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for the working paper

Estimating inflation risk premia from nominal and real yield curves using a shadow-rate model
Kei Imakubo and Jouchi Nakajima
Bank of Japan Working Paper Series from Bank of Japan
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Access Statistics for the working paper
Month Downloads Abstract Views 
2015-04255
2015-0532
2015-0613
2015-0700
2015-0822
2015-0912
2015-1007
2015-1112
2015-1213
2016-0101
2016-0212
2016-0312
2016-0400
2016-0522
2016-0601
2016-0702
2016-0801
2016-0912
2016-1002
2016-1101
2016-1212
2017-0103
2017-0202
2017-0325
2017-0402
2017-0506
2017-0622
2017-0711
2017-0811
2017-0900
2017-1000
2017-1111
2017-1201
2018-0122
2018-0215
2018-0301
2018-0403
2018-0500
2018-0603
2018-0700
2018-0800
2018-0900
2018-1013
2018-1101
2018-1201
2019-0102
2019-0201
2019-0301
2019-0401
2019-0513
2019-0601
2019-0702
2019-0802
2019-0902
2019-1000
2019-1101
2019-1212
2020-0112
2020-0200
2020-0300
2020-0411
2020-0502
2020-0601
2020-0700
2020-0801
2020-0901
2020-1000
2020-1100
2020-1211
2021-0101
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2021-0611
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2024-1211
2025-0111
2025-0212
2025-0314
2025-0403
2025-0511
2025-0602
2025-0701
2025-0824

Statistics updated 2025-09-04