Furthermore, the importance of accounting for ILB illiquidity and an overview of existing ILB liquidity proxies are demonstrated. A discussion of current literature developments, such as the zero lower bound, and an outline for future research directions conclude the paper.
The paper has been published in the Journal of Economic Surveys and can be downloaded for free from the publisher's homepage .
Kupfer, Alexander (2018): Estimating Inflation Risk Premia Using Inflation-Linked Bonds: A Review. Journal of Economic Surveys. Forthcoming, pp. 1–29. DOI: 10.1111/joes.12265 (open access).