper No. 622.

For more details refer to Appendix 7.6.3.

United States

Euro area

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