CORDIS Project
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This research focuses on understanding inflation dynamics and its effects on economic constraints. By developing new data models and inflation-indexed financial instruments, the project aims to improve monetary policy and fiscal strategies for central banks.
The research in this proposal will contribute to our knowledge of the dynamics and effects of inflation through the perspective of risk-adjusted inflation and valuation formulas.
The goal is to provide new perspectives on inflation and its impact onresource constraints.The first step in this work is to collect new data on inflation options and use them to construct marginal densities for risk-neutral inflation at different horizons.
Because there are data for both cumulative and annual inflation…
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