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Nominal and real U.S. interest rates (1997Q1-2008Q2) are combined with infla- tion expectations from the Survey of Professional Forecasters to calculate time series of risk premia. It is shown that survey data on inflation and output growth uncertainty, as well as a proxy for liquidity premia can explain a large amount of the variation in these risk premia.

Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty